| Metric | 11383856:btcusd:triple_med_gx:lsma110_75 | 11383856:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 51.64% | 196.5% |
| Max Drawdown | -16.64% | -67.18% |
| Sharpe | 0.41 | 0.44 |
| Sortino | 0.63 | 0.64 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 49.68 | 3.25 |
| Outlier Loss Ratio | 3.81 | 3.14 |
| Volatility (ann.) | 8.54% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.8 | 0.57 |
| Skew | 1.79 | 0.2 |
| Kurtosis | 71.19 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.02% | 2.69% |
| Expected Yearly % | 10.97% | 31.22% |
| Kelly Criterion | 6.02% | 7.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11383856:BTCUSD | 11383856:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 8.51 | -0.15 | + |
| 2023 | 155.54 | 11.86 | 0.08 | - |
| 2024 | 121.00 | 28.80 | 0.24 | - |
| 2025 | 17.02 | -3.00 | -0.18 | - |
| Metric | 11383856:btcusd:triple_med_gx:lsma110_75 | 11383856:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.2% | 31.76% |
| 6M | -10.14% | 12.25% |
| YTD | -3.0% | 17.02% |
| 1Y | 13.07% | 57.19% |
| 3Y (ann.) | 13.26% | 55.42% |
| 5Y (ann.) | 13.23% | 38.32% |
| Metric | 11383856:btcusd:triple_med_gx:lsma110_75 | 11383856:BTCUSD |
|---|---|---|
| Max Drawdown | -16.64% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.06% | -6.97% |
| Avg. Drawdown Days | 33.0 | 36.0 |
| Recovery Factor | 3.1 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-17 | -16.64 | 325 |
| 2024-11-12 | 2025-06-11 | -15.55 | 211 |
| 2023-03-18 | 2023-12-05 | -12.21 | 262 |
| 2022-03-09 | 2022-03-27 | -7.70 | 18 |
| 2024-04-08 | 2024-05-03 | -7.29 | 25 |
| 2023-12-06 | 2024-04-04 | -4.74 | 120 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-08-18 | 2024-08-20 | -2.88 | 1 |
| 2024-05-05 | 2024-05-17 | -2.72 | 12 |
| Metric | 11383856:btcusd:triple_med_gx:lsma110_75 | 11383856:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 13.52% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 14.49% | 43.77% |
| Worst Month | -7.36% | -37.12% |
| Best Year | 28.8% | 155.54% |
| Worst Year | -3.0% | -55.14% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 4.37% | 9.06% |
| Avg. Down Week | -3.19% | -4.5% |
| Avg. Up Month | 6.59% | 19.74% |
| Avg. Down Month | -3.17% | -13.76% |
| Win Days % | 49.92% | 51.33% |
| Win Month % | 51.52% | 60.98% |
| Win Week % | 54.39% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |