| Metric | 12343283:btcusd:triple_med_gx:lsma110_25 | 12343283:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 29.96% | 111.34% |
| Max Drawdown | -38.63% | -61.91% |
| Sharpe | 0.48 | 0.75 |
| Sortino | 0.75 | 1.1 |
| Payoff Ratio | 1.54 | 1.28 |
| Profit Factor | 1.16 | 1.12 |
| Common Sense Ratio | 1.49 | 1.28 |
| CPC Index | 0.74 | 0.7 |
| Tail Ratio | 1.28 | 1.14 |
| Outlier Win Ratio | 24.2 | 3.38 |
| Outlier Loss Ratio | 4.22 | 3.25 |
| Volatility (ann.) | 25.8% | 53.49% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.24 | 0.47 |
| Skew | 1.24 | -0.09 |
| Kurtosis | 21.45 | 4.14 |
| Expected Daily % | 0.02% | 0.07% |
| Expected Monthly % | 0.73% | 2.1% |
| Expected Yearly % | 6.77% | 20.57% |
| Kelly Criterion | 3.49% | 8.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -4.5% |
| Expected Shortfall (cVaR) | -2.19% | -4.5% |
| Year | 12343283:BTCUSD | 12343283:btcusd:triple_med_gx:lsma110_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.04 | -10.58 | 0.18 | + |
| 2023 | 155.54 | 37.83 | 0.24 | - |
| 2024 | 121.00 | 5.45 | 0.04 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12343283:btcusd:triple_med_gx:lsma110_25 | 12343283:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 15.68% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -15.71% | 30.1% |
| 3Y (ann.) | 9.35% | 29.08% |
| 5Y (ann.) | 9.35% | 29.08% |
| Metric | 12343283:btcusd:triple_med_gx:lsma110_25 | 12343283:BTCUSD |
|---|---|---|
| Max Drawdown | -38.63% | -61.91% |
| Longest DD Days | 454.0 | 592.0 |
| Avg. Drawdown | -6.15% | -9.17% |
| Avg. Drawdown Days | 51.0 | 49.0 |
| Recovery Factor | 0.78 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-25 | -38.63 | 292 |
| 2022-08-11 | 2023-11-08 | -21.68 | 454 |
| 2024-03-18 | 2024-03-25 | -9.42 | 7 |
| 2023-11-16 | 2023-12-02 | -7.90 | 16 |
| 2022-07-10 | 2022-07-28 | -7.54 | 18 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-08-09 | 2022-08-10 | -2.76 | 1 |
| 2024-04-01 | 2024-06-04 | -2.61 | 64 |
| 2024-02-29 | 2024-03-03 | -2.16 | 3 |
| 2022-08-02 | 2022-08-05 | -1.77 | 3 |
| Metric | 12343283:btcusd:triple_med_gx:lsma110_25 | 12343283:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -10.19% | -15.42% |
| Best Week | 20.49% | 35.75% |
| Worst Week | -13.73% | -29.64% |
| Best Month | 18.03% | 43.77% |
| Worst Month | -17.33% | -37.12% |
| Best Year | 37.83% | 155.54% |
| Worst Year | -10.58% | -60.04% |
| Avg. Up Day | 2.23% | 2.25% |
| Avg. Down Day | -1.44% | -1.76% |
| Avg. Up Week | 4.54% | 6.55% |
| Avg. Down Week | -3.16% | -3.83% |
| Avg. Up Month | 7.78% | 17.36% |
| Avg. Down Month | -7.02% | -7.96% |
| Win Days % | 41.43% | 48.92% |
| Win Month % | 53.85% | 58.33% |
| Win Week % | 50.0% | 50.32% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 66.67% | 50.0% |