| Metric | 11403030:btcusd:triple_med_gx:lsma100_140 | 11403030:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 18.05% | 161.99% |
| Max Drawdown | -17.87% | -67.18% |
| Sharpe | 0.21 | 0.41 |
| Sortino | 0.35 | 0.59 |
| Payoff Ratio | 1.25 | 1.16 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 70.08 | 3.11 |
| Outlier Loss Ratio | 4.3 | 2.94 |
| Volatility (ann.) | 7.06% | 26.28% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.28 | 0.5 |
| Skew | 6.28 | 0.18 |
| Kurtosis | 180.96 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.38% |
| Expected Yearly % | 4.23% | 27.22% |
| Kelly Criterion | -0.36% | 9.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.23% |
| Expected Shortfall (cVaR) | -0.6% | -2.23% |
| Year | 11403030:BTCUSD | 11403030:btcusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 9.84 | -0.16 | + |
| 2023 | 155.54 | 16.74 | 0.11 | - |
| 2024 | 121.00 | -11.05 | -0.09 | - |
| 2025 | 16.76 | 3.49 | 0.21 | - |
| Metric | 11403030:btcusd:triple_med_gx:lsma100_140 | 11403030:BTCUSD |
|---|---|---|
| MTD | 1.14% | 4.16% |
| 3M | 7.46% | 31.46% |
| 6M | 4.13% | 12.77% |
| YTD | 3.49% | 16.76% |
| 1Y | 5.23% | 56.84% |
| 3Y (ann.) | 1.16% | 55.31% |
| 5Y (ann.) | 5.08% | 33.33% |
| Metric | 11403030:btcusd:triple_med_gx:lsma100_140 | 11403030:BTCUSD |
|---|---|---|
| Max Drawdown | -17.87% | -67.18% |
| Longest DD Days | 646.0 | 683.0 |
| Avg. Drawdown | -3.35% | -6.97% |
| Avg. Drawdown Days | 81.0 | 36.0 |
| Recovery Factor | 1.01 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-04 | 2025-06-11 | -17.87 | 646 |
| 2022-04-26 | 2023-03-13 | -8.94 | 321 |
| 2023-06-17 | 2023-08-29 | -5.53 | 73 |
| 2022-02-27 | 2022-02-28 | -4.70 | 1 |
| 2023-04-11 | 2023-05-26 | -4.18 | 44 |
| 2022-04-23 | 2022-04-25 | -2.49 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-03-01 | 2022-03-05 | -0.29 | 4 |
| 2022-03-05 | 2022-04-19 | -0.27 | 44 |
| 2023-09-03 | 2023-09-03 | -0.22 | 0 |
| Metric | 11403030:btcusd:triple_med_gx:lsma100_140 | 11403030:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.01% | 35.75% |
| Worst Week | -6.29% | -29.64% |
| Best Month | 9.14% | 43.77% |
| Worst Month | -11.52% | -37.12% |
| Best Year | 16.74% | 155.54% |
| Worst Year | -11.05% | -60.27% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.68% | -0.75% |
| Avg. Up Week | 1.89% | 8.78% |
| Avg. Down Week | -1.4% | -3.29% |
| Avg. Up Month | 2.32% | 13.03% |
| Avg. Down Month | -3.28% | -10.32% |
| Win Days % | 44.21% | 51.27% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 44.62% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |