| Metric | 11400606:btcusd:triple_med_gx:lsma110_130 | 11400606:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 133.99% | 182.99% |
| Max Drawdown | -43.08% | -67.18% |
| Sharpe | 0.46 | 0.43 |
| Sortino | 0.68 | 0.62 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 15.03 | 4.1 |
| Outlier Loss Ratio | 4.29 | 4.02 |
| Volatility (ann.) | 16.99% | 26.35% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.67 | 0.54 |
| Skew | 0.67 | 0.2 |
| Kurtosis | 22.6 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.1% | 2.57% |
| Expected Yearly % | 23.68% | 29.7% |
| Kelly Criterion | 4.35% | 4.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.24% |
| Expected Shortfall (cVaR) | -1.44% | -2.24% |
| Year | 11400606:BTCUSD | 11400606:btcusd:triple_med_gx:lsma110_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -24.44 | 0.43 | + |
| 2023 | 155.54 | 61.21 | 0.39 | - |
| 2024 | 121.00 | 53.95 | 0.45 | - |
| 2025 | 16.76 | 24.77 | 1.48 | + |
| Metric | 11400606:btcusd:triple_med_gx:lsma110_130 | 11400606:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 26.55% | 31.46% |
| 6M | 22.12% | 12.77% |
| YTD | 24.77% | 16.76% |
| 1Y | 49.21% | 56.84% |
| 3Y (ann.) | 28.22% | 55.31% |
| 5Y (ann.) | 28.83% | 36.34% |
| Metric | 11400606:btcusd:triple_med_gx:lsma110_130 | 11400606:BTCUSD |
|---|---|---|
| Max Drawdown | -43.08% | -67.18% |
| Longest DD Days | 643.0 | 683.0 |
| Avg. Drawdown | -3.99% | -6.9% |
| Avg. Drawdown Days | 24.0 | 35.0 |
| Recovery Factor | 3.11 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-05 | -43.08 | 643 |
| 2024-06-10 | 2024-09-18 | -22.11 | 100 |
| 2024-12-17 | 2025-05-08 | -17.99 | 142 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-01-02 | 2024-01-28 | -7.96 | 25 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-01-31 | 2024-03-25 | -7.71 | 53 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2023-12-06 | 2024-01-01 | -5.40 | 26 |
| Metric | 11400606:btcusd:triple_med_gx:lsma110_130 | 11400606:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 29.78% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 22.58% | 43.77% |
| Worst Month | -15.15% | -37.12% |
| Best Year | 61.21% | 155.54% |
| Worst Year | -24.44% | -57.08% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 4.99% | 6.61% |
| Avg. Down Week | -2.88% | -4.89% |
| Avg. Up Month | 8.19% | 14.42% |
| Avg. Down Month | -5.35% | -12.31% |
| Win Days % | 50.68% | 51.31% |
| Win Month % | 58.54% | 60.98% |
| Win Week % | 46.67% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |