| Metric | 11385161:btcusd:triple_med_gx:lsma110_80 | 11385161:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 92.0% | 208.37% |
| Max Drawdown | -18.36% | -67.18% |
| Sharpe | 0.58 | 0.44 |
| Sortino | 0.97 | 0.64 |
| Payoff Ratio | 1.27 | 1.18 |
| Profit Factor | 1.31 | 1.08 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 45.81 | 3.3 |
| Outlier Loss Ratio | 4.01 | 3.15 |
| Volatility (ann.) | 8.79% | 26.11% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.13 | 0.57 |
| Skew | 3.05 | 0.2 |
| Kurtosis | 65.2 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.57% | 2.72% |
| Expected Yearly % | 17.71% | 32.52% |
| Kelly Criterion | 8.77% | 10.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.22% |
| Expected Shortfall (cVaR) | -0.74% | -2.22% |
| Year | 11385161:BTCUSD | 11385161:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 24.71 | -0.43 | + |
| 2023 | 155.54 | 19.29 | 0.12 | - |
| 2024 | 121.00 | 34.70 | 0.29 | - |
| 2025 | 27.10 | -4.19 | -0.15 | - |
| Metric | 11385161:btcusd:triple_med_gx:lsma110_80 | 11385161:BTCUSD |
|---|---|---|
| MTD | 1.53% | 10.71% |
| 3M | 3.46% | 41.88% |
| 6M | 4.05% | 22.91% |
| YTD | -4.19% | 27.1% |
| 1Y | 10.45% | 82.29% |
| 3Y (ann.) | 18.48% | 77.48% |
| 5Y (ann.) | 20.76% | 38.5% |
| Metric | 11385161:btcusd:triple_med_gx:lsma110_80 | 11385161:BTCUSD |
|---|---|---|
| Max Drawdown | -18.36% | -67.18% |
| Longest DD Days | 234.0 | 683.0 |
| Avg. Drawdown | -2.81% | -6.54% |
| Avg. Drawdown Days | 32.0 | 33.0 |
| Recovery Factor | 5.01 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -18.36 | 211 |
| 2022-04-26 | 2022-10-04 | -17.82 | 161 |
| 2024-05-18 | 2024-11-10 | -11.54 | 175 |
| 2022-10-05 | 2023-03-17 | -10.22 | 163 |
| 2023-12-06 | 2024-04-04 | -9.62 | 120 |
| 2023-04-14 | 2023-12-05 | -7.37 | 234 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2022-03-06 | 2022-03-08 | -2.59 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11385161:btcusd:triple_med_gx:lsma110_80 | 11385161:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 15.19% | 35.75% |
| Worst Week | -7.58% | -29.64% |
| Best Month | 21.49% | 43.77% |
| Worst Month | -7.71% | -37.12% |
| Best Year | 34.7% | 155.54% |
| Worst Year | -4.19% | -57.04% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 4.26% | 7.83% |
| Avg. Down Week | -2.99% | -5.82% |
| Avg. Up Month | 6.63% | 16.73% |
| Avg. Down Month | -3.43% | -12.99% |
| Win Days % | 48.94% | 51.32% |
| Win Month % | 58.97% | 61.9% |
| Win Week % | 52.78% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |