| Metric | 11398914:btcusd:triple_med_gx:lsma100_125 | 11398914:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 70.12% | 183.29% |
| Max Drawdown | -41.26% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.47 | 0.62 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 15.89 | 4.1 |
| Outlier Loss Ratio | 4.23 | 4.07 |
| Volatility (ann.) | 17.02% | 26.34% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.42 | 0.54 |
| Skew | 0.67 | 0.2 |
| Kurtosis | 23.32 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.3% | 2.57% |
| Expected Yearly % | 14.21% | 29.73% |
| Kelly Criterion | 2.84% | 3.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.24% |
| Expected Shortfall (cVaR) | -1.45% | -2.24% |
| Year | 11398914:BTCUSD | 11398914:btcusd:triple_med_gx:lsma100_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -19.24 | 0.34 | + |
| 2023 | 155.54 | 39.93 | 0.26 | - |
| 2024 | 121.00 | 38.77 | 0.32 | - |
| 2025 | 16.76 | 8.47 | 0.51 | - |
| Metric | 11398914:btcusd:triple_med_gx:lsma100_125 | 11398914:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.46% | 31.46% |
| 6M | 13.94% | 12.77% |
| YTD | 8.47% | 16.76% |
| 1Y | 20.96% | 56.84% |
| 3Y (ann.) | 22.42% | 55.31% |
| 5Y (ann.) | 17.14% | 36.34% |
| Metric | 11398914:btcusd:triple_med_gx:lsma100_125 | 11398914:BTCUSD |
|---|---|---|
| Max Drawdown | -41.26% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -6.18% | -6.73% |
| Avg. Drawdown Days | 42.0 | 34.0 |
| Recovery Factor | 1.7 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -41.26 | 498 |
| 2024-05-16 | 2024-11-10 | -24.99 | 177 |
| 2025-01-07 | 2025-06-09 | -19.62 | 153 |
| 2023-07-14 | 2024-01-27 | -15.26 | 197 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-01 | 2024-05-03 | -9.14 | 32 |
| 2024-01-31 | 2024-03-25 | -8.20 | 53 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2022-02-21 | 2022-02-23 | -4.66 | 1 |
| Metric | 11398914:btcusd:triple_med_gx:lsma100_125 | 11398914:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.94% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 17.03% | 43.77% |
| Worst Month | -15.74% | -37.12% |
| Best Year | 39.93% | 155.54% |
| Worst Year | -19.24% | -57.04% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 4.27% | 6.01% |
| Avg. Down Week | -3.21% | -4.27% |
| Avg. Up Month | 8.16% | 14.71% |
| Avg. Down Month | -4.87% | -12.0% |
| Win Days % | 50.2% | 51.3% |
| Win Month % | 46.34% | 60.98% |
| Win Week % | 50.43% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |