| Metric | 11378315:btcusd:triple_med_gx:lsma100_55 | 11378315:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 37.81% | 228.52% |
| Max Drawdown | -15.99% | -67.18% |
| Sharpe | 0.31 | 0.46 |
| Sortino | 0.47 | 0.67 |
| Payoff Ratio | 1.18 | 1.09 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.92 | 1.07 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.68 | 1.0 |
| Outlier Win Ratio | 43.58 | 3.26 |
| Outlier Loss Ratio | 4.42 | 3.21 |
| Volatility (ann.) | 8.73% | 26.15% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.61 | 0.61 |
| Skew | 1.31 | 0.2 |
| Kurtosis | 61.65 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.8% |
| Expected Yearly % | 8.35% | 34.63% |
| Kelly Criterion | 2.0% | 6.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.22% |
| Expected Shortfall (cVaR) | -0.74% | -2.22% |
| Year | 11378315:BTCUSD | 11378315:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 18.94 | -0.34 | + |
| 2023 | 155.54 | -6.16 | -0.04 | - |
| 2024 | 121.00 | 21.05 | 0.17 | - |
| 2025 | 30.14 | 2.00 | 0.07 | - |
| Metric | 11378315:btcusd:triple_med_gx:lsma100_55 | 11378315:BTCUSD |
|---|---|---|
| MTD | 0.88% | 13.36% |
| 3M | 9.88% | 45.08% |
| 6M | 2.07% | 28.47% |
| YTD | 2.0% | 30.14% |
| 1Y | 3.96% | 105.13% |
| 3Y (ann.) | 10.04% | 81.7% |
| 5Y (ann.) | 9.69% | 40.94% |
| Metric | 11378315:btcusd:triple_med_gx:lsma100_55 | 11378315:BTCUSD |
|---|---|---|
| Max Drawdown | -15.99% | -67.18% |
| Longest DD Days | 411.0 | 683.0 |
| Avg. Drawdown | -4.22% | -6.34% |
| Avg. Drawdown Days | 62.0 | 31.0 |
| Recovery Factor | 2.36 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-03-08 | -15.99 | 411 |
| 2022-04-26 | 2022-10-04 | -14.56 | 161 |
| 2024-09-26 | 2025-07-14 | -14.52 | 290 |
| 2024-03-12 | 2024-09-19 | -13.51 | 191 |
| 2022-02-05 | 2022-04-25 | -7.81 | 79 |
| 2022-11-01 | 2022-11-23 | -4.25 | 22 |
| 2024-09-20 | 2024-09-26 | -2.92 | 6 |
| 2022-11-24 | 2022-12-08 | -2.35 | 14 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2022-10-09 | 2022-10-25 | -1.40 | 15 |
| Metric | 11378315:btcusd:triple_med_gx:lsma100_55 | 11378315:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.46% | 35.75% |
| Worst Week | -7.59% | -29.64% |
| Best Month | 12.86% | 43.77% |
| Worst Month | -9.62% | -37.12% |
| Best Year | 21.05% | 155.54% |
| Worst Year | -6.16% | -55.3% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 3.97% | 5.33% |
| Avg. Down Week | -2.32% | -4.93% |
| Avg. Up Month | 5.96% | 15.96% |
| Avg. Down Month | -2.58% | -13.39% |
| Win Days % | 47.03% | 51.3% |
| Win Month % | 47.5% | 62.79% |
| Win Week % | 44.33% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |