| Metric | 11371654:btcusd:triple_med_gx:lsma100_20 | 11371654:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 19.01% | 228.52% |
| Max Drawdown | -39.33% | -67.18% |
| Sharpe | 0.16 | 0.46 |
| Sortino | 0.25 | 0.67 |
| Payoff Ratio | 1.25 | 1.17 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.57 | 0.64 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 26.37 | 3.7 |
| Outlier Loss Ratio | 4.79 | 3.59 |
| Volatility (ann.) | 12.02% | 26.15% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.13 | 0.61 |
| Skew | 1.41 | 0.2 |
| Kurtosis | 35.73 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.8% |
| Expected Yearly % | 4.45% | 34.63% |
| Kelly Criterion | -2.32% | 9.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.22% |
| Expected Shortfall (cVaR) | -1.03% | -2.22% |
| Year | 11371654:BTCUSD | 11371654:btcusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -20.30 | 0.37 | + |
| 2023 | 155.54 | 15.33 | 0.10 | - |
| 2024 | 121.00 | 25.87 | 0.21 | - |
| 2025 | 30.14 | 2.87 | 0.10 | - |
| Metric | 11371654:btcusd:triple_med_gx:lsma100_20 | 11371654:BTCUSD |
|---|---|---|
| MTD | 5.27% | 13.36% |
| 3M | 3.45% | 45.08% |
| 6M | 2.64% | 28.47% |
| YTD | 2.87% | 30.14% |
| 1Y | 20.92% | 105.13% |
| 3Y (ann.) | 9.79% | 81.7% |
| 5Y (ann.) | 5.15% | 40.94% |
| Metric | 11371654:btcusd:triple_med_gx:lsma100_20 | 11371654:BTCUSD |
|---|---|---|
| Max Drawdown | -39.33% | -67.18% |
| Longest DD Days | 1098.0 | 683.0 |
| Avg. Drawdown | -6.89% | -6.34% |
| Avg. Drawdown Days | 125.0 | 31.0 |
| Recovery Factor | 0.48 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2025-03-06 | -39.33 | 1098 |
| 2025-03-06 | 2025-07-14 | -9.02 | 130 |
| 2022-02-10 | 2022-02-28 | -7.20 | 17 |
| 2022-02-01 | 2022-02-04 | -4.52 | 2 |
| 2022-02-08 | 2022-02-10 | -4.29 | 2 |
| 2022-01-28 | 2022-01-28 | -2.26 | 0 |
| 2022-02-05 | 2022-02-08 | -1.33 | 3 |
| 2022-01-30 | 2022-02-01 | -0.60 | 2 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2022-01-29 | 2022-01-29 | -0.16 | 0 |
| Metric | 11371654:btcusd:triple_med_gx:lsma100_20 | 11371654:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.19% | 35.75% |
| Worst Week | -8.85% | -29.64% |
| Best Month | 21.34% | 43.77% |
| Worst Month | -19.15% | -37.12% |
| Best Year | 25.87% | 155.54% |
| Worst Year | -20.3% | -55.3% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 3.5% | 7.62% |
| Avg. Down Week | -2.35% | -4.14% |
| Avg. Up Month | 6.06% | 16.98% |
| Avg. Down Month | -5.15% | -12.75% |
| Win Days % | 43.2% | 51.3% |
| Win Month % | 51.16% | 62.79% |
| Win Week % | 42.55% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |