| Metric | 11384075:btcusd:triple_med_gx:lsma110_75 | 11384075:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 43.08% | 158.34% |
| Max Drawdown | -9.46% | -67.18% |
| Sharpe | 0.47 | 0.4 |
| Sortino | 0.77 | 0.58 |
| Payoff Ratio | 1.29 | 1.22 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.8 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 71.17 | 3.01 |
| Outlier Loss Ratio | 4.28 | 2.94 |
| Volatility (ann.) | 6.09% | 26.26% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.2 | 0.49 |
| Skew | 2.37 | 0.18 |
| Kurtosis | 66.86 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.88% | 2.34% |
| Expected Yearly % | 9.37% | 26.78% |
| Kelly Criterion | 8.4% | 11.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.23% |
| Expected Shortfall (cVaR) | -0.52% | -2.23% |
| Year | 11384075:BTCUSD | 11384075:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 7.71 | -0.13 | + |
| 2023 | 155.54 | 14.15 | 0.09 | - |
| 2024 | 121.00 | 9.44 | 0.08 | - |
| 2025 | 17.02 | 6.34 | 0.37 | - |
| Metric | 11384075:btcusd:triple_med_gx:lsma110_75 | 11384075:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.78% | 31.76% |
| 6M | 6.34% | 12.25% |
| YTD | 6.34% | 17.02% |
| 1Y | 18.79% | 57.19% |
| 3Y (ann.) | 13.89% | 55.42% |
| 5Y (ann.) | 11.38% | 33.06% |
| Metric | 11384075:btcusd:triple_med_gx:lsma110_75 | 11384075:BTCUSD |
|---|---|---|
| Max Drawdown | -9.46% | -67.18% |
| Longest DD Days | 259.0 | 683.0 |
| Avg. Drawdown | -2.47% | -6.83% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 4.56 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-11 | 2022-10-03 | -9.46 | 205 |
| 2024-09-20 | 2025-01-14 | -5.98 | 116 |
| 2025-03-20 | 2025-04-22 | -5.92 | 33 |
| 2022-10-05 | 2022-11-30 | -5.32 | 56 |
| 2022-12-01 | 2023-03-17 | -4.43 | 106 |
| 2023-05-29 | 2023-06-21 | -4.42 | 23 |
| 2025-05-22 | 2025-06-11 | -4.10 | 19 |
| 2023-12-06 | 2024-08-21 | -3.75 | 259 |
| 2025-03-15 | 2025-03-19 | -3.53 | 4 |
| 2023-08-09 | 2023-12-05 | -2.67 | 118 |
| Metric | 11384075:btcusd:triple_med_gx:lsma110_75 | 11384075:BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 8.12% | 35.75% |
| Worst Week | -3.96% | -29.64% |
| Best Month | 9.37% | 43.77% |
| Worst Month | -4.01% | -37.12% |
| Best Year | 14.15% | 155.54% |
| Worst Year | 6.34% | -60.91% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.64% | -0.68% |
| Avg. Up Week | 3.44% | 9.95% |
| Avg. Down Week | -1.85% | -4.61% |
| Avg. Up Month | 3.34% | 16.99% |
| Avg. Down Month | -0.73% | -13.55% |
| Win Days % | 48.39% | 51.26% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 54.55% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |