| Metric | 11382004:btcusd:triple_med_gx:lsma110_70 | 11382004:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 39.46% | 199.65% |
| Max Drawdown | -23.78% | -67.18% |
| Sharpe | 0.35 | 0.44 |
| Sortino | 0.55 | 0.64 |
| Payoff Ratio | 1.18 | 1.11 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 51.54 | 3.2 |
| Outlier Loss Ratio | 4.33 | 3.12 |
| Volatility (ann.) | 7.91% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.44 | 0.57 |
| Skew | 1.99 | 0.2 |
| Kurtosis | 76.16 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.65% |
| Expected Yearly % | 8.67% | 31.57% |
| Kelly Criterion | 2.02% | 7.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.24% |
| Expected Shortfall (cVaR) | -0.67% | -2.24% |
| Year | 11382004:BTCUSD | 11382004:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 54.80 | -1.00 | + |
| 2023 | 155.54 | -14.51 | -0.09 | - |
| 2024 | 121.00 | 22.65 | 0.19 | - |
| 2025 | 17.02 | -14.08 | -0.83 | - |
| Metric | 11382004:btcusd:triple_med_gx:lsma110_70 | 11382004:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.85% | 31.76% |
| 6M | -9.41% | 12.25% |
| YTD | -14.08% | 17.02% |
| 1Y | 7.49% | 57.19% |
| 3Y (ann.) | 4.12% | 55.42% |
| 5Y (ann.) | 10.37% | 38.5% |
| Metric | 11382004:btcusd:triple_med_gx:lsma110_70 | 11382004:BTCUSD |
|---|---|---|
| Max Drawdown | -23.78% | -67.18% |
| Longest DD Days | 630.0 | 683.0 |
| Avg. Drawdown | -3.05% | -6.29% |
| Avg. Drawdown Days | 39.0 | 31.0 |
| Recovery Factor | 1.66 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-27 | 2024-12-16 | -23.78 | 630 |
| 2025-01-12 | 2025-06-11 | -18.08 | 149 |
| 2022-03-09 | 2022-05-30 | -10.05 | 81 |
| 2022-09-17 | 2022-12-08 | -6.20 | 82 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-06-08 | 2022-07-04 | -3.22 | 26 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2023-01-24 | 2023-01-26 | -2.37 | 1 |
| 2022-12-14 | 2023-01-24 | -2.37 | 40 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11382004:btcusd:triple_med_gx:lsma110_70 | 11382004:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.61% | 35.75% |
| Worst Week | -8.35% | -29.64% |
| Best Month | 24.98% | 43.77% |
| Worst Month | -8.35% | -37.12% |
| Best Year | 54.8% | 155.54% |
| Worst Year | -14.51% | -54.66% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.71% | -0.77% |
| Avg. Up Week | 5.07% | 6.15% |
| Avg. Down Week | -2.36% | -4.93% |
| Avg. Up Month | 6.39% | 19.7% |
| Avg. Down Month | -3.44% | -14.8% |
| Win Days % | 46.9% | 51.27% |
| Win Month % | 46.15% | 61.9% |
| Win Week % | 44.3% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |