| Metric | 11398860:btcusd:triple_med_gx:lsma100_125 | 11398860:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 70.4% | 183.29% |
| Max Drawdown | -38.73% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.47 | 0.62 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.22 | 1.06 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 15.64 | 4.12 |
| Outlier Loss Ratio | 4.25 | 4.14 |
| Volatility (ann.) | 17.39% | 26.34% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.44 | 0.54 |
| Skew | 0.75 | 0.2 |
| Kurtosis | 22.94 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.31% | 2.57% |
| Expected Yearly % | 14.25% | 29.73% |
| Kelly Criterion | 2.78% | 3.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.24% |
| Expected Shortfall (cVaR) | -1.48% | -2.24% |
| Year | 11398860:BTCUSD | 11398860:btcusd:triple_med_gx:lsma100_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -22.49 | 0.39 | + |
| 2023 | 155.54 | 59.03 | 0.38 | - |
| 2024 | 121.00 | 46.92 | 0.39 | - |
| 2025 | 16.76 | -5.90 | -0.35 | - |
| Metric | 11398860:btcusd:triple_med_gx:lsma100_125 | 11398860:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 13.28% | 31.46% |
| 6M | 2.62% | 12.77% |
| YTD | -5.9% | 16.76% |
| 1Y | 16.98% | 56.84% |
| 3Y (ann.) | 21.52% | 55.31% |
| 5Y (ann.) | 17.2% | 36.34% |
| Metric | 11398860:btcusd:triple_med_gx:lsma100_125 | 11398860:BTCUSD |
|---|---|---|
| Max Drawdown | -38.73% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -5.87% | -6.73% |
| Avg. Drawdown Days | 35.0 | 34.0 |
| Recovery Factor | 1.82 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -38.73 | 475 |
| 2025-01-07 | 2025-06-11 | -28.31 | 155 |
| 2024-05-16 | 2024-11-06 | -26.85 | 173 |
| 2023-07-14 | 2023-12-04 | -13.55 | 143 |
| 2022-02-05 | 2022-02-27 | -11.88 | 22 |
| 2023-12-22 | 2024-03-20 | -11.81 | 89 |
| 2024-04-01 | 2024-04-22 | -8.20 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-04-23 | 2024-05-03 | -6.50 | 10 |
| Metric | 11398860:btcusd:triple_med_gx:lsma100_125 | 11398860:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.32% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 16.57% | 43.77% |
| Worst Month | -15.74% | -37.12% |
| Best Year | 59.03% | 155.54% |
| Worst Year | -22.49% | -57.04% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.42% | 6.1% |
| Avg. Down Week | -2.98% | -4.11% |
| Avg. Up Month | 6.69% | 13.37% |
| Avg. Down Month | -5.57% | -12.59% |
| Win Days % | 50.15% | 51.3% |
| Win Month % | 56.1% | 60.98% |
| Win Week % | 49.57% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |