| Metric | 11378205:btcusd:triple_med_gx:lsma100_55 | 11378205:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 24.95% | 228.52% |
| Max Drawdown | -18.26% | -67.18% |
| Sharpe | 0.23 | 0.46 |
| Sortino | 0.34 | 0.67 |
| Payoff Ratio | 1.15 | 1.07 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.57 | 1.07 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 43.86 | 3.2 |
| Outlier Loss Ratio | 4.33 | 3.19 |
| Volatility (ann.) | 8.74% | 26.15% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.36 | 0.61 |
| Skew | 0.89 | 0.2 |
| Kurtosis | 68.04 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.8% |
| Expected Yearly % | 5.73% | 34.63% |
| Kelly Criterion | 0.67% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.22% |
| Expected Shortfall (cVaR) | -0.75% | -2.22% |
| Year | 11378205:BTCUSD | 11378205:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 18.83 | -0.34 | + |
| 2023 | 155.54 | -2.72 | -0.02 | - |
| 2024 | 121.00 | 8.75 | 0.07 | - |
| 2025 | 30.14 | -0.61 | -0.02 | - |
| Metric | 11378205:btcusd:triple_med_gx:lsma100_55 | 11378205:BTCUSD |
|---|---|---|
| MTD | 1.2% | 13.36% |
| 3M | 5.82% | 45.08% |
| 6M | 1.33% | 28.47% |
| YTD | -0.61% | 30.14% |
| 1Y | 0.97% | 105.13% |
| 3Y (ann.) | 8.41% | 81.7% |
| 5Y (ann.) | 6.64% | 40.94% |
| Metric | 11378205:btcusd:triple_med_gx:lsma100_55 | 11378205:BTCUSD |
|---|---|---|
| Max Drawdown | -18.26% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -5.17% | -6.34% |
| Avg. Drawdown Days | 95.0 | 31.0 |
| Recovery Factor | 1.37 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -18.26 | 469 |
| 2022-02-05 | 2022-09-09 | -17.04 | 216 |
| 2023-01-21 | 2024-03-11 | -14.70 | 414 |
| 2022-12-05 | 2023-01-20 | -5.92 | 46 |
| 2022-10-08 | 2022-11-23 | -3.96 | 45 |
| 2022-09-14 | 2022-10-03 | -2.62 | 19 |
| 2024-03-11 | 2024-03-31 | -1.82 | 20 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2022-11-24 | 2022-11-30 | -0.87 | 5 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11378205:btcusd:triple_med_gx:lsma100_55 | 11378205:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 12.98% | 35.75% |
| Worst Week | -6.89% | -29.64% |
| Best Month | 14.9% | 43.77% |
| Worst Month | -12.29% | -37.12% |
| Best Year | 18.83% | 155.54% |
| Worst Year | -2.72% | -55.3% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 3.57% | 5.05% |
| Avg. Down Week | -2.41% | -5.12% |
| Avg. Up Month | 4.72% | 18.24% |
| Avg. Down Month | -4.02% | -14.03% |
| Win Days % | 46.82% | 51.3% |
| Win Month % | 51.28% | 62.79% |
| Win Week % | 45.05% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |