| Metric | 11397264:btcusd:triple_med_gx:lsma100_120 | 11397264:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 72.4% | 187.39% |
| Max Drawdown | -39.55% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.48 | 0.62 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 15.24 | 4.12 |
| Outlier Loss Ratio | 4.28 | 4.1 |
| Volatility (ann.) | 17.33% | 26.35% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.44 | 0.55 |
| Skew | 0.7 | 0.2 |
| Kurtosis | 22.1 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.31% | 2.55% |
| Expected Yearly % | 14.59% | 30.2% |
| Kelly Criterion | 2.7% | 3.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.24% |
| Expected Shortfall (cVaR) | -1.48% | -2.24% |
| Year | 11397264:BTCUSD | 11397264:btcusd:triple_med_gx:lsma100_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -14.84 | 0.26 | + |
| 2023 | 155.54 | 42.45 | 0.27 | - |
| 2024 | 121.00 | 45.52 | 0.38 | - |
| 2025 | 16.76 | -2.34 | -0.14 | - |
| Metric | 11397264:btcusd:triple_med_gx:lsma100_120 | 11397264:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 14.62% | 31.46% |
| 6M | 1.8% | 12.77% |
| YTD | -2.34% | 16.76% |
| 1Y | 8.26% | 56.84% |
| 3Y (ann.) | 20.98% | 55.31% |
| 5Y (ann.) | 17.59% | 36.89% |
| Metric | 11397264:btcusd:triple_med_gx:lsma100_120 | 11397264:BTCUSD |
|---|---|---|
| Max Drawdown | -39.55% | -67.18% |
| Longest DD Days | 497.0 | 683.0 |
| Avg. Drawdown | -5.5% | -6.61% |
| Avg. Drawdown Days | 33.0 | 33.0 |
| Recovery Factor | 1.83 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-12 | -39.55 | 497 |
| 2025-01-07 | 2025-06-11 | -26.47 | 155 |
| 2024-05-16 | 2024-11-10 | -26.28 | 177 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2023-08-29 | 2023-12-04 | -11.57 | 96 |
| 2023-07-14 | 2023-08-29 | -9.33 | 46 |
| 2024-04-01 | 2024-05-03 | -9.14 | 32 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2023-12-22 | 2024-01-26 | -6.64 | 35 |
| Metric | 11397264:btcusd:triple_med_gx:lsma100_120 | 11397264:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.94% | 35.75% |
| Worst Week | -15.26% | -29.64% |
| Best Month | 17.4% | 43.77% |
| Worst Month | -13.09% | -37.12% |
| Best Year | 45.52% | 155.54% |
| Worst Year | -14.84% | -56.42% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 4.07% | 6.16% |
| Avg. Down Week | -3.1% | -4.45% |
| Avg. Up Month | 7.08% | 13.88% |
| Avg. Down Month | -5.54% | -11.73% |
| Win Days % | 50.12% | 51.28% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 50.82% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |