| Metric | 11379958:btcusd:triple_med_gx:lsma100_60 | 11379958:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 19.85% | 233.23% |
| Max Drawdown | -24.55% | -67.18% |
| Sharpe | 0.18 | 0.46 |
| Sortino | 0.27 | 0.67 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 40.11 | 3.4 |
| Outlier Loss Ratio | 3.96 | 3.36 |
| Volatility (ann.) | 9.64% | 26.12% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.22 | 0.62 |
| Skew | 1.11 | 0.2 |
| Kurtosis | 49.32 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.84% |
| Expected Yearly % | 4.63% | 35.11% |
| Kelly Criterion | 0.35% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11379958:BTCUSD | 11379958:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 5.24 | -0.10 | + |
| 2023 | 155.54 | 33.47 | 0.22 | - |
| 2024 | 121.00 | 5.59 | 0.05 | - |
| 2025 | 30.14 | -19.20 | -0.64 | - |
| Metric | 11379958:btcusd:triple_med_gx:lsma100_60 | 11379958:BTCUSD |
|---|---|---|
| MTD | 0.51% | 13.36% |
| 3M | -3.53% | 45.08% |
| 6M | -14.94% | 28.47% |
| YTD | -19.2% | 30.14% |
| 1Y | -8.98% | 105.13% |
| 3Y (ann.) | 13.03% | 81.7% |
| 5Y (ann.) | 5.37% | 41.6% |
| Metric | 11379958:btcusd:triple_med_gx:lsma100_60 | 11379958:BTCUSD |
|---|---|---|
| Max Drawdown | -24.55% | -67.18% |
| Longest DD Days | 496.0 | 683.0 |
| Avg. Drawdown | -4.89% | -6.05% |
| Avg. Drawdown Days | 62.0 | 31.0 |
| Recovery Factor | 0.81 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-07-14 | -24.55 | 496 |
| 2022-02-05 | 2023-01-04 | -24.23 | 332 |
| 2024-01-09 | 2024-03-04 | -10.54 | 55 |
| 2023-06-22 | 2023-10-23 | -9.58 | 123 |
| 2023-03-14 | 2023-05-05 | -5.67 | 52 |
| 2022-02-01 | 2022-02-04 | -5.55 | 3 |
| 2023-05-06 | 2023-05-28 | -4.64 | 22 |
| 2023-01-07 | 2023-02-20 | -1.97 | 44 |
| 2023-12-31 | 2024-01-08 | -1.20 | 7 |
| 2023-12-05 | 2023-12-30 | -1.01 | 25 |
| Metric | 11379958:btcusd:triple_med_gx:lsma100_60 | 11379958:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -10.98% | -29.64% |
| Best Month | 15.18% | 43.77% |
| Worst Month | -10.5% | -37.12% |
| Best Year | 33.47% | 155.54% |
| Worst Year | -19.2% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 3.68% | 7.04% |
| Avg. Down Week | -3.18% | -3.07% |
| Avg. Up Month | 5.5% | 16.85% |
| Avg. Down Month | -4.68% | -13.0% |
| Win Days % | 48.65% | 51.3% |
| Win Month % | 51.28% | 62.79% |
| Win Week % | 45.24% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |