| Metric | 11371976:btcusd:triple_med_gx:lsma100_20 | 11371976:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 23.11% | 220.31% |
| Max Drawdown | -26.78% | -67.18% |
| Sharpe | 0.2 | 0.45 |
| Sortino | 0.29 | 0.66 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 33.32 | 3.5 |
| Outlier Loss Ratio | 3.93 | 3.39 |
| Volatility (ann.) | 10.52% | 26.14% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.23 | 0.6 |
| Skew | 1.24 | 0.2 |
| Kurtosis | 39.17 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.74% |
| Expected Yearly % | 5.33% | 33.78% |
| Kelly Criterion | 0.48% | 4.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.22% |
| Expected Shortfall (cVaR) | -0.9% | -2.22% |
| Year | 11371976:BTCUSD | 11371976:btcusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 7.13 | -0.13 | + |
| 2023 | 155.54 | 20.78 | 0.13 | - |
| 2024 | 121.00 | 20.70 | 0.17 | - |
| 2025 | 30.14 | -21.18 | -0.70 | - |
| Metric | 11371976:btcusd:triple_med_gx:lsma100_20 | 11371976:BTCUSD |
|---|---|---|
| MTD | 0.78% | 13.36% |
| 3M | -4.05% | 45.08% |
| 6M | -17.17% | 28.47% |
| YTD | -21.18% | 30.14% |
| 1Y | -4.21% | 105.13% |
| 3Y (ann.) | 7.1% | 81.7% |
| 5Y (ann.) | 6.21% | 40.11% |
| Metric | 11371976:btcusd:triple_med_gx:lsma100_20 | 11371976:BTCUSD |
|---|---|---|
| Max Drawdown | -26.78% | -67.18% |
| Longest DD Days | 640.0 | 683.0 |
| Avg. Drawdown | -4.18% | -6.34% |
| Avg. Drawdown Days | 59.0 | 32.0 |
| Recovery Factor | 0.86 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -26.78 | 188 |
| 2022-03-02 | 2023-12-02 | -18.25 | 640 |
| 2024-04-01 | 2024-11-10 | -15.72 | 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 |
| 2024-12-17 | 2025-01-06 | -1.88 | 19 |
| 2024-01-02 | 2024-01-28 | -1.61 | 25 |
| 2024-01-28 | 2024-01-29 | -1.23 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11371976:btcusd:triple_med_gx:lsma100_20 | 11371976:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 13.37% | 35.75% |
| Worst Week | -9.49% | -29.64% |
| Best Month | 14.26% | 43.77% |
| Worst Month | -11.6% | -37.12% |
| Best Year | 20.78% | 155.54% |
| Worst Year | -21.18% | -56.42% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.1% | 7.71% |
| Avg. Down Week | -3.17% | -3.5% |
| Avg. Up Month | 5.64% | 16.96% |
| Avg. Down Month | -3.93% | -12.59% |
| Win Days % | 48.48% | 51.32% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 43.53% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |