| Metric | 11382526:btcusd:triple_med_gx:lsma110_70 | 11382526:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 65.78% | 183.63% |
| Max Drawdown | -18.77% | -67.18% |
| Sharpe | 0.45 | 0.43 |
| Sortino | 0.71 | 0.62 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.92 | 1.06 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 1.58 | 0.99 |
| Outlier Win Ratio | 41.83 | 3.32 |
| Outlier Loss Ratio | 3.74 | 3.19 |
| Volatility (ann.) | 9.38% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.87 | 0.54 |
| Skew | 2.2 | 0.2 |
| Kurtosis | 55.0 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.24% | 2.58% |
| Expected Yearly % | 13.47% | 29.77% |
| Kelly Criterion | 6.36% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11382526:BTCUSD | 11382526:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 28.98 | -0.51 | + |
| 2023 | 155.54 | 10.10 | 0.06 | - |
| 2024 | 121.00 | 14.63 | 0.12 | - |
| 2025 | 17.02 | 1.85 | 0.11 | - |
| Metric | 11382526:btcusd:triple_med_gx:lsma110_70 | 11382526:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.11% | 31.76% |
| 6M | -9.44% | 12.25% |
| YTD | 1.85% | 17.02% |
| 1Y | 5.03% | 57.19% |
| 3Y (ann.) | 10.96% | 55.42% |
| 5Y (ann.) | 16.26% | 36.43% |
| Metric | 11382526:btcusd:triple_med_gx:lsma110_70 | 11382526:BTCUSD |
|---|---|---|
| Max Drawdown | -18.77% | -67.18% |
| Longest DD Days | 387.0 | 683.0 |
| Avg. Drawdown | -3.06% | -6.9% |
| Avg. Drawdown Days | 35.0 | 35.0 |
| Recovery Factor | 3.51 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -18.77 | 175 |
| 2023-03-18 | 2024-04-08 | -15.00 | 387 |
| 2022-04-26 | 2022-09-10 | -14.01 | 136 |
| 2024-04-08 | 2024-05-05 | -7.15 | 27 |
| 2024-07-04 | 2024-09-19 | -7.07 | 77 |
| 2022-10-05 | 2023-02-20 | -5.60 | 138 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| 2024-09-20 | 2024-11-10 | -3.21 | 50 |
| 2023-02-21 | 2023-03-17 | -3.04 | 23 |
| 2022-03-28 | 2022-04-25 | -2.65 | 28 |
| Metric | 11382526:btcusd:triple_med_gx:lsma110_70 | 11382526:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.74% | 35.75% |
| Worst Week | -11.08% | -29.64% |
| Best Month | 18.73% | 43.77% |
| Worst Month | -11.08% | -37.12% |
| Best Year | 28.98% | 155.54% |
| Worst Year | 1.85% | -57.08% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 3.68% | 8.42% |
| Avg. Down Week | -3.08% | -4.41% |
| Avg. Up Month | 5.73% | 16.56% |
| Avg. Down Month | -4.73% | -13.6% |
| Win Days % | 49.43% | 51.32% |
| Win Month % | 61.11% | 60.98% |
| Win Week % | 57.81% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |