| Metric | 11402330:btcusd:triple_med_gx:lsma110_135 | 11402330:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 168.94% | 195.83% |
| Max Drawdown | -39.74% | -67.18% |
| Sharpe | 0.53 | 0.44 |
| Sortino | 0.81 | 0.64 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 15.39 | 4.1 |
| Outlier Loss Ratio | 4.32 | 4.01 |
| Volatility (ann.) | 16.7% | 26.35% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.86 | 0.57 |
| Skew | 1.15 | 0.2 |
| Kurtosis | 22.3 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.44% | 2.68% |
| Expected Yearly % | 28.06% | 31.15% |
| Kelly Criterion | 5.21% | 4.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.24% |
| Expected Shortfall (cVaR) | -1.41% | -2.24% |
| Year | 11402330:BTCUSD | 11402330:btcusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -25.88 | 0.47 | + |
| 2023 | 155.54 | 62.24 | 0.40 | - |
| 2024 | 121.00 | 94.67 | 0.78 | - |
| 2025 | 16.76 | 14.89 | 0.89 | - |
| Metric | 11402330:btcusd:triple_med_gx:lsma110_135 | 11402330:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 21.19% | 31.46% |
| 6M | 11.45% | 12.77% |
| YTD | 14.89% | 16.76% |
| 1Y | 62.55% | 56.84% |
| 3Y (ann.) | 38.77% | 55.31% |
| 5Y (ann.) | 34.32% | 38.19% |
| Metric | 11402330:btcusd:triple_med_gx:lsma110_135 | 11402330:BTCUSD |
|---|---|---|
| Max Drawdown | -39.74% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -4.25% | -6.97% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 4.25 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -39.74 | 498 |
| 2024-12-17 | 2025-06-09 | -21.84 | 174 |
| 2024-06-10 | 2024-08-08 | -14.99 | 59 |
| 2023-07-14 | 2023-12-04 | -13.39 | 143 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-01-29 | -8.98 | 12 |
| 2024-04-01 | 2024-04-18 | -8.17 | 17 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-08-09 | 2024-09-12 | -6.83 | 34 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| Metric | 11402330:btcusd:triple_med_gx:lsma110_135 | 11402330:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 29.78% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 20.94% | 43.77% |
| Worst Month | -15.15% | -37.12% |
| Best Year | 94.67% | 155.54% |
| Worst Year | -25.88% | -55.14% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 5.18% | 6.77% |
| Avg. Down Week | -2.82% | -4.84% |
| Avg. Up Month | 8.46% | 15.09% |
| Avg. Down Month | -5.6% | -12.03% |
| Win Days % | 50.64% | 51.32% |
| Win Month % | 58.54% | 60.98% |
| Win Week % | 45.3% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |