| Metric | 11430253:btcusd:triple_med_gx:lsma100_110 | 11430253:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 108.22% | 133.45% |
| Max Drawdown | -36.25% | -67.18% |
| Sharpe | 0.4 | 0.38 |
| Sortino | 0.61 | 0.56 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.21 | 1.04 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 13.75 | 4.26 |
| Outlier Loss Ratio | 4.27 | 4.16 |
| Volatility (ann.) | 18.78% | 26.61% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.72 | 0.46 |
| Skew | 0.94 | 0.18 |
| Kurtosis | 20.23 | 6.28 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.85% | 2.14% |
| Expected Yearly % | 20.12% | 23.61% |
| Kelly Criterion | 3.32% | 4.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -2.26% |
| Expected Shortfall (cVaR) | -1.6% | -2.26% |
| Year | 11430253:BTCUSD | 11430253:btcusd:triple_med_gx:lsma100_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -8.64 | 0.16 | + |
| 2023 | 155.54 | 77.73 | 0.50 | - |
| 2024 | 121.00 | 36.16 | 0.30 | - |
| 2025 | -8.83 | -5.83 | 0.66 | + |
| Metric | 11430253:btcusd:triple_med_gx:lsma100_110 | 11430253:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.12% |
| 3M | -5.08% | -8.11% |
| 6M | 24.31% | 34.45% |
| YTD | -5.83% | -8.83% |
| 1Y | 5.41% | 19.39% |
| 3Y (ann.) | 23.94% | 23.16% |
| 5Y (ann.) | 25.98% | 30.6% |
| Metric | 11430253:btcusd:triple_med_gx:lsma100_110 | 11430253:BTCUSD |
|---|---|---|
| Max Drawdown | -36.25% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -5.06% | -6.16% |
| Avg. Drawdown Days | 28.0 | 30.0 |
| Recovery Factor | 2.99 | 1.99 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -36.25 | 475 |
| 2024-04-01 | 2024-11-06 | -32.17 | 219 |
| 2025-01-07 | 2025-04-01 | -20.79 | 84 |
| 2022-02-05 | 2022-02-28 | -14.07 | 22 |
| 2023-07-14 | 2023-10-24 | -10.50 | 102 |
| 2024-03-05 | 2024-03-25 | -9.38 | 20 |
| 2024-01-13 | 2024-01-28 | -8.14 | 15 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2023-12-22 | 2024-01-08 | -5.33 | 17 |
| Metric | 11430253:btcusd:triple_med_gx:lsma100_110 | 11430253:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.14% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 15.25% | 43.77% |
| Worst Month | -12.16% | -37.12% |
| Best Year | 77.73% | 155.54% |
| Worst Year | -8.64% | -54.66% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 4.73% | 6.39% |
| Avg. Down Week | -2.64% | -4.41% |
| Avg. Up Month | 7.92% | 14.82% |
| Avg. Down Month | -5.84% | -13.15% |
| Win Days % | 50.12% | 51.1% |
| Win Month % | 60.53% | 60.0% |
| Win Week % | 46.46% | 50.0% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 50.0% | 50.0% |