| Metric | 11383834:btcusd:triple_med_gx:lsma110_75 | 11383834:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 75.85% | 183.63% |
| Max Drawdown | -21.64% | -67.18% |
| Sharpe | 0.51 | 0.43 |
| Sortino | 0.84 | 0.62 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 45.28 | 3.28 |
| Outlier Loss Ratio | 3.82 | 3.13 |
| Volatility (ann.) | 8.96% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.85 | 0.54 |
| Skew | 2.73 | 0.2 |
| Kurtosis | 63.76 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.39% | 2.58% |
| Expected Yearly % | 15.16% | 29.77% |
| Kelly Criterion | 7.66% | 10.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11383834:BTCUSD | 11383834:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 31.44 | -0.55 | + |
| 2023 | 155.54 | 8.78 | 0.06 | - |
| 2024 | 121.00 | 19.92 | 0.16 | - |
| 2025 | 17.02 | 2.56 | 0.15 | - |
| Metric | 11383834:btcusd:triple_med_gx:lsma110_75 | 11383834:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.31% | 31.76% |
| 6M | -11.7% | 12.25% |
| YTD | 2.56% | 17.02% |
| 1Y | -0.92% | 57.19% |
| 3Y (ann.) | 11.96% | 55.42% |
| 5Y (ann.) | 18.32% | 36.43% |
| Metric | 11383834:btcusd:triple_med_gx:lsma110_75 | 11383834:BTCUSD |
|---|---|---|
| Max Drawdown | -21.64% | -67.18% |
| Longest DD Days | 319.0 | 683.0 |
| Avg. Drawdown | -3.31% | -6.9% |
| Avg. Drawdown Days | 34.0 | 35.0 |
| Recovery Factor | 3.51 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -21.64 | 211 |
| 2023-03-18 | 2024-01-31 | -13.57 | 319 |
| 2022-04-26 | 2022-07-20 | -12.31 | 85 |
| 2022-07-20 | 2022-09-09 | -10.76 | 51 |
| 2024-07-04 | 2024-11-10 | -9.51 | 128 |
| 2024-04-08 | 2024-05-03 | -7.15 | 25 |
| 2022-10-05 | 2023-03-17 | -7.02 | 163 |
| 2024-01-31 | 2024-04-04 | -3.81 | 63 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2022-03-06 | 2022-03-08 | -2.59 | 1 |
| Metric | 11383834:btcusd:triple_med_gx:lsma110_75 | 11383834:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.74% | 35.75% |
| Worst Week | -13.9% | -29.64% |
| Best Month | 21.2% | 43.77% |
| Worst Month | -13.9% | -37.12% |
| Best Year | 31.44% | 155.54% |
| Worst Year | 2.56% | -57.08% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 4.15% | 8.72% |
| Avg. Down Week | -3.58% | -4.24% |
| Avg. Up Month | 5.95% | 17.14% |
| Avg. Down Month | -3.87% | -12.99% |
| Win Days % | 49.22% | 51.32% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 54.69% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |