| Metric | 11385425:btcusd:triple_med_gx:lsma110_80 | 11385425:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 40.35% | 180.59% |
| Max Drawdown | -8.26% | -67.18% |
| Sharpe | 0.47 | 0.42 |
| Sortino | 0.75 | 0.61 |
| Payoff Ratio | 1.33 | 1.3 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.83 | 0.72 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 79.51 | 2.95 |
| Outlier Loss Ratio | 4.19 | 2.83 |
| Volatility (ann.) | 5.67% | 26.03% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.26 | 0.52 |
| Skew | 2.31 | 0.18 |
| Kurtosis | 72.18 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.49% |
| Expected Yearly % | 8.84% | 29.42% |
| Kelly Criterion | 8.28% | 13.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.21% |
| Expected Shortfall (cVaR) | -0.48% | -2.21% |
| Year | 11385425:BTCUSD | 11385425:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 13.80 | -0.23 | + |
| 2023 | 155.54 | 8.58 | 0.06 | - |
| 2024 | 121.00 | 4.85 | 0.04 | - |
| 2025 | 27.10 | 8.34 | 0.31 | - |
| Metric | 11385425:btcusd:triple_med_gx:lsma110_80 | 11385425:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 5.45% | 41.88% |
| 6M | 7.65% | 22.91% |
| YTD | 8.34% | 27.1% |
| 1Y | 16.51% | 82.29% |
| 3Y (ann.) | 10.01% | 77.48% |
| 5Y (ann.) | 10.41% | 35.19% |
| Metric | 11385425:btcusd:triple_med_gx:lsma110_80 | 11385425:BTCUSD |
|---|---|---|
| Max Drawdown | -8.26% | -67.18% |
| Longest DD Days | 261.0 | 683.0 |
| Avg. Drawdown | -2.38% | -6.63% |
| Avg. Drawdown Days | 47.0 | 35.0 |
| Recovery Factor | 4.89 | 2.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -8.26 | 180 |
| 2023-12-06 | 2024-08-23 | -5.88 | 261 |
| 2022-03-11 | 2022-07-04 | -5.32 | 114 |
| 2022-10-05 | 2022-11-30 | -5.32 | 56 |
| 2023-05-29 | 2023-06-21 | -4.42 | 23 |
| 2022-12-01 | 2023-03-19 | -4.25 | 108 |
| 2025-03-20 | 2025-04-21 | -4.24 | 32 |
| 2022-07-05 | 2022-09-10 | -3.83 | 67 |
| 2025-05-23 | 2025-07-17 | -3.36 | 55 |
| 2023-08-09 | 2023-12-05 | -3.24 | 118 |
| Metric | 11385425:btcusd:triple_med_gx:lsma110_80 | 11385425:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 8.12% | 35.75% |
| Worst Week | -3.36% | -29.64% |
| Best Month | 8.49% | 43.77% |
| Worst Month | -3.3% | -37.12% |
| Best Year | 13.8% | 155.54% |
| Worst Year | 4.85% | -60.91% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.63% | -0.65% |
| Avg. Up Week | 2.88% | 9.7% |
| Avg. Down Week | -1.46% | -3.72% |
| Avg. Up Month | 3.13% | 16.99% |
| Avg. Down Month | -1.48% | -7.5% |
| Win Days % | 47.58% | 51.27% |
| Win Month % | 62.96% | 61.9% |
| Win Week % | 53.49% | 51.1% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 75.0% |