| Metric | 11382503:btcusd:triple_med_gx:lsma110_70 | 11382503:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 84.49% | 183.93% |
| Max Drawdown | -22.26% | -67.18% |
| Sharpe | 0.53 | 0.43 |
| Sortino | 0.85 | 0.62 |
| Payoff Ratio | 1.22 | 1.14 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 2.3 | 1.06 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.84 | 0.99 |
| Outlier Win Ratio | 39.84 | 3.33 |
| Outlier Loss Ratio | 3.96 | 3.25 |
| Volatility (ann.) | 9.54% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.9 | 0.54 |
| Skew | 2.35 | 0.2 |
| Kurtosis | 52.15 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.5% | 2.58% |
| Expected Yearly % | 16.55% | 29.81% |
| Kelly Criterion | 7.46% | 8.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11382503:BTCUSD | 11382503:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 20.96 | -0.37 | + |
| 2023 | 155.54 | 22.52 | 0.14 | - |
| 2024 | 121.00 | 21.08 | 0.17 | - |
| 2025 | 17.02 | 2.82 | 0.17 | - |
| Metric | 11382503:btcusd:triple_med_gx:lsma110_70 | 11382503:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.31% | 31.76% |
| 6M | -4.99% | 12.25% |
| YTD | 2.82% | 17.02% |
| 1Y | 8.84% | 57.19% |
| 3Y (ann.) | 14.04% | 55.42% |
| 5Y (ann.) | 20.0% | 36.44% |
| Metric | 11382503:btcusd:triple_med_gx:lsma110_70 | 11382503:BTCUSD |
|---|---|---|
| Max Drawdown | -22.26% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.3% | -6.73% |
| Avg. Drawdown Days | 37.0 | 34.0 |
| Recovery Factor | 3.8 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-17 | -22.26 | 325 |
| 2024-12-17 | 2025-06-11 | -14.47 | 175 |
| 2024-05-18 | 2024-11-10 | -11.48 | 175 |
| 2023-04-14 | 2023-12-05 | -10.50 | 235 |
| 2023-12-06 | 2024-04-08 | -8.77 | 124 |
| 2024-04-30 | 2024-05-03 | -6.16 | 3 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-04-24 | 2022-04-25 | -2.16 | 1 |
| Metric | 11382503:btcusd:triple_med_gx:lsma110_70 | 11382503:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -7.59% | -29.64% |
| Best Month | 21.99% | 43.77% |
| Worst Month | -8.87% | -37.12% |
| Best Year | 22.52% | 155.54% |
| Worst Year | 2.82% | -57.04% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 4.99% | 8.35% |
| Avg. Down Week | -3.05% | -5.31% |
| Avg. Up Month | 6.72% | 16.42% |
| Avg. Down Month | -4.29% | -13.47% |
| Win Days % | 49.12% | 51.31% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 49.3% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |