| Metric | 11374297:btcusd:triple_med_gx:lsma100_35 | 11374297:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -15.37% | 228.52% |
| Max Drawdown | -36.3% | -67.18% |
| Sharpe | -0.06 | 0.46 |
| Sortino | -0.09 | 0.67 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 0.98 | 1.08 |
| Common Sense Ratio | 1.09 | 1.07 |
| CPC Index | 0.49 | 0.6 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 32.77 | 3.42 |
| Outlier Loss Ratio | 4.41 | 3.43 |
| Volatility (ann.) | 10.75% | 26.15% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.13 | 0.61 |
| Skew | 1.04 | 0.2 |
| Kurtosis | 44.0 | 6.47 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.39% | 2.8% |
| Expected Yearly % | -4.09% | 34.63% |
| Kelly Criterion | -5.1% | 6.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11374297:BTCUSD | 11374297:btcusd:triple_med_gx:lsma100_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -4.54 | 0.08 | + |
| 2023 | 155.54 | 11.82 | 0.08 | - |
| 2024 | 121.00 | -11.01 | -0.09 | - |
| 2025 | 30.14 | -10.92 | -0.36 | - |
| Metric | 11374297:btcusd:triple_med_gx:lsma100_35 | 11374297:BTCUSD |
|---|---|---|
| MTD | 3.93% | 13.36% |
| 3M | 4.56% | 45.08% |
| 6M | -8.92% | 28.47% |
| YTD | -10.92% | 30.14% |
| 1Y | -17.02% | 105.13% |
| 3Y (ann.) | -2.27% | 81.7% |
| 5Y (ann.) | -4.7% | 40.94% |
| Metric | 11374297:btcusd:triple_med_gx:lsma100_35 | 11374297:BTCUSD |
|---|---|---|
| Max Drawdown | -36.3% | -67.18% |
| Longest DD Days | 482.0 | 683.0 |
| Avg. Drawdown | -7.18% | -6.34% |
| Avg. Drawdown Days | 95.0 | 31.0 |
| Recovery Factor | -0.42 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -36.30 | 469 |
| 2022-02-05 | 2023-06-02 | -20.34 | 482 |
| 2023-10-30 | 2024-03-28 | -12.30 | 149 |
| 2023-06-27 | 2023-09-03 | -7.06 | 68 |
| 2022-02-01 | 2022-02-04 | -5.41 | 2 |
| 2023-09-19 | 2023-10-23 | -3.33 | 34 |
| 2022-01-30 | 2022-01-31 | -2.56 | 0 |
| 2023-09-04 | 2023-09-14 | -1.96 | 10 |
| 2023-06-03 | 2023-06-27 | -1.78 | 24 |
| 2023-10-29 | 2023-10-30 | -0.88 | 0 |
| Metric | 11374297:btcusd:triple_med_gx:lsma100_35 | 11374297:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.78% | 35.75% |
| Worst Week | -9.64% | -29.64% |
| Best Month | 13.53% | 43.77% |
| Worst Month | -15.64% | -37.12% |
| Best Year | 11.82% | 155.54% |
| Worst Year | -11.01% | -55.3% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.04% | 5.79% |
| Avg. Down Week | -2.84% | -3.99% |
| Avg. Up Month | 4.32% | 17.47% |
| Avg. Down Month | -6.23% | -11.27% |
| Win Days % | 44.55% | 51.3% |
| Win Month % | 51.16% | 62.79% |
| Win Week % | 44.44% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |