| Metric | 11398918:btcusd:triple_med_gx:lsma110_125 | 11398918:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 118.5% | 208.37% |
| Max Drawdown | -40.5% | -67.18% |
| Sharpe | 0.41 | 0.44 |
| Sortino | 0.61 | 0.64 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 14.55 | 4.18 |
| Outlier Loss Ratio | 4.31 | 4.13 |
| Volatility (ann.) | 17.41% | 26.11% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.63 | 0.57 |
| Skew | 0.64 | 0.2 |
| Kurtosis | 21.05 | 6.53 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.88% | 2.72% |
| Expected Yearly % | 21.58% | 32.52% |
| Kelly Criterion | 3.54% | 4.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.22% |
| Expected Shortfall (cVaR) | -1.48% | -2.22% |
| Year | 11398918:BTCUSD | 11398918:btcusd:triple_med_gx:lsma110_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -17.85 | 0.31 | + |
| 2023 | 155.54 | 55.05 | 0.35 | - |
| 2024 | 121.00 | 42.49 | 0.35 | - |
| 2025 | 27.10 | 20.38 | 0.75 | - |
| Metric | 11398918:btcusd:triple_med_gx:lsma110_125 | 11398918:BTCUSD |
|---|---|---|
| MTD | 0.65% | 10.71% |
| 3M | 12.08% | 41.88% |
| 6M | 19.33% | 22.91% |
| YTD | 20.38% | 27.1% |
| 1Y | 51.77% | 82.29% |
| 3Y (ann.) | 38.3% | 77.48% |
| 5Y (ann.) | 25.36% | 38.5% |
| Metric | 11398918:btcusd:triple_med_gx:lsma110_125 | 11398918:BTCUSD |
|---|---|---|
| Max Drawdown | -40.5% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -4.67% | -6.54% |
| Avg. Drawdown Days | 27.0 | 33.0 |
| Recovery Factor | 2.93 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -40.50 | 498 |
| 2024-05-18 | 2024-11-10 | -29.58 | 176 |
| 2024-12-17 | 2025-05-08 | -17.36 | 141 |
| 2023-07-14 | 2023-12-05 | -14.22 | 144 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-31 | 2024-03-25 | -8.69 | 53 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-01-02 | 2024-01-27 | -7.43 | 25 |
| 2025-06-10 | 2025-07-17 | -6.39 | 37 |
| Metric | 11398918:btcusd:triple_med_gx:lsma110_125 | 11398918:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 29.78% | 35.75% |
| Worst Week | -17.85% | -29.64% |
| Best Month | 23.93% | 43.77% |
| Worst Month | -19.7% | -37.12% |
| Best Year | 55.05% | 155.54% |
| Worst Year | -17.85% | -57.04% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 4.95% | 6.36% |
| Avg. Down Week | -2.9% | -4.18% |
| Avg. Up Month | 9.05% | 15.48% |
| Avg. Down Month | -5.3% | -12.01% |
| Win Days % | 50.39% | 51.32% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 45.31% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |