| Metric | 11386550:btcusd:triple_med_gx:lsma110_85 | 11386550:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 75.44% | 183.93% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.55 | 0.43 |
| Sortino | 0.92 | 0.62 |
| Payoff Ratio | 1.27 | 1.2 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | 0.74 | 1.06 |
| CPC Index | 0.82 | 0.66 |
| Tail Ratio | 0.56 | 0.99 |
| Outlier Win Ratio | 52.53 | 3.25 |
| Outlier Loss Ratio | 3.89 | 3.03 |
| Volatility (ann.) | 8.28% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.01 | 0.54 |
| Skew | 3.47 | 0.2 |
| Kurtosis | 77.52 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.38% | 2.58% |
| Expected Yearly % | 15.09% | 29.81% |
| Kelly Criterion | 8.75% | 10.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11386550:BTCUSD | 11386550:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 18.76 | -0.33 | + |
| 2023 | 155.54 | 18.53 | 0.12 | - |
| 2024 | 121.00 | 23.44 | 0.19 | - |
| 2025 | 17.02 | 0.97 | 0.06 | - |
| Metric | 11386550:btcusd:triple_med_gx:lsma110_85 | 11386550:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.4% | 31.76% |
| 6M | -6.7% | 12.25% |
| YTD | 0.97% | 17.02% |
| 1Y | 8.4% | 57.19% |
| 3Y (ann.) | 13.37% | 55.42% |
| 5Y (ann.) | 18.22% | 36.44% |
| Metric | 11386550:btcusd:triple_med_gx:lsma110_85 | 11386550:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 175.0 | 683.0 |
| Avg. Drawdown | -2.63% | -6.73% |
| Avg. Drawdown Days | 28.0 | 34.0 |
| Recovery Factor | 4.18 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2022-09-10 | -18.07 | 136 |
| 2024-12-17 | 2025-06-11 | -14.12 | 175 |
| 2022-10-05 | 2023-03-17 | -9.38 | 163 |
| 2024-05-18 | 2024-09-19 | -9.01 | 124 |
| 2023-12-06 | 2024-03-06 | -8.11 | 91 |
| 2023-08-09 | 2023-12-05 | -7.70 | 118 |
| 2023-04-15 | 2023-08-08 | -5.73 | 115 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-03-06 | 2024-03-07 | -2.37 | 0 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11386550:btcusd:triple_med_gx:lsma110_85 | 11386550:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.69% | 35.75% |
| Worst Week | -7.59% | -29.64% |
| Best Month | 18.58% | 43.77% |
| Worst Month | -7.59% | -37.12% |
| Best Year | 23.44% | 155.54% |
| Worst Year | 0.97% | -57.04% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 4.36% | 8.6% |
| Avg. Down Week | -2.77% | -5.64% |
| Avg. Up Month | 5.55% | 18.89% |
| Avg. Down Month | -4.16% | -14.07% |
| Win Days % | 48.92% | 51.31% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 49.25% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |