| Metric | 11383812:btcusd:triple_med_gx:lsma110_75 | 11383812:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 79.34% | 183.93% |
| Max Drawdown | -24.16% | -67.18% |
| Sharpe | 0.52 | 0.43 |
| Sortino | 0.85 | 0.62 |
| Payoff Ratio | 1.25 | 1.15 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.91 | 1.06 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 1.51 | 0.99 |
| Outlier Win Ratio | 43.12 | 3.32 |
| Outlier Loss Ratio | 3.99 | 3.2 |
| Volatility (ann.) | 9.17% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.79 | 0.54 |
| Skew | 2.68 | 0.2 |
| Kurtosis | 57.84 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.43% | 2.58% |
| Expected Yearly % | 15.72% | 29.81% |
| Kelly Criterion | 7.11% | 8.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.24% |
| Expected Shortfall (cVaR) | -0.78% | -2.24% |
| Year | 11383812:BTCUSD | 11383812:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 8.23 | -0.14 | + |
| 2023 | 155.54 | 26.28 | 0.17 | - |
| 2024 | 121.00 | 25.68 | 0.21 | - |
| 2025 | 17.02 | 4.40 | 0.26 | - |
| Metric | 11383812:btcusd:triple_med_gx:lsma110_75 | 11383812:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.47% | 31.76% |
| 6M | -3.52% | 12.25% |
| YTD | 4.4% | 17.02% |
| 1Y | 10.79% | 57.19% |
| 3Y (ann.) | 15.62% | 55.42% |
| 5Y (ann.) | 18.99% | 36.44% |
| Metric | 11383812:btcusd:triple_med_gx:lsma110_75 | 11383812:BTCUSD |
|---|---|---|
| Max Drawdown | -24.16% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.39% | -6.73% |
| Avg. Drawdown Days | 35.0 | 34.0 |
| Recovery Factor | 3.28 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-17 | -24.16 | 325 |
| 2024-12-17 | 2025-06-11 | -16.14 | 175 |
| 2024-05-18 | 2024-11-10 | -13.13 | 175 |
| 2023-12-06 | 2024-03-06 | -8.06 | 91 |
| 2023-04-15 | 2023-12-04 | -7.02 | 233 |
| 2024-04-30 | 2024-05-03 | -6.16 | 3 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-03-07 | 2024-04-04 | -3.39 | 27 |
| 2022-03-22 | 2022-03-24 | -2.44 | 2 |
| Metric | 11383812:btcusd:triple_med_gx:lsma110_75 | 11383812:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -8.4% | -29.64% |
| Best Month | 15.64% | 43.77% |
| Worst Month | -10.01% | -37.12% |
| Best Year | 26.28% | 155.54% |
| Worst Year | 4.4% | -57.04% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.75% | -0.83% |
| Avg. Up Week | 4.58% | 8.42% |
| Avg. Down Week | -3.66% | -5.36% |
| Avg. Up Month | 6.0% | 16.33% |
| Avg. Down Month | -4.27% | -14.9% |
| Win Days % | 48.46% | 51.31% |
| Win Month % | 61.11% | 60.98% |
| Win Week % | 53.62% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |