| Metric | 11378484:btcusd:triple_med_gx:lsma100_55 | 11378484:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 38.55% | 228.52% |
| Max Drawdown | -27.39% | -67.18% |
| Sharpe | 0.3 | 0.46 |
| Sortino | 0.47 | 0.67 |
| Payoff Ratio | 1.15 | 1.05 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.61 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.43 | 1.0 |
| Outlier Win Ratio | 39.52 | 3.28 |
| Outlier Loss Ratio | 4.3 | 3.26 |
| Volatility (ann.) | 9.24% | 26.15% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.36 | 0.61 |
| Skew | 2.31 | 0.2 |
| Kurtosis | 63.0 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.8% |
| Expected Yearly % | 8.49% | 34.63% |
| Kelly Criterion | 1.97% | 4.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11378484:BTCUSD | 11378484:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 34.93 | -0.63 | + |
| 2023 | 155.54 | -17.33 | -0.11 | - |
| 2024 | 121.00 | 26.78 | 0.22 | - |
| 2025 | 30.14 | -2.03 | -0.07 | - |
| Metric | 11378484:btcusd:triple_med_gx:lsma100_55 | 11378484:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 7.21% | 45.08% |
| 6M | -0.54% | 28.47% |
| YTD | -2.03% | 30.14% |
| 1Y | 18.21% | 105.13% |
| 3Y (ann.) | 4.69% | 81.7% |
| 5Y (ann.) | 9.87% | 40.94% |
| Metric | 11378484:btcusd:triple_med_gx:lsma100_55 | 11378484:BTCUSD |
|---|---|---|
| Max Drawdown | -27.39% | -67.18% |
| Longest DD Days | 742.0 | 683.0 |
| Avg. Drawdown | -4.39% | -6.34% |
| Avg. Drawdown Days | 61.0 | 31.0 |
| Recovery Factor | 1.41 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-05 | 2024-12-16 | -27.39 | 742 |
| 2024-12-16 | 2025-05-01 | -16.19 | 135 |
| 2022-03-09 | 2022-07-15 | -11.60 | 127 |
| 2022-07-25 | 2022-09-09 | -8.80 | 46 |
| 2022-09-10 | 2022-10-25 | -4.61 | 45 |
| 2022-07-17 | 2022-07-19 | -4.57 | 2 |
| 2025-05-01 | 2025-07-14 | -4.40 | 73 |
| 2022-10-25 | 2022-11-04 | -2.02 | 9 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2022-11-23 | 2022-11-25 | -1.19 | 1 |
| Metric | 11378484:btcusd:triple_med_gx:lsma100_55 | 11378484:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.79% | 35.75% |
| Worst Week | -9.34% | -29.64% |
| Best Month | 11.38% | 43.77% |
| Worst Month | -9.21% | -37.12% |
| Best Year | 34.93% | 155.54% |
| Worst Year | -17.33% | -55.3% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.71% | -0.79% |
| Avg. Up Week | 3.24% | 5.44% |
| Avg. Down Week | -2.36% | -4.41% |
| Avg. Up Month | 4.93% | 15.71% |
| Avg. Down Month | -2.73% | -12.69% |
| Win Days % | 47.47% | 51.3% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 49.5% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |