| Metric | 11371937:btcusd:triple_med_gx:lsma100_20 | 11371937:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 23.12% | 233.23% |
| Max Drawdown | -26.91% | -67.18% |
| Sharpe | 0.19 | 0.46 |
| Sortino | 0.29 | 0.67 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.15 | 1.08 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 32.15 | 3.53 |
| Outlier Loss Ratio | 4.06 | 3.43 |
| Volatility (ann.) | 10.61% | 26.12% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.23 | 0.62 |
| Skew | 1.02 | 0.2 |
| Kurtosis | 37.98 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.84% |
| Expected Yearly % | 5.34% | 35.11% |
| Kelly Criterion | 0.43% | 5.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.22% |
| Expected Shortfall (cVaR) | -0.91% | -2.22% |
| Year | 11371937:BTCUSD | 11371937:btcusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -4.66 | 0.09 | + |
| 2023 | 155.54 | 35.02 | 0.23 | - |
| 2024 | 121.00 | 21.44 | 0.18 | - |
| 2025 | 30.14 | -21.24 | -0.70 | - |
| Metric | 11371937:btcusd:triple_med_gx:lsma100_20 | 11371937:BTCUSD |
|---|---|---|
| MTD | 0.51% | 13.36% |
| 3M | -1.47% | 45.08% |
| 6M | -18.19% | 28.47% |
| YTD | -21.24% | 30.14% |
| 1Y | -5.13% | 105.13% |
| 3Y (ann.) | 9.93% | 81.7% |
| 5Y (ann.) | 6.19% | 41.6% |
| Metric | 11371937:btcusd:triple_med_gx:lsma100_20 | 11371937:BTCUSD |
|---|---|---|
| Max Drawdown | -26.91% | -67.18% |
| Longest DD Days | 600.0 | 683.0 |
| Avg. Drawdown | -4.82% | -6.05% |
| Avg. Drawdown Days | 59.0 | 31.0 |
| Recovery Factor | 0.86 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -26.91 | 188 |
| 2022-03-02 | 2023-10-23 | -25.52 | 600 |
| 2024-03-05 | 2024-10-16 | -15.40 | 225 |
| 2024-01-09 | 2024-03-04 | -8.23 | 55 |
| 2022-02-01 | 2022-02-04 | -5.55 | 3 |
| 2024-12-09 | 2024-12-16 | -4.19 | 7 |
| 2023-12-05 | 2024-01-08 | -2.37 | 34 |
| 2023-11-25 | 2023-12-02 | -1.85 | 7 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2024-12-16 | 2025-01-03 | -0.96 | 17 |
| Metric | 11371937:btcusd:triple_med_gx:lsma100_20 | 11371937:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -8.63% | -29.64% |
| Best Month | 16.62% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 35.02% | 155.54% |
| Worst Year | -21.24% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.33% | 8.06% |
| Avg. Down Week | -2.68% | -2.71% |
| Avg. Up Month | 4.93% | 15.55% |
| Avg. Down Month | -3.68% | -12.59% |
| Win Days % | 48.67% | 51.3% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 46.24% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |