| Metric | 11381894:btcusd:triple_med_gx:lsma110_70 | 11381894:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 7.86% | 199.65% |
| Max Drawdown | -23.72% | -67.18% |
| Sharpe | 0.12 | 0.44 |
| Sortino | 0.16 | 0.64 |
| Payoff Ratio | 1.08 | 0.98 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.47 | 1.07 |
| CPC Index | 0.53 | 0.54 |
| Tail Ratio | 0.45 | 0.99 |
| Outlier Win Ratio | 60.37 | 3.09 |
| Outlier Loss Ratio | 4.33 | 3.05 |
| Volatility (ann.) | 6.91% | 26.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.1 | 0.57 |
| Skew | -0.26 | 0.2 |
| Kurtosis | 63.06 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.65% |
| Expected Yearly % | 1.91% | 31.57% |
| Kelly Criterion | -2.62% | 1.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.24% |
| Expected Shortfall (cVaR) | -0.59% | -2.24% |
| Year | 11381894:BTCUSD | 11381894:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 13.75 | -0.25 | + |
| 2023 | 155.54 | -17.91 | -0.12 | - |
| 2024 | 121.00 | 22.68 | 0.19 | - |
| 2025 | 17.02 | -5.85 | -0.34 | - |
| Metric | 11381894:btcusd:triple_med_gx:lsma110_70 | 11381894:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.13% | 31.76% |
| 6M | -9.58% | 12.25% |
| YTD | -5.85% | 17.02% |
| 1Y | -4.06% | 57.19% |
| 3Y (ann.) | 1.07% | 55.42% |
| 5Y (ann.) | 2.27% | 38.5% |
| Metric | 11381894:btcusd:triple_med_gx:lsma110_70 | 11381894:BTCUSD |
|---|---|---|
| Max Drawdown | -23.72% | -67.18% |
| Longest DD Days | 793.0 | 683.0 |
| Avg. Drawdown | -6.04% | -6.29% |
| Avg. Drawdown Days | 91.0 | 31.0 |
| Recovery Factor | 0.33 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-25 | 2024-09-26 | -23.72 | 793 |
| 2024-11-22 | 2025-06-11 | -21.32 | 201 |
| 2022-06-06 | 2022-07-18 | -11.71 | 41 |
| 2022-04-28 | 2022-05-29 | -6.59 | 30 |
| 2024-09-28 | 2024-11-19 | -5.98 | 52 |
| 2022-03-12 | 2022-04-27 | -3.54 | 45 |
| 2022-02-13 | 2022-02-14 | -1.66 | 1 |
| 2022-02-14 | 2022-03-08 | -1.60 | 21 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 11381894:btcusd:triple_med_gx:lsma110_70 | 11381894:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 11.14% | 35.75% |
| Worst Week | -9.14% | -29.64% |
| Best Month | 16.7% | 43.77% |
| Worst Month | -9.14% | -37.12% |
| Best Year | 22.68% | 155.54% |
| Worst Year | -17.91% | -54.66% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.69% | -0.77% |
| Avg. Up Week | 4.22% | 5.55% |
| Avg. Down Week | -2.34% | -4.56% |
| Avg. Up Month | 4.25% | 18.54% |
| Avg. Down Month | -2.88% | -12.34% |
| Win Days % | 46.7% | 51.27% |
| Win Month % | 38.46% | 61.9% |
| Win Week % | 43.9% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |