| Metric | 11370439:btcusd:triple_med_gx:lsma100_10 | 11370439:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 20.14% | 233.23% |
| Max Drawdown | -34.37% | -67.18% |
| Sharpe | 0.17 | 0.46 |
| Sortino | 0.26 | 0.67 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.15 | 1.08 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 30.56 | 3.53 |
| Outlier Loss Ratio | 4.11 | 3.51 |
| Volatility (ann.) | 11.15% | 26.12% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.16 | 0.62 |
| Skew | 1.2 | 0.2 |
| Kurtosis | 45.23 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.84% |
| Expected Yearly % | 4.69% | 35.11% |
| Kelly Criterion | -0.04% | 4.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.22% |
| Expected Shortfall (cVaR) | -0.95% | -2.22% |
| Year | 11370439:BTCUSD | 11370439:btcusd:triple_med_gx:lsma100_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -20.20 | 0.37 | + |
| 2023 | 155.54 | 56.80 | 0.37 | - |
| 2024 | 121.00 | 23.66 | 0.20 | - |
| 2025 | 30.14 | -22.36 | -0.74 | - |
| Metric | 11370439:btcusd:triple_med_gx:lsma100_10 | 11370439:BTCUSD |
|---|---|---|
| MTD | -2.19% | 13.36% |
| 3M | -6.83% | 45.08% |
| 6M | -20.77% | 28.47% |
| YTD | -22.36% | 30.14% |
| 1Y | -6.94% | 105.13% |
| 3Y (ann.) | 12.39% | 81.7% |
| 5Y (ann.) | 5.45% | 41.6% |
| Metric | 11370439:btcusd:triple_med_gx:lsma100_10 | 11370439:BTCUSD |
|---|---|---|
| Max Drawdown | -34.37% | -67.18% |
| Longest DD Days | 600.0 | 683.0 |
| Avg. Drawdown | -5.33% | -6.05% |
| Avg. Drawdown Days | 59.0 | 31.0 |
| Recovery Factor | 0.59 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-10-23 | -34.37 | 600 |
| 2025-01-07 | 2025-07-14 | -28.06 | 188 |
| 2024-03-05 | 2024-10-15 | -13.20 | 224 |
| 2024-01-09 | 2024-03-04 | -8.70 | 55 |
| 2022-02-01 | 2022-02-04 | -5.55 | 3 |
| 2024-12-05 | 2024-12-16 | -4.65 | 10 |
| 2023-11-24 | 2023-12-03 | -2.43 | 9 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2023-12-05 | 2024-01-08 | -1.30 | 34 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11370439:btcusd:triple_med_gx:lsma100_10 | 11370439:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 16.8% | 43.77% |
| Worst Month | -14.96% | -37.12% |
| Best Year | 56.8% | 155.54% |
| Worst Year | -22.36% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.46% | 8.26% |
| Avg. Down Week | -2.84% | -2.48% |
| Avg. Up Month | 6.06% | 16.55% |
| Avg. Down Month | -5.23% | -13.01% |
| Win Days % | 48.59% | 51.3% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 49.47% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |