| Metric | 11379665:btcusd:triple_med_gx:lsma100_60 | 11379665:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 58.4% | 228.52% |
| Max Drawdown | -19.32% | -67.18% |
| Sharpe | 0.43 | 0.46 |
| Sortino | 0.66 | 0.67 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 2.17 | 1.07 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.82 | 1.0 |
| Outlier Win Ratio | 42.39 | 3.25 |
| Outlier Loss Ratio | 4.37 | 3.21 |
| Volatility (ann.) | 8.6% | 26.15% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.73 | 0.61 |
| Skew | 1.56 | 0.2 |
| Kurtosis | 62.35 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.08% | 2.8% |
| Expected Yearly % | 12.19% | 34.63% |
| Kelly Criterion | 3.49% | 7.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.22% |
| Expected Shortfall (cVaR) | -0.73% | -2.22% |
| Year | 11379665:BTCUSD | 11379665:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 27.73 | -0.50 | + |
| 2023 | 155.54 | -6.10 | -0.04 | - |
| 2024 | 121.00 | 43.97 | 0.36 | - |
| 2025 | 30.14 | -8.27 | -0.27 | - |
| Metric | 11379665:btcusd:triple_med_gx:lsma100_60 | 11379665:BTCUSD |
|---|---|---|
| MTD | 0.21% | 13.36% |
| 3M | 7.75% | 45.08% |
| 6M | -8.87% | 28.47% |
| YTD | -8.27% | 30.14% |
| 1Y | 17.97% | 105.13% |
| 3Y (ann.) | 9.25% | 81.7% |
| 5Y (ann.) | 14.19% | 40.94% |
| Metric | 11379665:btcusd:triple_med_gx:lsma100_60 | 11379665:BTCUSD |
|---|---|---|
| Max Drawdown | -19.32% | -67.18% |
| Longest DD Days | 600.0 | 683.0 |
| Avg. Drawdown | -2.92% | -6.34% |
| Avg. Drawdown Days | 42.0 | 31.0 |
| Recovery Factor | 3.02 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-03-11 | -19.32 | 600 |
| 2024-12-17 | 2025-07-14 | -16.26 | 208 |
| 2024-04-04 | 2024-09-26 | -12.46 | 174 |
| 2022-03-09 | 2022-07-07 | -11.87 | 120 |
| 2024-10-25 | 2024-11-10 | -3.52 | 16 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-03-11 | 2024-04-04 | -2.10 | 23 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-02-15 | 2022-03-08 | -1.88 | 20 |
| 2024-09-29 | 2024-10-23 | -1.47 | 24 |
| Metric | 11379665:btcusd:triple_med_gx:lsma100_60 | 11379665:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -10.05% | -29.64% |
| Best Month | 27.57% | 43.77% |
| Worst Month | -7.69% | -37.12% |
| Best Year | 43.97% | 155.54% |
| Worst Year | -8.27% | -55.3% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 4.12% | 6.35% |
| Avg. Down Week | -2.41% | -4.75% |
| Avg. Up Month | 4.9% | 12.23% |
| Avg. Down Month | -3.36% | -12.03% |
| Win Days % | 47.99% | 51.3% |
| Win Month % | 59.52% | 62.79% |
| Win Week % | 51.04% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |