| Metric | 11371922:btcusd:triple_med_gx:lsma100_20 | 11371922:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 31.37% | 237.48% |
| Max Drawdown | -28.97% | -67.18% |
| Sharpe | 0.23 | 0.47 |
| Sortino | 0.34 | 0.68 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 30.6 | 3.53 |
| Outlier Loss Ratio | 4.11 | 3.44 |
| Volatility (ann.) | 11.08% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.28 | 0.63 |
| Skew | 0.9 | 0.2 |
| Kurtosis | 43.83 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.87% |
| Expected Yearly % | 7.06% | 35.54% |
| Kelly Criterion | 0.84% | 4.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.22% |
| Expected Shortfall (cVaR) | -0.95% | -2.22% |
| Year | 11371922:BTCUSD | 11371922:btcusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -0.45 | 0.01 | + |
| 2023 | 155.54 | 42.05 | 0.27 | - |
| 2024 | 121.00 | 15.99 | 0.13 | - |
| 2025 | 30.14 | -19.91 | -0.66 | - |
| Metric | 11371922:btcusd:triple_med_gx:lsma100_20 | 11371922:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -1.82% | 45.08% |
| 6M | -17.33% | 28.47% |
| YTD | -19.91% | 30.14% |
| 1Y | -9.22% | 105.13% |
| 3Y (ann.) | 7.18% | 81.7% |
| 5Y (ann.) | 8.2% | 42.08% |
| Metric | 11371922:btcusd:triple_med_gx:lsma100_20 | 11371922:BTCUSD |
|---|---|---|
| Max Drawdown | -28.97% | -67.18% |
| Longest DD Days | 600.0 | 683.0 |
| Avg. Drawdown | -4.78% | -5.84% |
| Avg. Drawdown Days | 56.0 | 29.0 |
| Recovery Factor | 1.08 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-10-23 | -28.97 | 600 |
| 2025-01-07 | 2025-07-14 | -26.26 | 188 |
| 2024-03-05 | 2024-10-14 | -14.72 | 223 |
| 2024-01-11 | 2024-03-04 | -7.88 | 52 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-12-09 | 2024-12-16 | -4.19 | 7 |
| 2023-11-11 | 2023-12-03 | -3.05 | 22 |
| 2023-12-23 | 2024-01-08 | -2.00 | 16 |
| 2024-10-16 | 2024-11-07 | -1.76 | 21 |
| 2024-11-09 | 2024-12-08 | -1.36 | 29 |
| Metric | 11371922:btcusd:triple_med_gx:lsma100_20 | 11371922:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -6.59% | -29.64% |
| Best Month | 23.36% | 43.77% |
| Worst Month | -11.15% | -37.12% |
| Best Year | 42.05% | 155.54% |
| Worst Year | -19.91% | -54.08% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 3.37% | 7.86% |
| Avg. Down Week | -2.35% | -3.15% |
| Avg. Up Month | 5.77% | 15.67% |
| Avg. Down Month | -4.54% | -12.76% |
| Win Days % | 48.86% | 51.31% |
| Win Month % | 51.16% | 62.79% |
| Win Week % | 46.6% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |