| Metric | 11374554:btcusd:triple_med_gx:lsma100_35 | 11374554:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 0.11% | 237.48% |
| Max Drawdown | -34.21% | -67.18% |
| Sharpe | 0.05 | 0.47 |
| Sortino | 0.07 | 0.68 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.12 | 1.08 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 34.79 | 3.41 |
| Outlier Loss Ratio | 4.14 | 3.41 |
| Volatility (ann.) | 10.26% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.0 | 0.63 |
| Skew | 0.44 | 0.2 |
| Kurtosis | 46.62 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.0% | 2.87% |
| Expected Yearly % | 0.03% | 35.54% |
| Kelly Criterion | -2.45% | 3.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11374554:BTCUSD | 11374554:btcusd:triple_med_gx:lsma100_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -7.44 | 0.14 | + |
| 2023 | 155.54 | 39.74 | 0.26 | - |
| 2024 | 121.00 | 7.51 | 0.06 | - |
| 2025 | 30.14 | -28.00 | -0.93 | - |
| Metric | 11374554:btcusd:triple_med_gx:lsma100_35 | 11374554:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -2.5% | 45.08% |
| 6M | -25.69% | 28.47% |
| YTD | -28.0% | 30.14% |
| 1Y | -22.98% | 105.13% |
| 3Y (ann.) | 3.34% | 81.7% |
| 5Y (ann.) | 0.03% | 42.08% |
| Metric | 11374554:btcusd:triple_med_gx:lsma100_35 | 11374554:BTCUSD |
|---|---|---|
| Max Drawdown | -34.21% | -67.18% |
| Longest DD Days | 517.0 | 683.0 |
| Avg. Drawdown | -6.46% | -5.84% |
| Avg. Drawdown Days | 70.0 | 29.0 |
| Recovery Factor | 0.0 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -34.21 | 188 |
| 2022-03-02 | 2023-08-01 | -24.96 | 517 |
| 2024-03-05 | 2024-11-08 | -11.36 | 248 |
| 2023-08-29 | 2023-10-23 | -9.37 | 55 |
| 2024-01-11 | 2024-03-04 | -8.23 | 52 |
| 2024-11-09 | 2025-01-03 | -5.79 | 55 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-12-25 | 2024-01-08 | -4.29 | 14 |
| 2023-08-02 | 2023-08-29 | -3.42 | 27 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| Metric | 11374554:btcusd:triple_med_gx:lsma100_35 | 11374554:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -9.61% | -29.64% |
| Best Month | 16.76% | 43.77% |
| Worst Month | -14.96% | -37.12% |
| Best Year | 39.74% | 155.54% |
| Worst Year | -28.0% | -54.08% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.63% | 7.48% |
| Avg. Down Week | -3.03% | -3.17% |
| Avg. Up Month | 5.99% | 17.61% |
| Avg. Down Month | -4.47% | -13.0% |
| Win Days % | 47.82% | 51.31% |
| Win Month % | 39.02% | 62.79% |
| Win Week % | 44.21% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |