| Metric | 11377294:btcusd:triple_med_gx:lsma100_50 | 11377294:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 53.64% | 228.52% |
| Max Drawdown | -20.08% | -67.18% |
| Sharpe | 0.38 | 0.46 |
| Sortino | 0.56 | 0.67 |
| Payoff Ratio | 1.14 | 1.05 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 2.09 | 1.07 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.8 | 1.0 |
| Outlier Win Ratio | 38.12 | 3.28 |
| Outlier Loss Ratio | 4.28 | 3.28 |
| Volatility (ann.) | 9.39% | 26.15% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.66 | 0.61 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 54.56 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.8% |
| Expected Yearly % | 11.33% | 34.63% |
| Kelly Criterion | 3.68% | 5.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.22% |
| Expected Shortfall (cVaR) | -0.8% | -2.22% |
| Year | 11377294:BTCUSD | 11377294:btcusd:triple_med_gx:lsma100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 37.97 | -0.69 | + |
| 2023 | 155.54 | -10.35 | -0.07 | - |
| 2024 | 121.00 | 21.73 | 0.18 | - |
| 2025 | 30.14 | 2.05 | 0.07 | - |
| Metric | 11377294:btcusd:triple_med_gx:lsma100_50 | 11377294:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 13.38% | 45.08% |
| 6M | 0.16% | 28.47% |
| YTD | 2.05% | 30.14% |
| 1Y | 16.22% | 105.13% |
| 3Y (ann.) | 10.48% | 81.7% |
| 5Y (ann.) | 13.19% | 40.94% |
| Metric | 11377294:btcusd:triple_med_gx:lsma100_50 | 11377294:BTCUSD |
|---|---|---|
| Max Drawdown | -20.08% | -67.18% |
| Longest DD Days | 631.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.34% |
| Avg. Drawdown Days | 51.0 | 31.0 |
| Recovery Factor | 2.67 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-10-14 | -20.08 | 631 |
| 2025-01-24 | 2025-07-14 | -15.71 | 170 |
| 2022-06-06 | 2022-07-24 | -12.02 | 48 |
| 2022-04-26 | 2022-06-06 | -11.17 | 40 |
| 2022-07-24 | 2022-09-09 | -9.31 | 46 |
| 2022-02-12 | 2022-04-01 | -6.23 | 47 |
| 2024-10-15 | 2025-01-10 | -5.47 | 87 |
| 2022-04-02 | 2022-04-25 | -3.52 | 23 |
| 2025-01-10 | 2025-01-23 | -3.22 | 12 |
| 2022-10-05 | 2022-10-25 | -3.19 | 20 |
| Metric | 11377294:btcusd:triple_med_gx:lsma100_50 | 11377294:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -7.9% | -29.64% |
| Best Month | 12.78% | 43.77% |
| Worst Month | -7.84% | -37.12% |
| Best Year | 37.97% | 155.54% |
| Worst Year | -10.35% | -55.3% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 4.18% | 5.55% |
| Avg. Down Week | -2.2% | -4.45% |
| Avg. Up Month | 4.51% | 16.58% |
| Avg. Down Month | -2.81% | -12.46% |
| Win Days % | 48.76% | 51.3% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 42.0% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |