| Metric | 12398279:btcusd:triple_med_gx:lsma100_60 | 12398279:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 5.3% | 107.37% |
| Max Drawdown | -29.34% | -62.62% |
| Sharpe | 0.19 | 0.73 |
| Sortino | 0.3 | 1.07 |
| Payoff Ratio | 1.48 | 1.25 |
| Profit Factor | 1.09 | 1.12 |
| Common Sense Ratio | 0.08 | 1.27 |
| CPC Index | 0.61 | 0.68 |
| Tail Ratio | 0.07 | 1.13 |
| Outlier Win Ratio | 50.69 | 2.82 |
| Outlier Loss Ratio | 4.35 | 2.83 |
| Volatility (ann.) | 17.19% | 53.47% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.06 | 0.45 |
| Skew | 2.89 | -0.1 |
| Kurtosis | 59.69 | 4.1 |
| Expected Daily % | 0.0% | 0.07% |
| Expected Monthly % | 0.14% | 2.05% |
| Expected Yearly % | 1.3% | 20.0% |
| Kelly Criterion | -4.71% | 7.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -4.5% |
| Expected Shortfall (cVaR) | -1.47% | -4.5% |
| Year | 12398279:BTCUSD | 12398279:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | 5.28 | -0.09 | + |
| 2023 | 155.54 | 10.76 | 0.07 | - |
| 2024 | 121.00 | -12.72 | -0.11 | - |
| 2025 | -6.34 | 3.46 | -0.55 | + |
| Metric | 12398279:btcusd:triple_med_gx:lsma100_60 | 12398279:BTCUSD |
|---|---|---|
| MTD | 3.07% | 3.72% |
| 3M | 3.46% | -8.05% |
| 6M | 13.92% | 37.53% |
| YTD | 3.46% | -6.34% |
| 1Y | -12.16% | 30.1% |
| 3Y (ann.) | 1.76% | 27.95% |
| 5Y (ann.) | 1.76% | 27.95% |
| Metric | 12398279:btcusd:triple_med_gx:lsma100_60 | 12398279:BTCUSD |
|---|---|---|
| Max Drawdown | -29.34% | -62.62% |
| Longest DD Days | 358.0 | 603.0 |
| Avg. Drawdown | -7.66% | -9.21% |
| Avg. Drawdown Days | 147.0 | 49.0 |
| Recovery Factor | 0.18 | 1.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-03-25 | -29.34 | 358 |
| 2022-06-01 | 2023-02-15 | -8.55 | 259 |
| 2023-02-21 | 2024-01-29 | -7.76 | 342 |
| 2023-02-16 | 2023-02-17 | -3.32 | 1 |
| 2022-05-25 | 2022-05-29 | -1.62 | 4 |
| 2024-01-30 | 2024-03-31 | -1.58 | 61 |
| 2023-02-19 | 2023-02-20 | -1.44 | 1 |
| Metric | 12398279:btcusd:triple_med_gx:lsma100_60 | 12398279:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -7.22% | -15.42% |
| Best Week | 12.59% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 9.34% | 43.77% |
| Worst Month | -12.12% | -37.12% |
| Best Year | 10.76% | 155.54% |
| Worst Year | -12.72% | -60.79% |
| Avg. Up Day | 2.09% | 2.15% |
| Avg. Down Day | -1.41% | -1.73% |
| Avg. Up Week | 2.74% | 4.82% |
| Avg. Down Week | -2.42% | -4.3% |
| Avg. Up Month | 2.67% | 9.57% |
| Avg. Down Month | -4.96% | -12.62% |
| Win Days % | 37.5% | 48.93% |
| Win Month % | 65.22% | 58.33% |
| Win Week % | 51.22% | 50.0% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 75.0% | 50.0% |