| Metric | 11382801:btcusd:triple_med_gx:lsma110_70 | 11382801:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 32.22% | 156.76% |
| Max Drawdown | -11.43% | -67.18% |
| Sharpe | 0.36 | 0.4 |
| Sortino | 0.57 | 0.58 |
| Payoff Ratio | 1.22 | 1.21 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.71 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 70.11 | 3.01 |
| Outlier Loss Ratio | 4.18 | 2.96 |
| Volatility (ann.) | 6.4% | 26.27% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.77 | 0.49 |
| Skew | 1.89 | 0.18 |
| Kurtosis | 74.04 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.33% |
| Expected Yearly % | 7.23% | 26.58% |
| Kelly Criterion | 5.38% | 10.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.23% |
| Expected Shortfall (cVaR) | -0.54% | -2.23% |
| Year | 11382801:BTCUSD | 11382801:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 21.77 | -0.36 | + |
| 2023 | 155.54 | 8.08 | 0.05 | - |
| 2024 | 121.00 | 4.55 | 0.04 | - |
| 2025 | 17.02 | -3.91 | -0.23 | - |
| Metric | 11382801:btcusd:triple_med_gx:lsma110_70 | 11382801:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.46% | 31.76% |
| 6M | -3.91% | 12.25% |
| YTD | -3.91% | 17.02% |
| 1Y | 8.7% | 57.19% |
| 3Y (ann.) | 7.91% | 55.42% |
| 5Y (ann.) | 8.77% | 32.84% |
| Metric | 11382801:btcusd:triple_med_gx:lsma110_70 | 11382801:BTCUSD |
|---|---|---|
| Max Drawdown | -11.43% | -67.18% |
| Longest DD Days | 264.0 | 683.0 |
| Avg. Drawdown | -3.04% | -7.23% |
| Avg. Drawdown Days | 48.0 | 38.0 |
| Recovery Factor | 2.82 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-11 | 2024-08-23 | -11.43 | 225 |
| 2024-09-20 | 2025-06-11 | -10.58 | 264 |
| 2023-03-18 | 2023-06-21 | -7.02 | 95 |
| 2022-10-05 | 2022-11-30 | -5.32 | 56 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-12-01 | 2023-03-17 | -4.65 | 106 |
| 2022-07-05 | 2022-09-10 | -3.83 | 67 |
| 2023-06-21 | 2023-12-05 | -3.41 | 166 |
| 2024-08-25 | 2024-09-18 | -2.08 | 24 |
| Metric | 11382801:btcusd:triple_med_gx:lsma110_70 | 11382801:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 6.71% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 6.8% | 43.77% |
| Worst Month | -8.1% | -37.12% |
| Best Year | 21.77% | 155.54% |
| Worst Year | -3.91% | -61.15% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.66% | -0.68% |
| Avg. Up Week | 3.59% | 10.56% |
| Avg. Down Week | -3.31% | -3.91% |
| Avg. Up Month | 2.77% | 16.61% |
| Avg. Down Month | -2.44% | -6.02% |
| Win Days % | 48.0% | 51.27% |
| Win Month % | 61.54% | 60.98% |
| Win Week % | 56.1% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 75.0% |