| Metric | 11400602:btcusd:triple_med_gx:lsma100_130 | 11400602:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 68.72% | 182.99% |
| Max Drawdown | -45.21% | -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 | 1.19 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 16.53 | 4.04 |
| Outlier Loss Ratio | 4.25 | 4.01 |
| Volatility (ann.) | 16.46% | 26.35% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.37 | 0.54 |
| Skew | 0.67 | 0.2 |
| Kurtosis | 25.3 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.57% |
| Expected Yearly % | 13.97% | 29.7% |
| Kelly Criterion | 3.14% | 3.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.24% |
| Expected Shortfall (cVaR) | -1.4% | -2.24% |
| Year | 11400602:BTCUSD | 11400602:btcusd:triple_med_gx:lsma100_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -29.01 | 0.51 | + |
| 2023 | 155.54 | 50.53 | 0.32 | - |
| 2024 | 121.00 | 43.87 | 0.36 | - |
| 2025 | 16.76 | 9.74 | 0.58 | - |
| Metric | 11400602:btcusd:triple_med_gx:lsma100_130 | 11400602:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.19% | 31.46% |
| 6M | 14.54% | 12.77% |
| YTD | 9.74% | 16.76% |
| 1Y | 27.79% | 56.84% |
| 3Y (ann.) | 20.01% | 55.31% |
| 5Y (ann.) | 16.87% | 36.34% |
| Metric | 11400602:btcusd:triple_med_gx:lsma100_130 | 11400602:BTCUSD |
|---|---|---|
| Max Drawdown | -45.21% | -67.18% |
| Longest DD Days | 754.0 | 683.0 |
| Avg. Drawdown | -5.82% | -6.9% |
| Avg. Drawdown Days | 47.0 | 35.0 |
| Recovery Factor | 1.52 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-03-25 | -45.21 | 754 |
| 2024-05-16 | 2024-10-14 | -20.15 | 150 |
| 2025-01-07 | 2025-06-09 | -17.79 | 153 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-05-03 | -3.49 | 10 |
| 2024-11-10 | 2024-12-04 | -3.07 | 24 |
| Metric | 11400602:btcusd:triple_med_gx:lsma100_130 | 11400602: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 | 17.32% | 43.77% |
| Worst Month | -15.74% | -37.12% |
| Best Year | 50.53% | 155.54% |
| Worst Year | -29.01% | -57.08% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 4.31% | 5.95% |
| Avg. Down Week | -3.05% | -4.74% |
| Avg. Up Month | 7.67% | 14.4% |
| Avg. Down Month | -5.3% | -12.23% |
| Win Days % | 50.31% | 51.31% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 48.21% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |