| Metric | 11371199:btcusd:triple_med_gx:lsma100_15 | 11371199:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 21.15% | 220.31% |
| Max Drawdown | -30.48% | -67.18% |
| Sharpe | 0.18 | 0.45 |
| Sortino | 0.27 | 0.66 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 31.79 | 3.44 |
| Outlier Loss Ratio | 3.97 | 3.42 |
| Volatility (ann.) | 10.88% | 26.14% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.19 | 0.6 |
| Skew | 1.5 | 0.2 |
| Kurtosis | 48.76 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.45% | 2.74% |
| Expected Yearly % | 4.91% | 33.78% |
| Kelly Criterion | -0.25% | 5.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11371199:BTCUSD | 11371199:btcusd:triple_med_gx:lsma100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -6.59 | 0.12 | + |
| 2023 | 155.54 | 41.75 | 0.27 | - |
| 2024 | 121.00 | 21.98 | 0.18 | - |
| 2025 | 30.14 | -24.99 | -0.83 | - |
| Metric | 11371199:btcusd:triple_med_gx:lsma100_15 | 11371199:BTCUSD |
|---|---|---|
| MTD | 0.78% | 13.36% |
| 3M | -5.71% | 45.08% |
| 6M | -22.08% | 28.47% |
| YTD | -24.99% | 30.14% |
| 1Y | -8.03% | 105.13% |
| 3Y (ann.) | 8.72% | 81.7% |
| 5Y (ann.) | 5.72% | 40.11% |
| Metric | 11371199:btcusd:triple_med_gx:lsma100_15 | 11371199:BTCUSD |
|---|---|---|
| Max Drawdown | -30.48% | -67.18% |
| Longest DD Days | 600.0 | 683.0 |
| Avg. Drawdown | -3.9% | -6.34% |
| Avg. Drawdown Days | 44.0 | 32.0 |
| Recovery Factor | 0.69 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -30.48 | 188 |
| 2022-03-02 | 2023-10-23 | -26.81 | 600 |
| 2024-04-01 | 2024-11-10 | -18.11 | 223 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2023-11-25 | 2023-12-01 | -1.85 | 6 |
| 2024-12-17 | 2025-01-05 | -1.65 | 18 |
| 2024-01-02 | 2024-01-28 | -1.43 | 25 |
| 2024-01-28 | 2024-01-29 | -1.23 | 1 |
| Metric | 11371199:btcusd:triple_med_gx:lsma100_15 | 11371199:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.88% | 35.75% |
| Worst Week | -12.99% | -29.64% |
| Best Month | 14.74% | 43.77% |
| Worst Month | -14.84% | -37.12% |
| Best Year | 41.75% | 155.54% |
| Worst Year | -24.99% | -56.42% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 4.3% | 7.9% |
| Avg. Down Week | -2.84% | -3.27% |
| Avg. Up Month | 5.91% | 16.21% |
| Avg. Down Month | -4.72% | -12.59% |
| Win Days % | 48.28% | 51.32% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 43.18% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |