| Metric | 11397266:btcusd:triple_med_gx:lsma110_120 | 11397266:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 91.03% | 130.84% |
| Max Drawdown | -36.65% | -67.18% |
| Sharpe | 0.37 | 0.38 |
| Sortino | 0.56 | 0.55 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.21 | 1.04 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 14.08 | 4.24 |
| Outlier Loss Ratio | 4.3 | 4.11 |
| Volatility (ann.) | 18.11% | 26.68% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.62 | 0.45 |
| Skew | 0.61 | 0.18 |
| Kurtosis | 18.93 | 6.26 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.67% | 2.17% |
| Expected Yearly % | 17.56% | 23.26% |
| Kelly Criterion | 2.9% | 3.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -2.27% |
| Expected Shortfall (cVaR) | -1.54% | -2.27% |
| Year | 11397266:BTCUSD | 11397266:btcusd:triple_med_gx:lsma110_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -11.40 | 0.20 | + |
| 2023 | 155.54 | 55.83 | 0.36 | - |
| 2024 | 121.00 | 53.11 | 0.44 | - |
| 2025 | -6.21 | -9.63 | 1.55 | - |
| Metric | 11397266:btcusd:triple_med_gx:lsma110_120 | 11397266:BTCUSD |
|---|---|---|
| MTD | -9.32% | 3.86% |
| 3M | -14.59% | -7.61% |
| 6M | 8.16% | 38.23% |
| YTD | -9.63% | -6.21% |
| 1Y | 8.39% | 25.27% |
| 3Y (ann.) | 18.57% | 25.44% |
| 5Y (ann.) | 22.81% | 30.41% |
| Metric | 11397266:btcusd:triple_med_gx:lsma110_120 | 11397266:BTCUSD |
|---|---|---|
| Max Drawdown | -36.65% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -5.02% | -6.48% |
| Avg. Drawdown Days | 25.0 | 32.0 |
| Recovery Factor | 2.48 | 1.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -36.65 | 420 |
| 2024-05-30 | 2024-11-10 | -30.32 | 163 |
| 2024-12-17 | 2025-03-26 | -26.09 | 98 |
| 2023-07-14 | 2023-12-05 | -13.75 | 144 |
| 2023-04-26 | 2023-06-23 | -12.67 | 57 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-01-17 | 2024-01-27 | -7.65 | 10 |
| 2024-04-23 | 2024-05-03 | -7.55 | 10 |
| Metric | 11397266:btcusd:triple_med_gx:lsma110_120 | 11397266:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 29.78% | 35.75% |
| Worst Week | -17.25% | -29.64% |
| Best Month | 24.31% | 43.77% |
| Worst Month | -15.13% | -37.12% |
| Best Year | 55.83% | 155.54% |
| Worst Year | -11.4% | -56.42% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 5.05% | 7.31% |
| Avg. Down Week | -2.86% | -4.48% |
| Avg. Up Month | 10.23% | 15.32% |
| Avg. Down Month | -5.6% | -12.54% |
| Win Days % | 50.12% | 51.11% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 45.45% | 49.4% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |