| Metric | 11382769:btcusd:triple_med_gx:lsma110_70 | 11382769:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 23.7% | 158.34% |
| Max Drawdown | -12.87% | -67.18% |
| Sharpe | 0.28 | 0.4 |
| Sortino | 0.42 | 0.58 |
| Payoff Ratio | 1.17 | 1.18 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 69.4 | 3.01 |
| Outlier Loss Ratio | 4.1 | 2.98 |
| Volatility (ann.) | 6.58% | 26.26% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.51 | 0.49 |
| Skew | 0.59 | 0.18 |
| Kurtosis | 86.65 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.34% |
| Expected Yearly % | 5.46% | 26.78% |
| Kelly Criterion | 3.08% | 9.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.23% |
| Expected Shortfall (cVaR) | -0.56% | -2.23% |
| Year | 11382769:BTCUSD | 11382769:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 0.69 | -0.01 | + |
| 2023 | 155.54 | 10.62 | 0.07 | - |
| 2024 | 121.00 | 9.77 | 0.08 | - |
| 2025 | 17.02 | 1.17 | 0.07 | - |
| Metric | 11382769:btcusd:triple_med_gx:lsma110_70 | 11382769:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.49% | 31.76% |
| 6M | 1.17% | 12.25% |
| YTD | 1.17% | 17.02% |
| 1Y | 10.9% | 57.19% |
| 3Y (ann.) | 10.49% | 55.42% |
| 5Y (ann.) | 6.61% | 33.06% |
| Metric | 11382769:btcusd:triple_med_gx:lsma110_70 | 11382769:BTCUSD |
|---|---|---|
| Max Drawdown | -12.87% | -67.18% |
| Longest DD Days | 264.0 | 683.0 |
| Avg. Drawdown | -3.48% | -6.83% |
| Avg. Drawdown Days | 60.0 | 36.0 |
| Recovery Factor | 1.84 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2022-10-04 | -12.87 | 209 |
| 2024-09-20 | 2025-06-11 | -11.22 | 264 |
| 2023-05-07 | 2023-06-22 | -6.49 | 46 |
| 2023-01-11 | 2023-03-17 | -6.15 | 65 |
| 2022-10-05 | 2022-11-30 | -5.32 | 56 |
| 2024-01-11 | 2024-07-14 | -3.00 | 184 |
| 2023-08-09 | 2023-12-05 | -2.55 | 118 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2024-08-25 | 2024-09-18 | -2.21 | 24 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| Metric | 11382769:btcusd:triple_med_gx:lsma110_70 | 11382769:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 9.39% | 35.75% |
| Worst Week | -8.69% | -29.64% |
| Best Month | 12.55% | 43.77% |
| Worst Month | -7.82% | -37.12% |
| Best Year | 10.62% | 155.54% |
| Worst Year | 0.69% | -60.91% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.69% | -0.69% |
| Avg. Up Week | 3.03% | 9.06% |
| Avg. Down Week | -2.34% | -4.33% |
| Avg. Up Month | 3.46% | 18.29% |
| Avg. Down Month | -2.02% | -12.79% |
| Win Days % | 47.84% | 51.26% |
| Win Month % | 48.15% | 60.98% |
| Win Week % | 51.16% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 75.0% |