| Metric | 11372019:btcusd:triple_med_gx:lsma100_20 | 11372019:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -1.28% | 215.41% |
| Max Drawdown | -25.7% | -67.18% |
| Sharpe | 0.04 | 0.45 |
| Sortino | 0.06 | 0.65 |
| Payoff Ratio | 1.03 | 1.01 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.5 | 0.56 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 36.83 | 3.41 |
| Outlier Loss Ratio | 4.01 | 3.43 |
| Volatility (ann.) | 10.14% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.01 | 0.59 |
| Skew | 0.97 | 0.2 |
| Kurtosis | 44.13 | 6.52 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.03% | 2.77% |
| Expected Yearly % | -0.32% | 33.27% |
| Kelly Criterion | -3.11% | 3.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11372019:BTCUSD | 11372019:btcusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -3.62 | 0.06 | + |
| 2023 | 155.54 | 17.62 | 0.11 | - |
| 2024 | 121.00 | 6.01 | 0.05 | - |
| 2025 | 30.14 | -17.85 | -0.59 | - |
| Metric | 11372019:btcusd:triple_med_gx:lsma100_20 | 11372019:BTCUSD |
|---|---|---|
| MTD | 0.75% | 13.36% |
| 3M | -2.98% | 45.08% |
| 6M | -14.01% | 28.47% |
| YTD | -17.85% | 30.14% |
| 1Y | -0.94% | 105.13% |
| 3Y (ann.) | 2.06% | 81.7% |
| 5Y (ann.) | -0.37% | 39.55% |
| Metric | 11372019:btcusd:triple_med_gx:lsma100_20 | 11372019:BTCUSD |
|---|---|---|
| Max Drawdown | -25.7% | -67.18% |
| Longest DD Days | 408.0 | 683.0 |
| Avg. Drawdown | -7.45% | -6.6% |
| Avg. Drawdown Days | 78.0 | 34.0 |
| Recovery Factor | -0.05 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-14 | -25.70 | 408 |
| 2025-01-07 | 2025-07-14 | -23.84 | 188 |
| 2024-06-07 | 2024-11-11 | -22.02 | 157 |
| 2023-04-14 | 2023-12-05 | -17.27 | 235 |
| 2024-03-29 | 2024-05-17 | -8.17 | 49 |
| 2024-01-02 | 2024-03-28 | -5.94 | 86 |
| 2024-12-17 | 2025-01-06 | -4.04 | 19 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-14 | 2024-12-15 | -0.92 | 1 |
| Metric | 11372019:btcusd:triple_med_gx:lsma100_20 | 11372019:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 13.67% | 35.75% |
| Worst Week | -10.29% | -29.64% |
| Best Month | 13.15% | 43.77% |
| Worst Month | -13.05% | -37.12% |
| Best Year | 17.62% | 155.54% |
| Worst Year | -17.85% | -57.08% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.94% | 7.76% |
| Avg. Down Week | -3.21% | -3.56% |
| Avg. Up Month | 5.96% | 17.07% |
| Avg. Down Month | -4.55% | -13.32% |
| Win Days % | 47.66% | 51.34% |
| Win Month % | 43.9% | 61.9% |
| Win Week % | 44.05% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |