| Metric | 11371160:btcusd:triple_med_gx:lsma100_15 | 11371160:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 15.62% | 233.23% |
| Max Drawdown | -34.02% | -67.18% |
| Sharpe | 0.15 | 0.46 |
| Sortino | 0.22 | 0.67 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 31.12 | 3.55 |
| Outlier Loss Ratio | 4.06 | 3.48 |
| Volatility (ann.) | 11.08% | 26.12% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.13 | 0.62 |
| Skew | 1.23 | 0.2 |
| Kurtosis | 45.71 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.84% |
| Expected Yearly % | 3.69% | 35.11% |
| Kelly Criterion | 0.04% | 5.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.22% |
| Expected Shortfall (cVaR) | -0.95% | -2.22% |
| Year | 11371160:BTCUSD | 11371160:btcusd:triple_med_gx:lsma100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -22.14 | 0.41 | + |
| 2023 | 155.54 | 55.11 | 0.35 | - |
| 2024 | 121.00 | 24.69 | 0.20 | - |
| 2025 | 30.14 | -23.22 | -0.77 | - |
| Metric | 11371160:btcusd:triple_med_gx:lsma100_15 | 11371160:BTCUSD |
|---|---|---|
| MTD | 0.51% | 13.36% |
| 3M | -1.81% | 45.08% |
| 6M | -20.29% | 28.47% |
| YTD | -23.22% | 30.14% |
| 1Y | -4.57% | 105.13% |
| 3Y (ann.) | 11.59% | 81.7% |
| 5Y (ann.) | 4.28% | 41.6% |
| Metric | 11371160:btcusd:triple_med_gx:lsma100_15 | 11371160:BTCUSD |
|---|---|---|
| Max Drawdown | -34.02% | -67.18% |
| Longest DD Days | 625.0 | 683.0 |
| Avg. Drawdown | -5.17% | -6.05% |
| Avg. Drawdown Days | 59.0 | 31.0 |
| Recovery Factor | 0.46 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2023-10-23 | -34.02 | 625 |
| 2025-01-07 | 2025-07-14 | -30.10 | 188 |
| 2024-03-05 | 2024-11-07 | -14.95 | 247 |
| 2024-01-09 | 2024-03-04 | -8.70 | 55 |
| 2022-02-01 | 2022-02-04 | -5.55 | 3 |
| 2023-11-25 | 2023-12-01 | -2.22 | 6 |
| 2023-12-05 | 2024-01-08 | -1.30 | 34 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2025-01-03 | -0.96 | 17 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| Metric | 11371160:btcusd:triple_med_gx:lsma100_15 | 11371160:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -13.61% | -29.64% |
| Best Month | 16.05% | 43.77% |
| Worst Month | -12.13% | -37.12% |
| Best Year | 55.11% | 155.54% |
| Worst Year | -23.22% | -54.66% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 3.38% | 8.16% |
| Avg. Down Week | -3.26% | -2.49% |
| Avg. Up Month | 5.52% | 16.37% |
| Avg. Down Month | -4.47% | -12.59% |
| Win Days % | 48.2% | 51.3% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 49.46% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |