| Metric | 11372750:btcusd:triple_med_gx:lsma100_25 | 11372750:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 13.29% | 237.48% |
| Max Drawdown | -31.93% | -67.18% |
| Sharpe | 0.14 | 0.47 |
| Sortino | 0.2 | 0.68 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.13 | 1.08 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 32.3 | 3.5 |
| Outlier Loss Ratio | 4.11 | 3.43 |
| Volatility (ann.) | 10.74% | 26.13% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.11 | 0.63 |
| Skew | 0.37 | 0.2 |
| Kurtosis | 42.05 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.87% |
| Expected Yearly % | 3.17% | 35.54% |
| Kelly Criterion | -0.79% | 5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11372750:BTCUSD | 11372750:btcusd:triple_med_gx:lsma100_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -3.20 | 0.06 | + |
| 2023 | 155.54 | 39.17 | 0.25 | - |
| 2024 | 121.00 | 13.74 | 0.11 | - |
| 2025 | 30.14 | -26.06 | -0.86 | - |
| Metric | 11372750:btcusd:triple_med_gx:lsma100_25 | 11372750:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -4.47% | 45.08% |
| 6M | -23.69% | 28.47% |
| YTD | -26.06% | 30.14% |
| 1Y | -15.62% | 105.13% |
| 3Y (ann.) | 3.11% | 81.7% |
| 5Y (ann.) | 3.67% | 42.08% |
| Metric | 11372750:btcusd:triple_med_gx:lsma100_25 | 11372750:BTCUSD |
|---|---|---|
| Max Drawdown | -31.93% | -67.18% |
| Longest DD Days | 600.0 | 683.0 |
| Avg. Drawdown | -4.3% | -5.84% |
| Avg. Drawdown Days | 53.0 | 29.0 |
| Recovery Factor | 0.42 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -31.93 | 188 |
| 2022-03-02 | 2023-10-23 | -23.66 | 600 |
| 2024-03-05 | 2024-10-14 | -11.01 | 223 |
| 2023-12-23 | 2024-03-04 | -8.25 | 71 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-12-09 | 2024-12-16 | -4.57 | 7 |
| 2023-11-27 | 2023-12-02 | -1.82 | 5 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-11-09 | 2024-12-08 | -0.90 | 29 |
| Metric | 11372750:btcusd:triple_med_gx:lsma100_25 | 11372750:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -9.17% | -29.64% |
| Best Month | 21.46% | 43.77% |
| Worst Month | -14.77% | -37.12% |
| Best Year | 39.17% | 155.54% |
| Worst Year | -26.06% | -54.08% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.77% | -0.77% |
| Avg. Up Week | 3.62% | 8.04% |
| Avg. Down Week | -2.58% | -3.01% |
| Avg. Up Month | 5.86% | 17.91% |
| Avg. Down Month | -3.67% | -12.0% |
| Win Days % | 48.41% | 51.31% |
| Win Month % | 41.86% | 62.79% |
| Win Week % | 44.44% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |