| Metric | 11371144:btcusd:triple_med_gx:lsma100_15 | 11371144:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 9.74% | 237.48% |
| Max Drawdown | -34.68% | -67.18% |
| Sharpe | 0.12 | 0.47 |
| Sortino | 0.17 | 0.68 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 29.89 | 3.54 |
| Outlier Loss Ratio | 4.17 | 3.53 |
| Volatility (ann.) | 11.3% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.08 | 0.63 |
| Skew | 0.9 | 0.2 |
| Kurtosis | 44.21 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.87% |
| Expected Yearly % | 2.35% | 35.54% |
| Kelly Criterion | -1.51% | 5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.22% |
| Expected Shortfall (cVaR) | -0.97% | -2.22% |
| Year | 11371144:BTCUSD | 11371144:btcusd:triple_med_gx:lsma100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -23.95 | 0.44 | + |
| 2023 | 155.54 | 58.70 | 0.38 | - |
| 2024 | 121.00 | 14.68 | 0.12 | - |
| 2025 | 30.14 | -20.71 | -0.69 | - |
| Metric | 11371144:btcusd:triple_med_gx:lsma100_15 | 11371144:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -0.47% | 45.08% |
| 6M | -18.2% | 28.47% |
| YTD | -20.71% | 30.14% |
| 1Y | -8.4% | 105.13% |
| 3Y (ann.) | 9.55% | 81.7% |
| 5Y (ann.) | 2.72% | 42.08% |
| Metric | 11371144:btcusd:triple_med_gx:lsma100_15 | 11371144:BTCUSD |
|---|---|---|
| Max Drawdown | -34.68% | -67.18% |
| Longest DD Days | 625.0 | 683.0 |
| Avg. Drawdown | -4.8% | -5.84% |
| Avg. Drawdown Days | 53.0 | 29.0 |
| Recovery Factor | 0.28 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2023-10-23 | -34.68 | 625 |
| 2025-01-07 | 2025-07-14 | -27.85 | 188 |
| 2024-03-05 | 2024-10-16 | -13.73 | 225 |
| 2024-01-11 | 2024-03-04 | -8.52 | 52 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-11-09 | 2024-12-16 | -5.05 | 37 |
| 2023-11-11 | 2023-12-01 | -2.39 | 20 |
| 2024-10-16 | 2024-10-29 | -1.61 | 12 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-01-07 | 2024-01-08 | -0.98 | 0 |
| Metric | 11371144:btcusd:triple_med_gx:lsma100_15 | 11371144:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -12.47% | -29.64% |
| Best Month | 20.62% | 43.77% |
| Worst Month | -11.44% | -37.12% |
| Best Year | 58.7% | 155.54% |
| Worst Year | -23.95% | -54.08% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 3.56% | 7.96% |
| Avg. Down Week | -3.16% | -2.99% |
| Avg. Up Month | 5.94% | 16.32% |
| Avg. Down Month | -5.12% | -12.36% |
| Win Days % | 48.04% | 51.31% |
| Win Month % | 46.51% | 62.79% |
| Win Week % | 46.53% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |