| Metric | 11374590:btcusd:triple_med_gx:lsma100_35 | 11374590:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 15.77% | 222.44% |
| Max Drawdown | -30.37% | -67.18% |
| Sharpe | 0.16 | 0.45 |
| Sortino | 0.24 | 0.66 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 36.59 | 3.42 |
| Outlier Loss Ratio | 4.03 | 3.33 |
| Volatility (ann.) | 9.97% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.14 | 0.6 |
| Skew | 1.43 | 0.2 |
| Kurtosis | 47.68 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.76% |
| Expected Yearly % | 3.73% | 34.0% |
| Kelly Criterion | 0.11% | 5.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11374590:BTCUSD | 11374590:btcusd:triple_med_gx:lsma100_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -5.42 | 0.10 | + |
| 2023 | 155.54 | 36.48 | 0.23 | - |
| 2024 | 121.00 | 21.18 | 0.18 | - |
| 2025 | 30.14 | -25.98 | -0.86 | - |
| Metric | 11374590:btcusd:triple_med_gx:lsma100_35 | 11374590:BTCUSD |
|---|---|---|
| MTD | 0.62% | 13.36% |
| 3M | -2.74% | 45.08% |
| 6M | -21.49% | 28.47% |
| YTD | -25.98% | 30.14% |
| 1Y | -14.96% | 105.13% |
| 3Y (ann.) | 10.88% | 81.7% |
| 5Y (ann.) | 4.33% | 40.34% |
| Metric | 11374590:btcusd:triple_med_gx:lsma100_35 | 11374590:BTCUSD |
|---|---|---|
| Max Drawdown | -30.37% | -67.18% |
| Longest DD Days | 545.0 | 683.0 |
| Avg. Drawdown | -5.5% | -6.36% |
| Avg. Drawdown Days | 66.0 | 32.0 |
| Recovery Factor | 0.52 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -30.37 | 188 |
| 2022-03-02 | 2023-08-29 | -25.08 | 545 |
| 2024-04-01 | 2024-11-10 | -11.40 | 223 |
| 2023-08-29 | 2023-10-23 | -8.76 | 55 |
| 2024-03-05 | 2024-03-28 | -6.30 | 23 |
| 2022-02-02 | 2022-02-04 | -4.63 | 2 |
| 2024-01-09 | 2024-03-04 | -4.38 | 55 |
| 2023-12-05 | 2024-01-08 | -1.95 | 34 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11374590:btcusd:triple_med_gx:lsma100_35 | 11374590:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -9.85% | -29.64% |
| Best Month | 13.45% | 43.77% |
| Worst Month | -17.23% | -37.12% |
| Best Year | 36.48% | 155.54% |
| Worst Year | -25.98% | -56.13% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.29% | 6.82% |
| Avg. Down Week | -3.57% | -3.26% |
| Avg. Up Month | 5.11% | 14.96% |
| Avg. Down Month | -6.22% | -14.57% |
| Win Days % | 47.45% | 51.29% |
| Win Month % | 57.89% | 62.79% |
| Win Week % | 50.63% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |