| Metric | 11383158:btcusd:triple_med_gx:lsma110_75 | 11383158:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 7.79% | 199.65% |
| Max Drawdown | -20.5% | -67.18% |
| Sharpe | 0.12 | 0.44 |
| Sortino | 0.16 | 0.64 |
| Payoff Ratio | 1.09 | 1.02 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.15 | 1.07 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 0.14 | 0.99 |
| Outlier Win Ratio | 65.63 | 3.05 |
| Outlier Loss Ratio | 4.17 | 3.0 |
| Volatility (ann.) | 6.89% | 26.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.11 | 0.57 |
| Skew | -1.06 | 0.2 |
| Kurtosis | 89.99 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.65% |
| Expected Yearly % | 1.89% | 31.57% |
| Kelly Criterion | -2.48% | 3.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.24% |
| Expected Shortfall (cVaR) | -0.59% | -2.24% |
| Year | 11383158:BTCUSD | 11383158:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 6.06 | -0.11 | + |
| 2023 | 155.54 | -8.67 | -0.06 | - |
| 2024 | 121.00 | 27.79 | 0.23 | - |
| 2025 | 17.02 | -12.92 | -0.76 | - |
| Metric | 11383158:btcusd:triple_med_gx:lsma110_75 | 11383158:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.42% | 31.76% |
| 6M | -16.37% | 12.25% |
| YTD | -12.92% | 17.02% |
| 1Y | -6.61% | 57.19% |
| 3Y (ann.) | 3.23% | 55.42% |
| 5Y (ann.) | 2.25% | 38.5% |
| Metric | 11383158:btcusd:triple_med_gx:lsma110_75 | 11383158:BTCUSD |
|---|---|---|
| Max Drawdown | -20.5% | -67.18% |
| Longest DD Days | 594.0 | 683.0 |
| Avg. Drawdown | -4.05% | -6.29% |
| Avg. Drawdown Days | 57.0 | 31.0 |
| Recovery Factor | 0.38 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-06-11 | -20.50 | 256 |
| 2022-07-25 | 2024-03-11 | -13.88 | 594 |
| 2022-06-06 | 2022-07-18 | -11.89 | 41 |
| 2022-04-28 | 2022-06-06 | -9.83 | 38 |
| 2024-05-16 | 2024-07-26 | -4.99 | 71 |
| 2024-03-13 | 2024-05-15 | -4.82 | 63 |
| 2022-03-12 | 2022-04-27 | -3.54 | 46 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2022-02-13 | 2022-02-14 | -1.66 | 1 |
| Metric | 11383158:btcusd:triple_med_gx:lsma110_75 | 11383158:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 11.36% | 35.75% |
| Worst Week | -5.74% | -29.64% |
| Best Month | 11.02% | 43.77% |
| Worst Month | -5.35% | -37.12% |
| Best Year | 27.79% | 155.54% |
| Worst Year | -12.92% | -54.66% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 4.17% | 5.3% |
| Avg. Down Week | -2.2% | -4.65% |
| Avg. Up Month | 3.38% | 17.42% |
| Avg. Down Month | -2.7% | -12.71% |
| Win Days % | 46.57% | 51.27% |
| Win Month % | 44.74% | 61.9% |
| Win Week % | 43.06% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |