| Metric | 11373643:btcusd:triple_med_gx:lsma100_30 | 11373643:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 10.37% | 233.23% |
| Max Drawdown | -28.65% | -67.18% |
| Sharpe | 0.12 | 0.46 |
| Sortino | 0.18 | 0.67 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.12 | 1.08 |
| CPC Index | 0.54 | 0.59 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 34.87 | 3.44 |
| Outlier Loss Ratio | 4.05 | 3.4 |
| Volatility (ann.) | 10.19% | 26.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.1 | 0.62 |
| Skew | 1.14 | 0.2 |
| Kurtosis | 42.7 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.84% |
| Expected Yearly % | 2.5% | 35.11% |
| Kelly Criterion | -0.39% | 5.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11373643:BTCUSD | 11373643:btcusd:triple_med_gx:lsma100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -9.50 | 0.17 | + |
| 2023 | 155.54 | 43.84 | 0.28 | - |
| 2024 | 121.00 | 10.42 | 0.09 | - |
| 2025 | 30.14 | -23.22 | -0.77 | - |
| Metric | 11373643:btcusd:triple_med_gx:lsma100_30 | 11373643:BTCUSD |
|---|---|---|
| MTD | 0.51% | 13.36% |
| 3M | -4.87% | 45.08% |
| 6M | -20.24% | 28.47% |
| YTD | -23.22% | 30.14% |
| 1Y | -15.27% | 105.13% |
| 3Y (ann.) | 7.28% | 81.7% |
| 5Y (ann.) | 2.89% | 41.6% |
| Metric | 11373643:btcusd:triple_med_gx:lsma100_30 | 11373643:BTCUSD |
|---|---|---|
| Max Drawdown | -28.65% | -67.18% |
| Longest DD Days | 600.0 | 683.0 |
| Avg. Drawdown | -6.05% | -6.05% |
| Avg. Drawdown Days | 80.0 | 31.0 |
| Recovery Factor | 0.36 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -28.65 | 188 |
| 2022-03-02 | 2023-10-23 | -27.57 | 600 |
| 2024-03-05 | 2024-12-16 | -15.03 | 286 |
| 2024-01-09 | 2024-03-04 | -8.62 | 55 |
| 2022-02-01 | 2022-02-04 | -5.55 | 3 |
| 2023-12-05 | 2024-01-08 | -1.30 | 34 |
| 2024-12-16 | 2025-01-03 | -0.96 | 17 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2022-02-05 | 2022-03-01 | -0.51 | 23 |
| 2023-10-23 | 2023-10-23 | -0.43 | 0 |
| Metric | 11373643:btcusd:triple_med_gx:lsma100_30 | 11373643:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -9.49% | -29.64% |
| Best Month | 16.94% | 43.77% |
| Worst Month | -8.19% | -37.12% |
| Best Year | 43.84% | 155.54% |
| Worst Year | -23.22% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.28% | 7.45% |
| Avg. Down Week | -2.87% | -2.7% |
| Avg. Up Month | 5.35% | 16.09% |
| Avg. Down Month | -3.19% | -12.59% |
| Win Days % | 48.06% | 51.3% |
| Win Month % | 42.5% | 62.79% |
| Win Week % | 44.32% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |