| Metric | 11370423:btcusd:triple_med_gx:lsma100_10 | 11370423:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 25.51% | 237.48% |
| Max Drawdown | -33.5% | -67.18% |
| Sharpe | 0.2 | 0.47 |
| Sortino | 0.3 | 0.68 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 28.52 | 3.59 |
| Outlier Loss Ratio | 4.18 | 3.53 |
| Volatility (ann.) | 11.62% | 26.13% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.2 | 0.63 |
| Skew | 1.1 | 0.2 |
| Kurtosis | 42.84 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.87% |
| Expected Yearly % | 5.84% | 35.54% |
| Kelly Criterion | -0.04% | 4.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.22% |
| Expected Shortfall (cVaR) | -0.99% | -2.22% |
| Year | 11370423:BTCUSD | 11370423:btcusd:triple_med_gx:lsma100_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -20.38 | 0.38 | + |
| 2023 | 155.54 | 67.25 | 0.43 | - |
| 2024 | 121.00 | 18.40 | 0.15 | - |
| 2025 | 30.14 | -20.40 | -0.68 | - |
| Metric | 11370423:btcusd:triple_med_gx:lsma100_10 | 11370423:BTCUSD |
|---|---|---|
| MTD | 0.28% | 13.36% |
| 3M | -1.86% | 45.08% |
| 6M | -18.92% | 28.47% |
| YTD | -20.4% | 30.14% |
| 1Y | -6.29% | 105.13% |
| 3Y (ann.) | 13.02% | 81.7% |
| 5Y (ann.) | 6.78% | 42.08% |
| Metric | 11370423:btcusd:triple_med_gx:lsma100_10 | 11370423:BTCUSD |
|---|---|---|
| Max Drawdown | -33.5% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.28% | -5.84% |
| Avg. Drawdown Days | 41.0 | 29.0 |
| Recovery Factor | 0.76 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -33.50 | 476 |
| 2025-01-07 | 2025-07-14 | -29.96 | 188 |
| 2024-03-05 | 2024-10-15 | -12.88 | 224 |
| 2023-06-22 | 2023-10-21 | -9.18 | 121 |
| 2024-01-11 | 2024-03-04 | -8.52 | 52 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-11-09 | 2024-12-16 | -5.01 | 37 |
| 2023-11-24 | 2023-12-04 | -3.56 | 9 |
| 2022-02-26 | 2022-03-01 | -2.04 | 3 |
| 2024-10-16 | 2024-10-29 | -1.61 | 12 |
| Metric | 11370423:btcusd:triple_med_gx:lsma100_10 | 11370423:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -13.7% | -29.64% |
| Best Month | 20.53% | 43.77% |
| Worst Month | -15.85% | -37.12% |
| Best Year | 67.25% | 155.54% |
| Worst Year | -20.4% | -54.08% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.86% | 7.63% |
| Avg. Down Week | -2.91% | -2.77% |
| Avg. Up Month | 6.42% | 15.68% |
| Avg. Down Month | -5.88% | -12.35% |
| Win Days % | 48.62% | 51.31% |
| Win Month % | 51.16% | 62.79% |
| Win Week % | 49.06% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |