| Metric | 11387945:btcusd:triple_med_gx:lsma110_90 | 11387945:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 49.59% | 189.95% |
| Max Drawdown | -18.67% | -67.18% |
| Sharpe | 0.44 | 0.43 |
| Sortino | 0.69 | 0.63 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 0.12 | 1.06 |
| CPC Index | 0.73 | 0.66 |
| Tail Ratio | 0.1 | 0.99 |
| Outlier Win Ratio | 57.13 | 3.21 |
| Outlier Loss Ratio | 3.96 | 3.05 |
| Volatility (ann.) | 7.51% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.68 | 0.55 |
| Skew | 2.01 | 0.2 |
| Kurtosis | 56.08 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.57% |
| Expected Yearly % | 10.59% | 30.49% |
| Kelly Criterion | 4.91% | 10.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.24% |
| Expected Shortfall (cVaR) | -0.64% | -2.24% |
| Year | 11387945:BTCUSD | 11387945:btcusd:triple_med_gx:lsma110_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -1.21 | 0.02 | + |
| 2023 | 155.54 | 15.17 | 0.10 | - |
| 2024 | 121.00 | 26.32 | 0.22 | - |
| 2025 | 17.02 | 4.09 | 0.24 | - |
| Metric | 11387945:btcusd:triple_med_gx:lsma110_90 | 11387945:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.8% | 31.76% |
| 6M | -1.07% | 12.25% |
| YTD | 4.09% | 17.02% |
| 1Y | 18.39% | 57.19% |
| 3Y (ann.) | 8.99% | 55.42% |
| 5Y (ann.) | 12.72% | 37.22% |
| Metric | 11387945:btcusd:triple_med_gx:lsma110_90 | 11387945:BTCUSD |
|---|---|---|
| Max Drawdown | -18.67% | -67.18% |
| Longest DD Days | 586.0 | 683.0 |
| Avg. Drawdown | -2.84% | -6.63% |
| Avg. Drawdown Days | 40.0 | 33.0 |
| Recovery Factor | 2.66 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2024-01-02 | -18.67 | 586 |
| 2024-12-17 | 2025-06-11 | -12.56 | 175 |
| 2024-01-02 | 2024-04-04 | -8.44 | 93 |
| 2024-05-30 | 2024-08-21 | -7.45 | 83 |
| 2024-04-23 | 2024-05-03 | -5.14 | 10 |
| 2022-03-06 | 2022-03-27 | -3.73 | 21 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-05-18 | 2024-05-30 | -2.02 | 12 |
| 2024-08-22 | 2024-09-17 | -1.93 | 26 |
| Metric | 11387945:btcusd:triple_med_gx:lsma110_90 | 11387945:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 10.04% | 35.75% |
| Worst Week | -7.21% | -29.64% |
| Best Month | 10.11% | 43.77% |
| Worst Month | -8.67% | -37.12% |
| Best Year | 26.32% | 155.54% |
| Worst Year | -1.21% | -56.13% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 3.88% | 9.5% |
| Avg. Down Week | -2.83% | -6.05% |
| Avg. Up Month | 4.94% | 14.4% |
| Avg. Down Month | -4.17% | -14.11% |
| Win Days % | 47.26% | 51.26% |
| Win Month % | 56.76% | 61.9% |
| Win Week % | 46.38% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |