| Metric | 11384175:btcusd:triple_med_gx:lsma110_75 | 11384175:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 37.92% | 152.93% |
| Max Drawdown | -11.29% | -67.18% |
| Sharpe | 0.47 | 0.4 |
| Sortino | 0.78 | 0.58 |
| Payoff Ratio | 1.32 | 1.27 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.85 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 85.27 | 2.87 |
| Outlier Loss Ratio | 4.15 | 2.76 |
| Volatility (ann.) | 5.49% | 26.28% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.9 | 0.48 |
| Skew | 2.69 | 0.18 |
| Kurtosis | 96.21 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.29% |
| Expected Yearly % | 8.37% | 26.11% |
| Kelly Criterion | 9.58% | 12.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.23% |
| Expected Shortfall (cVaR) | -0.47% | -2.23% |
| Year | 11384175:BTCUSD | 11384175:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 10.07 | -0.16 | + |
| 2023 | 155.54 | 13.22 | 0.08 | - |
| 2024 | 121.00 | 5.36 | 0.04 | - |
| 2025 | 17.02 | 5.05 | 0.30 | - |
| Metric | 11384175:btcusd:triple_med_gx:lsma110_75 | 11384175:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.21% | 31.76% |
| 6M | 5.05% | 12.25% |
| YTD | 5.05% | 17.02% |
| 1Y | 19.76% | 57.19% |
| 3Y (ann.) | 10.21% | 55.42% |
| 5Y (ann.) | 10.18% | 32.3% |
| Metric | 11384175:btcusd:triple_med_gx:lsma110_75 | 11384175:BTCUSD |
|---|---|---|
| Max Drawdown | -11.29% | -67.18% |
| Longest DD Days | 350.0 | 683.0 |
| Avg. Drawdown | -2.64% | -7.61% |
| Avg. Drawdown Days | 48.0 | 38.0 |
| Recovery Factor | 3.36 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-08 | 2024-08-23 | -11.29 | 350 |
| 2024-09-20 | 2025-03-19 | -5.74 | 180 |
| 2025-03-20 | 2025-05-19 | -5.09 | 60 |
| 2022-05-25 | 2022-05-30 | -4.68 | 4 |
| 2022-10-05 | 2023-01-11 | -4.58 | 98 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-05-20 | 2025-06-11 | -2.92 | 22 |
| 2022-05-30 | 2022-07-04 | -2.55 | 34 |
| 2023-03-18 | 2023-05-28 | -2.41 | 71 |
| 2023-03-01 | 2023-03-17 | -2.34 | 15 |
| Metric | 11384175:btcusd:triple_med_gx:lsma110_75 | 11384175:BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 7.12% | 35.75% |
| Worst Week | -8.14% | -29.64% |
| Best Month | 6.14% | 43.77% |
| Worst Month | -8.4% | -37.12% |
| Best Year | 13.22% | 155.54% |
| Worst Year | 5.05% | -61.73% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.62% | -0.65% |
| Avg. Up Week | 4.06% | 10.85% |
| Avg. Down Week | -1.8% | -4.49% |
| Avg. Up Month | 3.6% | 18.84% |
| Avg. Down Month | -1.1% | -5.7% |
| Win Days % | 48.57% | 51.27% |
| Win Month % | 60.87% | 60.98% |
| Win Week % | 41.67% | 50.28% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 75.0% |