| Metric | 11405924:btcusd:triple_med_gx:lsma100_145 | 11405924:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 147.08% | 185.15% |
| Max Drawdown | -33.19% | -67.18% |
| Sharpe | 0.51 | 0.42 |
| Sortino | 0.8 | 0.61 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 18.06 | 4.01 |
| Outlier Loss Ratio | 4.3 | 3.91 |
| Volatility (ann.) | 14.94% | 26.06% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.9 | 0.53 |
| Skew | 1.4 | 0.18 |
| Kurtosis | 25.13 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.18% | 2.53% |
| Expected Yearly % | 25.37% | 29.95% |
| Kelly Criterion | 5.36% | 5.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.21% |
| Expected Shortfall (cVaR) | -1.27% | -2.21% |
| Year | 11405924:BTCUSD | 11405924:btcusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -9.38 | 0.16 | + |
| 2023 | 155.54 | 67.42 | 0.43 | - |
| 2024 | 121.00 | 58.67 | 0.48 | - |
| 2025 | 27.10 | 2.63 | 0.10 | - |
| Metric | 11405924:btcusd:triple_med_gx:lsma100_145 | 11405924:BTCUSD |
|---|---|---|
| MTD | -0.32% | 10.71% |
| 3M | 5.51% | 41.88% |
| 6M | 2.15% | 22.91% |
| YTD | 2.63% | 27.1% |
| 1Y | 46.4% | 82.29% |
| 3Y (ann.) | 39.35% | 77.48% |
| 5Y (ann.) | 30.04% | 35.56% |
| Metric | 11405924:btcusd:triple_med_gx:lsma100_145 | 11405924:BTCUSD |
|---|---|---|
| Max Drawdown | -33.19% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -4.06% | -6.94% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 4.43 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -33.19 | 377 |
| 2025-01-07 | 2025-07-17 | -17.50 | 191 |
| 2024-06-05 | 2024-09-13 | -14.56 | 100 |
| 2023-04-26 | 2023-06-21 | -13.24 | 55 |
| 2023-07-14 | 2023-12-04 | -12.15 | 143 |
| 2024-04-23 | 2024-05-04 | -8.43 | 11 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-01-02 | 2024-01-27 | -7.76 | 25 |
| 2024-09-17 | 2024-10-14 | -6.55 | 26 |
| Metric | 11405924:btcusd:triple_med_gx:lsma100_145 | 11405924:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 23.65% | 35.75% |
| Worst Week | -8.44% | -29.64% |
| Best Month | 26.33% | 43.77% |
| Worst Month | -12.36% | -37.12% |
| Best Year | 67.42% | 155.54% |
| Worst Year | -9.38% | -60.27% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.65% | 5.88% |
| Avg. Down Week | -2.65% | -4.22% |
| Avg. Up Month | 8.3% | 13.66% |
| Avg. Down Month | -4.54% | -11.98% |
| Win Days % | 50.69% | 51.3% |
| Win Month % | 54.76% | 61.9% |
| Win Week % | 51.38% | 51.37% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |