| Metric | 11371220:btcusd:triple_med_gx:lsma100_15 | 11371220:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 5.75% | 215.74% |
| Max Drawdown | -27.04% | -67.18% |
| Sharpe | 0.09 | 0.45 |
| Sortino | 0.13 | 0.65 |
| Payoff Ratio | 1.03 | 1.03 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 32.49 | 3.43 |
| Outlier Loss Ratio | 3.98 | 3.53 |
| Volatility (ann.) | 10.87% | 26.13% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.06 | 0.59 |
| Skew | 0.73 | 0.2 |
| Kurtosis | 41.28 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.78% |
| Expected Yearly % | 1.41% | 33.3% |
| Kelly Criterion | -1.92% | 4.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11371220:BTCUSD | 11371220:btcusd:triple_med_gx:lsma100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 4.36 | -0.08 | + |
| 2023 | 155.54 | 17.35 | 0.11 | - |
| 2024 | 121.00 | 7.72 | 0.06 | - |
| 2025 | 30.14 | -19.83 | -0.66 | - |
| Metric | 11371220:btcusd:triple_med_gx:lsma100_15 | 11371220:BTCUSD |
|---|---|---|
| MTD | 0.78% | 13.36% |
| 3M | -2.98% | 45.08% |
| 6M | -16.53% | 28.47% |
| YTD | -19.83% | 30.14% |
| 1Y | -1.71% | 105.13% |
| 3Y (ann.) | 4.67% | 81.7% |
| 5Y (ann.) | 1.63% | 39.56% |
| Metric | 11371220:btcusd:triple_med_gx:lsma100_15 | 11371220:BTCUSD |
|---|---|---|
| Max Drawdown | -27.04% | -67.18% |
| Longest DD Days | 545.0 | 683.0 |
| Avg. Drawdown | -7.2% | -6.45% |
| Avg. Drawdown Days | 85.0 | 33.0 |
| Recovery Factor | 0.21 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2024-12-15 | -27.04 | 285 |
| 2025-01-07 | 2025-07-14 | -25.53 | 188 |
| 2022-03-02 | 2023-08-29 | -22.67 | 545 |
| 2023-08-29 | 2023-12-05 | -9.73 | 97 |
| 2024-12-17 | 2025-01-06 | -4.26 | 19 |
| 2024-01-02 | 2024-01-31 | -4.19 | 29 |
| 2024-01-31 | 2024-03-03 | -3.81 | 32 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2022-02-05 | 2022-02-06 | -0.51 | 0 |
| Metric | 11371220:btcusd:triple_med_gx:lsma100_15 | 11371220:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.57% | 35.75% |
| Worst Week | -11.67% | -29.64% |
| Best Month | 15.83% | 43.77% |
| Worst Month | -12.54% | -37.12% |
| Best Year | 17.35% | 155.54% |
| Worst Year | -19.83% | -57.04% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 3.81% | 7.09% |
| Avg. Down Week | -3.41% | -3.23% |
| Avg. Up Month | 6.19% | 16.89% |
| Avg. Down Month | -4.82% | -12.59% |
| Win Days % | 48.34% | 51.33% |
| Win Month % | 43.9% | 61.9% |
| Win Week % | 47.19% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |