| Metric | 11382549:btcusd:triple_med_gx:lsma110_70 | 11382549:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 47.72% | 196.5% |
| Max Drawdown | -23.83% | -67.18% |
| Sharpe | 0.37 | 0.44 |
| Sortino | 0.57 | 0.64 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 46.06 | 3.27 |
| Outlier Loss Ratio | 3.71 | 3.19 |
| Volatility (ann.) | 8.9% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.52 | 0.57 |
| Skew | 1.47 | 0.2 |
| Kurtosis | 62.15 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.69% |
| Expected Yearly % | 10.24% | 31.22% |
| Kelly Criterion | 4.97% | 6.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11382549:BTCUSD | 11382549:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 2.22 | -0.04 | + |
| 2023 | 155.54 | 17.52 | 0.11 | - |
| 2024 | 121.00 | 24.00 | 0.20 | - |
| 2025 | 17.02 | -0.84 | -0.05 | - |
| Metric | 11382549:btcusd:triple_med_gx:lsma110_70 | 11382549:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.92% | 31.76% |
| 6M | -9.83% | 12.25% |
| YTD | -0.84% | 17.02% |
| 1Y | 13.77% | 57.19% |
| 3Y (ann.) | 12.5% | 55.42% |
| 5Y (ann.) | 12.35% | 38.32% |
| Metric | 11382549:btcusd:triple_med_gx:lsma110_70 | 11382549:BTCUSD |
|---|---|---|
| Max Drawdown | -23.83% | -67.18% |
| Longest DD Days | 421.0 | 683.0 |
| Avg. Drawdown | -3.67% | -6.97% |
| Avg. Drawdown Days | 39.0 | 36.0 |
| Recovery Factor | 2.0 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-06-22 | -23.83 | 421 |
| 2024-11-12 | 2025-06-11 | -16.64 | 211 |
| 2023-08-09 | 2023-12-05 | -8.00 | 118 |
| 2022-03-09 | 2022-03-27 | -7.70 | 18 |
| 2024-04-08 | 2024-05-03 | -7.29 | 25 |
| 2024-01-31 | 2024-04-04 | -4.70 | 63 |
| 2024-05-04 | 2024-08-18 | -4.06 | 105 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| Metric | 11382549:btcusd:triple_med_gx:lsma110_70 | 11382549:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 13.52% | 35.75% |
| Worst Week | -9.07% | -29.64% |
| Best Month | 14.08% | 43.77% |
| Worst Month | -9.07% | -37.12% |
| Best Year | 24.0% | 155.54% |
| Worst Year | -0.84% | -55.14% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 4.03% | 8.81% |
| Avg. Down Week | -2.99% | -4.15% |
| Avg. Up Month | 5.64% | 18.55% |
| Avg. Down Month | -4.14% | -15.7% |
| Win Days % | 49.69% | 51.33% |
| Win Month % | 57.58% | 60.98% |
| Win Week % | 53.57% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |