| Metric | 11370477:btcusd:triple_med_gx:lsma100_10 | 11370477:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 9.08% | 220.31% |
| Max Drawdown | -30.64% | -67.18% |
| Sharpe | 0.11 | 0.45 |
| Sortino | 0.17 | 0.66 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.06 | 1.08 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.02 | 1.0 |
| Outlier Win Ratio | 32.26 | 3.45 |
| Outlier Loss Ratio | 4.02 | 3.39 |
| Volatility (ann.) | 10.83% | 26.14% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.08 | 0.6 |
| Skew | 1.51 | 0.2 |
| Kurtosis | 49.43 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.74% |
| Expected Yearly % | 2.2% | 33.78% |
| Kelly Criterion | -2.55% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11370477:BTCUSD | 11370477:btcusd:triple_med_gx:lsma100_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -12.19 | 0.22 | + |
| 2023 | 155.54 | 34.99 | 0.22 | - |
| 2024 | 121.00 | 18.61 | 0.15 | - |
| 2025 | 30.14 | -22.42 | -0.74 | - |
| Metric | 11370477:btcusd:triple_med_gx:lsma100_10 | 11370477:BTCUSD |
|---|---|---|
| MTD | -1.93% | 13.36% |
| 3M | -6.01% | 45.08% |
| 6M | -20.79% | 28.47% |
| YTD | -22.42% | 30.14% |
| 1Y | -11.52% | 105.13% |
| 3Y (ann.) | 5.7% | 81.7% |
| 5Y (ann.) | 2.55% | 40.11% |
| Metric | 11370477:btcusd:triple_med_gx:lsma100_10 | 11370477:BTCUSD |
|---|---|---|
| Max Drawdown | -30.64% | -67.18% |
| Longest DD Days | 643.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.34% |
| Avg. Drawdown Days | 57.0 | 32.0 |
| Recovery Factor | 0.3 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-05 | -30.64 | 643 |
| 2025-01-07 | 2025-07-14 | -26.60 | 188 |
| 2024-03-05 | 2024-11-10 | -15.80 | 250 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-12-17 | 2025-01-05 | -1.65 | 18 |
| 2024-01-02 | 2024-01-28 | -1.58 | 25 |
| 2024-01-28 | 2024-01-29 | -1.23 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11370477:btcusd:triple_med_gx:lsma100_10 | 11370477:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.63% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 14.26% | 43.77% |
| Worst Month | -17.83% | -37.12% |
| Best Year | 34.99% | 155.54% |
| Worst Year | -22.42% | -56.42% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 4.03% | 8.04% |
| Avg. Down Week | -3.04% | -3.21% |
| Avg. Up Month | 6.01% | 16.09% |
| Avg. Down Month | -6.11% | -13.01% |
| Win Days % | 47.36% | 51.32% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 46.15% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |