| Metric | 11383436:btcusd:triple_med_gx:lsma110_75 | 11383436:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 72.44% | 199.65% |
| Max Drawdown | -14.24% | -67.18% |
| Sharpe | 0.54 | 0.44 |
| Sortino | 0.86 | 0.64 |
| Payoff Ratio | 1.2 | 1.08 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.75 | 0.59 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 48.89 | 3.3 |
| Outlier Loss Ratio | 3.99 | 3.08 |
| Volatility (ann.) | 8.12% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.23 | 0.57 |
| Skew | 2.09 | 0.2 |
| Kurtosis | 53.43 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.31% | 2.65% |
| Expected Yearly % | 14.59% | 31.57% |
| Kelly Criterion | 7.14% | 5.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.24% |
| Expected Shortfall (cVaR) | -0.69% | -2.24% |
| Year | 11383436:BTCUSD | 11383436:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 22.95 | -0.42 | + |
| 2023 | 155.54 | -2.95 | -0.02 | - |
| 2024 | 121.00 | 37.72 | 0.31 | - |
| 2025 | 17.02 | 4.93 | 0.29 | - |
| Metric | 11383436:btcusd:triple_med_gx:lsma110_75 | 11383436:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.75% | 31.76% |
| 6M | 1.0% | 12.25% |
| YTD | 4.93% | 17.02% |
| 1Y | 27.97% | 57.19% |
| 3Y (ann.) | 18.38% | 55.42% |
| 5Y (ann.) | 17.55% | 38.5% |
| Metric | 11383436:btcusd:triple_med_gx:lsma110_75 | 11383436:BTCUSD |
|---|---|---|
| Max Drawdown | -14.24% | -67.18% |
| Longest DD Days | 540.0 | 683.0 |
| Avg. Drawdown | -2.76% | -6.29% |
| Avg. Drawdown Days | 34.0 | 31.0 |
| Recovery Factor | 5.09 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-20 | 2024-03-13 | -14.24 | 540 |
| 2025-01-28 | 2025-06-11 | -13.24 | 134 |
| 2024-11-23 | 2025-01-18 | -9.81 | 56 |
| 2022-02-16 | 2022-05-30 | -8.82 | 103 |
| 2024-03-13 | 2024-04-08 | -6.13 | 25 |
| 2022-07-20 | 2022-07-28 | -4.75 | 8 |
| 2024-05-27 | 2024-07-26 | -4.60 | 59 |
| 2022-06-11 | 2022-07-04 | -3.93 | 23 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-08-14 | 2022-09-19 | -3.81 | 36 |
| Metric | 11383436:btcusd:triple_med_gx:lsma110_75 | 11383436:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 11.68% | 35.75% |
| Worst Week | -9.53% | -29.64% |
| Best Month | 28.16% | 43.77% |
| Worst Month | -9.53% | -37.12% |
| Best Year | 37.72% | 155.54% |
| Worst Year | -2.95% | -54.66% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.73% | -0.83% |
| Avg. Up Week | 2.72% | 5.39% |
| Avg. Down Week | -2.25% | -6.95% |
| Avg. Up Month | 5.3% | 16.27% |
| Avg. Down Month | -3.29% | -14.87% |
| Win Days % | 49.29% | 51.27% |
| Win Month % | 56.41% | 61.9% |
| Win Week % | 61.25% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |