| Metric | 11375173:btcusd:triple_med_gx:lsma100_40 | 11375173:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 2.59% | 228.52% |
| Max Drawdown | -38.53% | -67.18% |
| Sharpe | 0.07 | 0.46 |
| Sortino | 0.1 | 0.67 |
| Payoff Ratio | 1.11 | 1.02 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.53 | 0.56 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 36.65 | 3.3 |
| Outlier Loss Ratio | 4.4 | 3.33 |
| Volatility (ann.) | 9.87% | 26.15% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.02 | 0.61 |
| Skew | 0.95 | 0.2 |
| Kurtosis | 52.34 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.06% | 2.8% |
| Expected Yearly % | 0.64% | 34.63% |
| Kelly Criterion | -2.1% | 3.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11375173:BTCUSD | 11375173:btcusd:triple_med_gx:lsma100_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 20.98 | -0.38 | + |
| 2023 | 155.54 | 7.41 | 0.05 | - |
| 2024 | 121.00 | -13.53 | -0.11 | - |
| 2025 | 30.14 | -8.70 | -0.29 | - |
| Metric | 11375173:btcusd:triple_med_gx:lsma100_40 | 11375173:BTCUSD |
|---|---|---|
| MTD | 1.27% | 13.36% |
| 3M | 3.64% | 45.08% |
| 6M | -5.92% | 28.47% |
| YTD | -8.7% | 30.14% |
| 1Y | -11.81% | 105.13% |
| 3Y (ann.) | -3.35% | 81.7% |
| 5Y (ann.) | 0.74% | 40.94% |
| Metric | 11375173:btcusd:triple_med_gx:lsma100_40 | 11375173:BTCUSD |
|---|---|---|
| Max Drawdown | -38.53% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -5.66% | -6.34% |
| Avg. Drawdown Days | 61.0 | 31.0 |
| Recovery Factor | 0.07 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -38.53 | 489 |
| 2022-06-27 | 2023-01-20 | -17.71 | 207 |
| 2023-01-21 | 2023-08-29 | -10.51 | 219 |
| 2022-02-05 | 2022-04-26 | -9.19 | 80 |
| 2023-10-30 | 2024-02-15 | -8.05 | 107 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-04-26 | 2022-05-21 | -6.09 | 24 |
| 2023-08-29 | 2023-10-29 | -3.84 | 60 |
| 2022-02-01 | 2022-02-04 | -3.35 | 2 |
| 2022-05-23 | 2022-05-29 | -3.14 | 6 |
| Metric | 11375173:btcusd:triple_med_gx:lsma100_40 | 11375173:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 13.77% | 35.75% |
| Worst Week | -9.8% | -29.64% |
| Best Month | 14.63% | 43.77% |
| Worst Month | -16.43% | -37.12% |
| Best Year | 20.98% | 155.54% |
| Worst Year | -13.53% | -55.3% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.7% | -0.78% |
| Avg. Up Week | 3.31% | 5.82% |
| Avg. Down Week | -2.92% | -4.03% |
| Avg. Up Month | 4.38% | 15.69% |
| Avg. Down Month | -5.78% | -11.0% |
| Win Days % | 46.18% | 51.3% |
| Win Month % | 55.81% | 62.79% |
| Win Week % | 49.06% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |