| Metric | 11370499:btcusd:triple_med_gx:lsma100_10 | 11370499:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 6.38% | 215.74% |
| Max Drawdown | -27.27% | -67.18% |
| Sharpe | 0.1 | 0.45 |
| Sortino | 0.14 | 0.65 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.09 | 1.08 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.05 | 1.0 |
| Outlier Win Ratio | 33.08 | 3.44 |
| Outlier Loss Ratio | 4.01 | 3.44 |
| Volatility (ann.) | 10.97% | 26.13% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.07 | 0.59 |
| Skew | 1.59 | 0.2 |
| Kurtosis | 50.8 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.15% | 2.78% |
| Expected Yearly % | 1.56% | 33.3% |
| Kelly Criterion | -2.4% | 5.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.22% |
| Expected Shortfall (cVaR) | -0.94% | -2.22% |
| Year | 11370499:BTCUSD | 11370499:btcusd:triple_med_gx:lsma100_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -5.63 | 0.10 | + |
| 2023 | 155.54 | 31.51 | 0.20 | - |
| 2024 | 121.00 | 9.64 | 0.08 | - |
| 2025 | 30.14 | -21.83 | -0.72 | - |
| Metric | 11370499:btcusd:triple_med_gx:lsma100_10 | 11370499:BTCUSD |
|---|---|---|
| MTD | -2.81% | 13.36% |
| 3M | -3.61% | 45.08% |
| 6M | -19.31% | 28.47% |
| YTD | -21.83% | 30.14% |
| 1Y | -8.59% | 105.13% |
| 3Y (ann.) | 4.05% | 81.7% |
| 5Y (ann.) | 1.81% | 39.56% |
| Metric | 11370499:btcusd:triple_med_gx:lsma100_10 | 11370499:BTCUSD |
|---|---|---|
| Max Drawdown | -27.27% | -67.18% |
| Longest DD Days | 477.0 | 683.0 |
| Avg. Drawdown | -6.92% | -6.45% |
| Avg. Drawdown Days | 80.0 | 33.0 |
| Recovery Factor | 0.23 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -27.27 | 188 |
| 2022-03-02 | 2023-06-22 | -24.67 | 477 |
| 2024-03-05 | 2024-12-15 | -20.60 | 285 |
| 2023-08-29 | 2023-12-05 | -9.27 | 97 |
| 2023-06-22 | 2023-08-29 | -6.36 | 68 |
| 2024-01-02 | 2024-01-31 | -4.19 | 29 |
| 2024-12-17 | 2025-01-06 | -4.04 | 19 |
| 2024-01-31 | 2024-03-03 | -3.81 | 32 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11370499:btcusd:triple_med_gx:lsma100_10 | 11370499:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 19.32% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 19.32% | 43.77% |
| Worst Month | -16.75% | -37.12% |
| Best Year | 31.51% | 155.54% |
| Worst Year | -21.83% | -57.04% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 3.96% | 7.68% |
| Avg. Down Week | -3.22% | -3.41% |
| Avg. Up Month | 6.59% | 16.27% |
| Avg. Down Month | -5.23% | -12.59% |
| Win Days % | 47.4% | 51.33% |
| Win Month % | 43.9% | 61.9% |
| Win Week % | 47.73% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |