| Metric | 11385120:btcusd:triple_med_gx:lsma110_80 | 11385120:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 51.74% | 189.95% |
| Max Drawdown | -28.74% | -67.18% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.61 | 0.63 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.71 | 1.06 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.44 | 0.99 |
| Outlier Win Ratio | 44.32 | 3.34 |
| Outlier Loss Ratio | 4.03 | 3.22 |
| Volatility (ann.) | 8.89% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.46 | 0.55 |
| Skew | 1.69 | 0.2 |
| Kurtosis | 46.47 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.57% |
| Expected Yearly % | 10.99% | 30.49% |
| Kelly Criterion | 3.58% | 7.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11385120:BTCUSD | 11385120:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -17.42 | 0.31 | + |
| 2023 | 155.54 | 27.64 | 0.18 | - |
| 2024 | 121.00 | 53.91 | 0.45 | - |
| 2025 | 17.02 | -6.46 | -0.38 | - |
| Metric | 11385120:btcusd:triple_med_gx:lsma110_80 | 11385120:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.21% | 31.76% |
| 6M | -7.95% | 12.25% |
| YTD | -6.46% | 17.02% |
| 1Y | 4.79% | 57.19% |
| 3Y (ann.) | 11.86% | 55.42% |
| 5Y (ann.) | 13.19% | 37.22% |
| Metric | 11385120:btcusd:triple_med_gx:lsma110_80 | 11385120:BTCUSD |
|---|---|---|
| Max Drawdown | -28.74% | -67.18% |
| Longest DD Days | 597.0 | 683.0 |
| Avg. Drawdown | -3.45% | -6.63% |
| Avg. Drawdown Days | 39.0 | 33.0 |
| Recovery Factor | 1.8 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-23 | 2024-01-10 | -28.74 | 597 |
| 2024-12-17 | 2025-06-11 | -16.66 | 175 |
| 2022-03-04 | 2022-03-27 | -8.90 | 23 |
| 2024-05-30 | 2024-09-19 | -7.30 | 111 |
| 2024-03-05 | 2024-04-04 | -6.30 | 30 |
| 2024-01-17 | 2024-03-04 | -4.29 | 47 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-01-14 | 2024-01-16 | -2.94 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-19 | 2024-11-10 | -2.30 | 51 |
| Metric | 11385120:btcusd:triple_med_gx:lsma110_80 | 11385120:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 11.79% | 35.75% |
| Worst Week | -8.4% | -29.64% |
| Best Month | 17.44% | 43.77% |
| Worst Month | -12.71% | -37.12% |
| Best Year | 53.91% | 155.54% |
| Worst Year | -17.42% | -56.13% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 4.25% | 8.62% |
| Avg. Down Week | -3.3% | -5.84% |
| Avg. Up Month | 5.53% | 17.46% |
| Avg. Down Month | -3.75% | -12.47% |
| Win Days % | 47.89% | 51.26% |
| Win Month % | 51.35% | 61.9% |
| Win Week % | 45.57% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |