| Metric | 11385229:btcusd:triple_med_gx:lsma110_80 | 11385229:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 49.85% | 162.58% |
| Max Drawdown | -21.11% | -67.18% |
| Sharpe | 0.42 | 0.41 |
| Sortino | 0.66 | 0.59 |
| Payoff Ratio | 1.19 | 1.14 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 0.9 | 1.06 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | 0.73 | 0.99 |
| Outlier Win Ratio | 54.9 | 3.17 |
| Outlier Loss Ratio | 3.8 | 3.05 |
| Volatility (ann.) | 7.99% | 26.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.61 | 0.5 |
| Skew | 2.19 | 0.18 |
| Kurtosis | 82.04 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.99% | 2.38% |
| Expected Yearly % | 10.64% | 27.3% |
| Kelly Criterion | 6.3% | 8.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11385229:BTCUSD | 11385229:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 15.60 | -0.26 | + |
| 2023 | 155.54 | 7.80 | 0.05 | - |
| 2024 | 121.00 | 35.06 | 0.29 | - |
| 2025 | 17.02 | -10.97 | -0.64 | - |
| Metric | 11385229:btcusd:triple_med_gx:lsma110_80 | 11385229:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.88% | 31.76% |
| 6M | -17.53% | 12.25% |
| YTD | -10.97% | 17.02% |
| 1Y | 4.58% | 57.19% |
| 3Y (ann.) | 11.32% | 55.42% |
| 5Y (ann.) | 12.84% | 33.42% |
| Metric | 11385229:btcusd:triple_med_gx:lsma110_80 | 11385229:BTCUSD |
|---|---|---|
| Max Drawdown | -21.11% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -2.88% | -6.97% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 2.36 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -21.11 | 211 |
| 2022-04-28 | 2022-09-10 | -11.48 | 134 |
| 2023-01-09 | 2023-12-04 | -11.22 | 329 |
| 2022-03-09 | 2022-03-27 | -7.69 | 18 |
| 2022-10-05 | 2023-01-09 | -7.67 | 96 |
| 2023-12-06 | 2024-02-01 | -3.81 | 57 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-05-05 | 2024-08-20 | -3.32 | 106 |
| 2024-04-08 | 2024-05-03 | -3.06 | 24 |
| 2024-10-21 | 2024-11-10 | -3.00 | 20 |
| Metric | 11385229:btcusd:triple_med_gx:lsma110_80 | 11385229:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.49% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 13.49% | 43.77% |
| Worst Month | -9.14% | -37.12% |
| Best Year | 35.06% | 155.54% |
| Worst Year | -10.97% | -60.27% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.78% | 9.25% |
| Avg. Down Week | -2.68% | -4.75% |
| Avg. Up Month | 6.23% | 20.62% |
| Avg. Down Month | -1.62% | -14.29% |
| Win Days % | 49.16% | 51.28% |
| Win Month % | 48.48% | 60.98% |
| Win Week % | 55.56% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |