| Metric | 11378769:btcusd:triple_med_gx:lsma100_55 | 11378769:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 3.31% | 237.48% |
| Max Drawdown | -26.08% | -67.18% |
| Sharpe | 0.07 | 0.47 |
| Sortino | 0.1 | 0.68 |
| Payoff Ratio | 1.06 | 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 | 37.96 | 3.39 |
| Outlier Loss Ratio | 4.1 | 3.39 |
| Volatility (ann.) | 9.81% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.04 | 0.63 |
| Skew | 0.23 | 0.2 |
| Kurtosis | 46.45 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.08% | 2.87% |
| Expected Yearly % | 0.82% | 35.54% |
| Kelly Criterion | -1.2% | 4.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11378769:BTCUSD | 11378769:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -8.33 | 0.15 | + |
| 2023 | 155.54 | 35.25 | 0.23 | - |
| 2024 | 121.00 | 1.97 | 0.02 | - |
| 2025 | 30.14 | -18.28 | -0.61 | - |
| Metric | 11378769:btcusd:triple_med_gx:lsma100_55 | 11378769:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -0.89% | 45.08% |
| 6M | -14.53% | 28.47% |
| YTD | -18.28% | 30.14% |
| 1Y | -8.5% | 105.13% |
| 3Y (ann.) | 6.54% | 81.7% |
| 5Y (ann.) | 0.95% | 42.08% |
| Metric | 11378769:btcusd:triple_med_gx:lsma100_55 | 11378769:BTCUSD |
|---|---|---|
| Max Drawdown | -26.08% | -67.18% |
| Longest DD Days | 500.0 | 683.0 |
| Avg. Drawdown | -7.18% | -5.84% |
| Avg. Drawdown Days | 85.0 | 29.0 |
| Recovery Factor | 0.13 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2023-06-21 | -26.08 | 500 |
| 2025-01-07 | 2025-07-14 | -24.64 | 188 |
| 2024-03-05 | 2025-01-06 | -17.33 | 307 |
| 2024-01-11 | 2024-03-04 | -11.45 | 53 |
| 2023-06-22 | 2023-10-23 | -10.60 | 123 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-12-28 | 2024-01-08 | -3.48 | 11 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| 2023-12-01 | 2023-12-02 | -0.28 | 0 |
| 2023-06-21 | 2023-06-22 | -0.26 | 0 |
| Metric | 11378769:btcusd:triple_med_gx:lsma100_55 | 11378769:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.18% | 35.75% |
| Worst Week | -11.75% | -29.64% |
| Best Month | 14.18% | 43.77% |
| Worst Month | -11.31% | -37.12% |
| Best Year | 35.25% | 155.54% |
| Worst Year | -18.28% | -54.08% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.22% | 6.6% |
| Avg. Down Week | -3.22% | -3.05% |
| Avg. Up Month | 5.73% | 16.88% |
| Avg. Down Month | -4.79% | -12.73% |
| Win Days % | 47.98% | 51.31% |
| Win Month % | 47.5% | 62.79% |
| Win Week % | 47.83% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |