| Metric | 11387985:btcusd:triple_med_gx:lsma110_90 | 11387985:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 36.57% | 183.93% |
| Max Drawdown | -21.12% | -67.18% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.53 | 0.62 |
| Payoff Ratio | 1.2 | 1.13 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 61.0 | 3.12 |
| Outlier Loss Ratio | 3.66 | 2.98 |
| Volatility (ann.) | 7.95% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.46 | 0.54 |
| Skew | 2.97 | 0.2 |
| Kurtosis | 93.33 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.58% |
| Expected Yearly % | 8.1% | 29.81% |
| Kelly Criterion | 3.12% | 8.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.24% |
| Expected Shortfall (cVaR) | -0.68% | -2.24% |
| Year | 11387985:BTCUSD | 11387985:btcusd:triple_med_gx:lsma110_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 7.17 | -0.13 | + |
| 2023 | 155.54 | 22.17 | 0.14 | - |
| 2024 | 121.00 | 0.58 | 0.00 | - |
| 2025 | 17.02 | 3.70 | 0.22 | - |
| Metric | 11387985:btcusd:triple_med_gx:lsma110_90 | 11387985:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.3% | 31.76% |
| 6M | -6.08% | 12.25% |
| YTD | 3.7% | 17.02% |
| 1Y | -0.04% | 57.19% |
| 3Y (ann.) | 5.72% | 55.42% |
| 5Y (ann.) | 9.72% | 36.44% |
| Metric | 11387985:btcusd:triple_med_gx:lsma110_90 | 11387985:BTCUSD |
|---|---|---|
| Max Drawdown | -21.12% | -67.18% |
| Longest DD Days | 538.0 | 683.0 |
| Avg. Drawdown | -3.1% | -6.73% |
| Avg. Drawdown Days | 53.0 | 34.0 |
| Recovery Factor | 1.73 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-10-16 | -21.12 | 538 |
| 2024-11-12 | 2025-06-11 | -11.45 | 211 |
| 2024-05-18 | 2024-11-11 | -9.99 | 177 |
| 2023-12-06 | 2024-04-07 | -9.10 | 123 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2024-05-04 | 2024-05-05 | -1.03 | 1 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2022-03-25 | 2022-03-27 | -0.78 | 2 |
| Metric | 11387985:btcusd:triple_med_gx:lsma110_90 | 11387985:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.64% | -9.32% |
| Best Week | 10.56% | 35.75% |
| Worst Week | -9.43% | -29.64% |
| Best Month | 15.55% | 43.77% |
| Worst Month | -9.43% | -37.12% |
| Best Year | 22.17% | 155.54% |
| Worst Year | 0.58% | -57.04% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 4.15% | 8.29% |
| Avg. Down Week | -2.95% | -6.04% |
| Avg. Up Month | 6.14% | 18.32% |
| Avg. Down Month | -4.32% | -13.47% |
| Win Days % | 47.12% | 51.31% |
| Win Month % | 45.95% | 60.98% |
| Win Week % | 45.31% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |