| Metric | 11383880:btcusd:triple_med_gx:lsma110_75 | 11383880:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 35.99% | 162.58% |
| Max Drawdown | -22.26% | -67.18% |
| Sharpe | 0.32 | 0.41 |
| Sortino | 0.49 | 0.59 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 51.7 | 3.23 |
| Outlier Loss Ratio | 3.78 | 3.12 |
| Volatility (ann.) | 8.32% | 26.28% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.43 | 0.5 |
| Skew | 1.99 | 0.18 |
| Kurtosis | 73.51 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.38% |
| Expected Yearly % | 7.99% | 27.3% |
| Kelly Criterion | 3.75% | 5.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.23% |
| Expected Shortfall (cVaR) | -0.71% | -2.23% |
| Year | 11383880:BTCUSD | 11383880:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 20.09 | -0.33 | + |
| 2023 | 155.54 | 6.27 | 0.04 | - |
| 2024 | 121.00 | 19.11 | 0.16 | - |
| 2025 | 17.02 | -10.54 | -0.62 | - |
| Metric | 11383880:btcusd:triple_med_gx:lsma110_75 | 11383880:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.1% | 31.76% |
| 6M | -17.68% | 12.25% |
| YTD | -10.54% | 17.02% |
| 1Y | 2.16% | 57.19% |
| 3Y (ann.) | 6.95% | 55.42% |
| 5Y (ann.) | 9.62% | 33.42% |
| Metric | 11383880:btcusd:triple_med_gx:lsma110_75 | 11383880:BTCUSD |
|---|---|---|
| Max Drawdown | -22.26% | -67.18% |
| Longest DD Days | 262.0 | 683.0 |
| Avg. Drawdown | -3.84% | -6.97% |
| Avg. Drawdown Days | 42.0 | 36.0 |
| Recovery Factor | 1.62 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -22.26 | 211 |
| 2023-03-18 | 2023-12-05 | -13.53 | 262 |
| 2022-04-28 | 2022-09-09 | -11.46 | 133 |
| 2024-04-08 | 2024-05-03 | -8.36 | 25 |
| 2022-10-05 | 2023-03-17 | -7.87 | 163 |
| 2022-03-09 | 2022-03-27 | -7.69 | 18 |
| 2024-02-03 | 2024-04-08 | -5.07 | 64 |
| 2024-05-05 | 2024-08-22 | -4.55 | 108 |
| 2023-12-06 | 2024-02-01 | -3.81 | 57 |
| 2024-10-21 | 2024-11-10 | -2.81 | 20 |
| Metric | 11383880:btcusd:triple_med_gx:lsma110_75 | 11383880:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.79% | 35.75% |
| Worst Week | -9.33% | -29.64% |
| Best Month | 14.81% | 43.77% |
| Worst Month | -10.07% | -37.12% |
| Best Year | 20.09% | 155.54% |
| Worst Year | -10.54% | -60.27% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.66% | 8.47% |
| Avg. Down Week | -2.88% | -4.39% |
| Avg. Up Month | 5.79% | 19.11% |
| Avg. Down Month | -2.37% | -14.25% |
| Win Days % | 49.08% | 51.28% |
| Win Month % | 48.48% | 60.98% |
| Win Week % | 54.55% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |