| Metric | 11385141:btcusd:triple_med_gx:lsma110_80 | 11385141:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 75.56% | 188.04% |
| Max Drawdown | -22.52% | -67.18% |
| Sharpe | 0.52 | 0.43 |
| Sortino | 0.83 | 0.63 |
| Payoff Ratio | 1.22 | 1.21 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.9 | 1.06 |
| CPC Index | 0.75 | 0.67 |
| Tail Ratio | 1.51 | 0.99 |
| Outlier Win Ratio | 44.7 | 3.3 |
| Outlier Loss Ratio | 3.96 | 3.18 |
| Volatility (ann.) | 8.71% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.81 | 0.55 |
| Skew | 1.84 | 0.2 |
| Kurtosis | 49.36 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.35% | 2.55% |
| Expected Yearly % | 15.11% | 30.28% |
| Kelly Criterion | 7.02% | 11.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11385141:BTCUSD | 11385141:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 1.09 | -0.02 | + |
| 2023 | 155.54 | 20.04 | 0.13 | - |
| 2024 | 121.00 | 53.51 | 0.44 | - |
| 2025 | 17.02 | -5.76 | -0.34 | - |
| Metric | 11385141:btcusd:triple_med_gx:lsma110_80 | 11385141:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.1% | 31.76% |
| 6M | -5.85% | 12.25% |
| YTD | -5.76% | 17.02% |
| 1Y | 17.52% | 57.19% |
| 3Y (ann.) | 15.47% | 55.42% |
| 5Y (ann.) | 18.23% | 36.99% |
| Metric | 11385141:btcusd:triple_med_gx:lsma110_80 | 11385141:BTCUSD |
|---|---|---|
| Max Drawdown | -22.52% | -67.18% |
| Longest DD Days | 615.0 | 683.0 |
| Avg. Drawdown | -2.43% | -6.61% |
| Avg. Drawdown Days | 36.0 | 33.0 |
| Recovery Factor | 3.36 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2024-01-02 | -22.52 | 615 |
| 2024-12-17 | 2025-06-11 | -14.75 | 175 |
| 2024-01-02 | 2024-04-07 | -9.27 | 95 |
| 2024-05-30 | 2024-09-18 | -8.41 | 111 |
| 2022-03-06 | 2022-03-23 | -3.80 | 17 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-04-24 | 2022-04-25 | -2.14 | 1 |
| 2024-05-05 | 2024-05-15 | -1.41 | 9 |
| 2024-09-19 | 2024-10-17 | -1.23 | 27 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11385141:btcusd:triple_med_gx:lsma110_80 | 11385141:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -5.29% | -9.32% |
| Best Week | 15.19% | 35.75% |
| Worst Week | -7.2% | -29.64% |
| Best Month | 19.12% | 43.77% |
| Worst Month | -8.69% | -37.12% |
| Best Year | 53.51% | 155.54% |
| Worst Year | -5.76% | -56.42% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 4.67% | 9.1% |
| Avg. Down Week | -2.39% | -5.82% |
| Avg. Up Month | 6.95% | 17.46% |
| Avg. Down Month | -4.19% | -13.85% |
| Win Days % | 48.87% | 51.3% |
| Win Month % | 56.76% | 61.9% |
| Win Week % | 46.48% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |