| Metric | 11375535:btcusd:triple_med_gx:lsma100_40 | 11375535:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 4.15% | 237.48% |
| Max Drawdown | -32.63% | -67.18% |
| Sharpe | 0.08 | 0.47 |
| Sortino | 0.11 | 0.68 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.22 | 1.08 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 35.62 | 3.39 |
| Outlier Loss Ratio | 4.15 | 3.38 |
| Volatility (ann.) | 10.13% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.04 | 0.63 |
| Skew | 0.48 | 0.2 |
| Kurtosis | 48.7 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.09% | 2.87% |
| Expected Yearly % | 1.02% | 35.54% |
| Kelly Criterion | -1.67% | 4.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11375535:BTCUSD | 11375535:btcusd:triple_med_gx:lsma100_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -12.18 | 0.23 | + |
| 2023 | 155.54 | 42.45 | 0.27 | - |
| 2024 | 121.00 | 14.24 | 0.12 | - |
| 2025 | 30.14 | -27.12 | -0.90 | - |
| Metric | 11375535:btcusd:triple_med_gx:lsma100_40 | 11375535:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -3.02% | 45.08% |
| 6M | -23.64% | 28.47% |
| YTD | -27.12% | 30.14% |
| 1Y | -15.23% | 105.13% |
| 3Y (ann.) | 4.74% | 81.7% |
| 5Y (ann.) | 1.18% | 42.08% |
| Metric | 11375535:btcusd:triple_med_gx:lsma100_40 | 11375535:BTCUSD |
|---|---|---|
| Max Drawdown | -32.63% | -67.18% |
| Longest DD Days | 600.0 | 683.0 |
| Avg. Drawdown | -4.49% | -5.84% |
| Avg. Drawdown Days | 52.0 | 29.0 |
| Recovery Factor | 0.13 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -32.63 | 188 |
| 2022-03-02 | 2023-10-23 | -27.05 | 600 |
| 2024-04-01 | 2024-10-15 | -12.52 | 197 |
| 2024-01-11 | 2024-03-04 | -8.23 | 52 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-03-05 | 2024-03-28 | -2.39 | 23 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2024-10-16 | 2024-11-08 | -1.61 | 22 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-09 | 2024-12-15 | -1.14 | 36 |
| Metric | 11375535:btcusd:triple_med_gx:lsma100_40 | 11375535:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -9.55% | -29.64% |
| Best Month | 16.79% | 43.77% |
| Worst Month | -14.71% | -37.12% |
| Best Year | 42.45% | 155.54% |
| Worst Year | -27.12% | -54.08% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.24% | 6.98% |
| Avg. Down Week | -2.76% | -2.91% |
| Avg. Up Month | 6.5% | 14.17% |
| Avg. Down Month | -4.7% | -12.64% |
| Win Days % | 47.82% | 51.31% |
| Win Month % | 40.48% | 62.79% |
| Win Week % | 46.39% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |