| Metric | 11390924:btcusd:triple_med_gx:lsma110_100 | 11390924:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 21.8% | 189.95% |
| Max Drawdown | -18.63% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.44 | 0.63 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 85.81 | 2.93 |
| Outlier Loss Ratio | 3.89 | 2.85 |
| Volatility (ann.) | 5.76% | 26.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.32 | 0.55 |
| Skew | 1.6 | 0.2 |
| Kurtosis | 82.61 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.57% |
| Expected Yearly % | 5.05% | 30.49% |
| Kelly Criterion | 0.38% | 8.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.24% |
| Expected Shortfall (cVaR) | -0.49% | -2.24% |
| Year | 11390924:BTCUSD | 11390924:btcusd:triple_med_gx:lsma110_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -4.13 | 0.07 | + |
| 2023 | 155.54 | 16.84 | 0.11 | - |
| 2024 | 121.00 | 3.47 | 0.03 | - |
| 2025 | 17.02 | 5.09 | 0.30 | - |
| Metric | 11390924:btcusd:triple_med_gx:lsma110_100 | 11390924:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.46% | 31.76% |
| 6M | -1.8% | 12.25% |
| YTD | 5.09% | 17.02% |
| 1Y | 6.94% | 57.19% |
| 3Y (ann.) | 2.61% | 55.42% |
| 5Y (ann.) | 6.04% | 37.22% |
| Metric | 11390924:btcusd:triple_med_gx:lsma110_100 | 11390924:BTCUSD |
|---|---|---|
| Max Drawdown | -18.63% | -67.18% |
| Longest DD Days | 736.0 | 683.0 |
| Avg. Drawdown | -4.09% | -6.63% |
| Avg. Drawdown Days | 91.0 | 33.0 |
| Recovery Factor | 1.17 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2024-05-30 | -18.63 | 736 |
| 2024-05-30 | 2024-09-19 | -8.72 | 111 |
| 2025-02-24 | 2025-06-11 | -8.54 | 107 |
| 2024-12-17 | 2025-02-19 | -7.34 | 64 |
| 2022-03-06 | 2022-03-27 | -2.51 | 21 |
| 2024-09-19 | 2024-11-11 | -1.58 | 52 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2022-02-07 | 2022-02-07 | -0.19 | 0 |
| 2024-12-17 | 2024-12-17 | -0.18 | 0 |
| 2022-02-06 | 2022-02-07 | -0.18 | 0 |
| Metric | 11390924:btcusd:triple_med_gx:lsma110_100 | 11390924:BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 6.7% | 35.75% |
| Worst Week | -7.21% | -29.64% |
| Best Month | 7.48% | 43.77% |
| Worst Month | -7.55% | -37.12% |
| Best Year | 16.84% | 155.54% |
| Worst Year | -4.13% | -56.13% |
| Avg. Up Day | 0.88% | 0.92% |
| Avg. Down Day | -0.75% | -0.81% |
| Avg. Up Week | 2.88% | 10.05% |
| Avg. Down Week | -1.97% | -6.27% |
| Avg. Up Month | 4.1% | 17.42% |
| Avg. Down Month | -3.41% | -13.33% |
| Win Days % | 46.33% | 51.26% |
| Win Month % | 48.65% | 61.9% |
| Win Week % | 45.59% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |