| Metric | 11400661:btcusd:triple_med_gx:lsma110_130 | 11400661:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 178.53% | 182.99% |
| Max Drawdown | -42.63% | -67.18% |
| Sharpe | 0.53 | 0.43 |
| Sortino | 0.8 | 0.62 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 15.03 | 4.12 |
| Outlier Loss Ratio | 4.3 | 4.07 |
| Volatility (ann.) | 17.1% | 26.35% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.84 | 0.54 |
| Skew | 0.75 | 0.2 |
| Kurtosis | 22.22 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.53% | 2.57% |
| Expected Yearly % | 29.19% | 29.7% |
| Kelly Criterion | 5.58% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.24% |
| Expected Shortfall (cVaR) | -1.45% | -2.24% |
| Year | 11400661:BTCUSD | 11400661:btcusd:triple_med_gx:lsma110_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -21.49 | 0.38 | + |
| 2023 | 155.54 | 80.74 | 0.52 | - |
| 2024 | 121.00 | 74.01 | 0.61 | - |
| 2025 | 16.76 | 12.80 | 0.76 | - |
| Metric | 11400661:btcusd:triple_med_gx:lsma110_130 | 11400661:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.64% | 31.46% |
| 6M | 16.26% | 12.77% |
| YTD | 12.8% | 16.76% |
| 1Y | 51.95% | 56.84% |
| 3Y (ann.) | 37.77% | 55.31% |
| 5Y (ann.) | 35.69% | 36.34% |
| Metric | 11400661:btcusd:triple_med_gx:lsma110_130 | 11400661:BTCUSD |
|---|---|---|
| Max Drawdown | -42.63% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -3.92% | -6.9% |
| Avg. Drawdown Days | 22.0 | 35.0 |
| Recovery Factor | 4.19 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -42.63 | 476 |
| 2024-05-18 | 2024-10-15 | -27.48 | 150 |
| 2025-01-07 | 2025-06-02 | -16.54 | 146 |
| 2024-01-02 | 2024-03-24 | -11.73 | 82 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-08-29 | 2023-12-03 | -10.40 | 96 |
| 2023-07-14 | 2023-08-29 | -8.76 | 46 |
| 2024-12-17 | 2025-01-06 | -8.24 | 19 |
| 2024-04-01 | 2024-04-18 | -8.17 | 17 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11400661:btcusd:triple_med_gx:lsma110_130 | 11400661:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 31.0% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 23.67% | 43.77% |
| Worst Month | -15.74% | -37.12% |
| Best Year | 80.74% | 155.54% |
| Worst Year | -21.49% | -57.08% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 5.45% | 6.83% |
| Avg. Down Week | -2.96% | -4.84% |
| Avg. Up Month | 9.36% | 15.15% |
| Avg. Down Month | -7.57% | -12.42% |
| Win Days % | 51.24% | 51.31% |
| Win Month % | 63.41% | 60.98% |
| Win Week % | 47.9% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |