| Metric | 11373626:btcusd:triple_med_gx:lsma100_30 | 11373626:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 36.56% | 237.48% |
| Max Drawdown | -33.05% | -67.18% |
| Sharpe | 0.27 | 0.47 |
| Sortino | 0.4 | 0.68 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.3 | 1.08 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 32.82 | 3.47 |
| Outlier Loss Ratio | 4.17 | 3.38 |
| Volatility (ann.) | 10.41% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.28 | 0.63 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 42.93 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.87% |
| Expected Yearly % | 8.1% | 35.54% |
| Kelly Criterion | 1.76% | 5.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11373626:BTCUSD | 11373626:btcusd:triple_med_gx:lsma100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 4.33 | -0.08 | + |
| 2023 | 155.54 | 48.04 | 0.31 | - |
| 2024 | 121.00 | 21.65 | 0.18 | - |
| 2025 | 30.14 | -27.32 | -0.91 | - |
| Metric | 11373626:btcusd:triple_med_gx:lsma100_30 | 11373626:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -4.53% | 45.08% |
| 6M | -24.81% | 28.47% |
| YTD | -27.32% | 30.14% |
| 1Y | -18.85% | 105.13% |
| 3Y (ann.) | 9.68% | 81.7% |
| 5Y (ann.) | 9.41% | 42.08% |
| Metric | 11373626:btcusd:triple_med_gx:lsma100_30 | 11373626:BTCUSD |
|---|---|---|
| Max Drawdown | -33.05% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -3.89% | -5.84% |
| Avg. Drawdown Days | 38.0 | 29.0 |
| Recovery Factor | 1.11 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -33.05 | 188 |
| 2022-03-02 | 2023-06-20 | -18.52 | 475 |
| 2024-03-05 | 2024-06-07 | -8.83 | 94 |
| 2023-08-29 | 2023-10-21 | -8.76 | 52 |
| 2024-01-11 | 2024-03-04 | -8.23 | 52 |
| 2024-07-11 | 2024-10-14 | -8.20 | 95 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-12-09 | 2024-12-16 | -4.29 | 7 |
| 2023-08-02 | 2023-08-29 | -3.46 | 27 |
| 2024-06-07 | 2024-07-11 | -3.38 | 33 |
| Metric | 11373626:btcusd:triple_med_gx:lsma100_30 | 11373626:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -11.66% | -29.64% |
| Best Month | 20.71% | 43.77% |
| Worst Month | -14.27% | -37.12% |
| Best Year | 48.04% | 155.54% |
| Worst Year | -27.32% | -54.08% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 3.54% | 7.63% |
| Avg. Down Week | -2.67% | -3.05% |
| Avg. Up Month | 5.73% | 16.45% |
| Avg. Down Month | -3.11% | -12.36% |
| Win Days % | 48.83% | 51.31% |
| Win Month % | 45.24% | 62.79% |
| Win Week % | 47.92% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |