| Metric | 11371179:btcusd:triple_med_gx:lsma100_15 | 11371179:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 20.29% | 222.44% |
| Max Drawdown | -30.8% | -67.18% |
| Sharpe | 0.18 | 0.45 |
| Sortino | 0.26 | 0.66 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.17 | 1.08 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 31.08 | 3.48 |
| Outlier Loss Ratio | 4.04 | 3.44 |
| Volatility (ann.) | 11.01% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.18 | 0.6 |
| Skew | 1.49 | 0.2 |
| Kurtosis | 47.02 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.76% |
| Expected Yearly % | 4.73% | 34.0% |
| Kelly Criterion | 0.09% | 5.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.22% |
| Expected Shortfall (cVaR) | -0.94% | -2.22% |
| Year | 11371179:BTCUSD | 11371179:btcusd:triple_med_gx:lsma100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -15.14 | 0.27 | + |
| 2023 | 155.54 | 42.11 | 0.27 | - |
| 2024 | 121.00 | 33.81 | 0.28 | - |
| 2025 | 30.14 | -25.45 | -0.84 | - |
| Metric | 11371179:btcusd:triple_med_gx:lsma100_15 | 11371179:BTCUSD |
|---|---|---|
| MTD | 0.62% | 13.36% |
| 3M | -4.32% | 45.08% |
| 6M | -22.57% | 28.47% |
| YTD | -25.45% | 30.14% |
| 1Y | -6.32% | 105.13% |
| 3Y (ann.) | 10.88% | 81.7% |
| 5Y (ann.) | 5.49% | 40.34% |
| Metric | 11371179:btcusd:triple_med_gx:lsma100_15 | 11371179:BTCUSD |
|---|---|---|
| Max Drawdown | -30.8% | -67.18% |
| Longest DD Days | 603.0 | 683.0 |
| Avg. Drawdown | -3.95% | -6.36% |
| Avg. Drawdown Days | 47.0 | 32.0 |
| Recovery Factor | 0.66 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -30.80 | 188 |
| 2022-02-27 | 2023-10-24 | -26.73 | 603 |
| 2024-03-05 | 2024-10-16 | -13.09 | 225 |
| 2022-02-02 | 2022-02-04 | -4.63 | 2 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-09 | 2024-01-29 | -3.44 | 20 |
| 2023-11-25 | 2023-12-01 | -2.22 | 6 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2023-12-05 | 2024-01-08 | -1.95 | 34 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| Metric | 11371179:btcusd:triple_med_gx:lsma100_15 | 11371179:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -13.13% | -29.64% |
| Best Month | 13.38% | 43.77% |
| Worst Month | -17.35% | -37.12% |
| Best Year | 42.11% | 155.54% |
| Worst Year | -25.45% | -56.13% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 3.53% | 6.96% |
| Avg. Down Week | -3.11% | -2.79% |
| Avg. Up Month | 5.14% | 14.92% |
| Avg. Down Month | -4.74% | -12.59% |
| Win Days % | 47.97% | 51.29% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 50.0% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |