| Metric | 11374188:btcusd:triple_med_gx:lsma100_35 | 11374188:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -14.31% | 228.52% |
| Max Drawdown | -28.96% | -67.18% |
| Sharpe | -0.05 | 0.46 |
| Sortino | -0.08 | 0.67 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 0.98 | 1.08 |
| Common Sense Ratio | 0.98 | 1.07 |
| CPC Index | 0.5 | 0.6 |
| Tail Ratio | 1.0 | 1.0 |
| Outlier Win Ratio | 33.73 | 3.41 |
| Outlier Loss Ratio | 4.45 | 3.44 |
| Volatility (ann.) | 10.56% | 26.15% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.15 | 0.61 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 42.93 | 6.47 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.36% | 2.8% |
| Expected Yearly % | -3.79% | 34.63% |
| Kelly Criterion | -4.39% | 6.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.22% |
| Expected Shortfall (cVaR) | -0.91% | -2.22% |
| Year | 11374188:BTCUSD | 11374188:btcusd:triple_med_gx:lsma100_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -10.47 | 0.19 | + |
| 2023 | 155.54 | 7.20 | 0.05 | - |
| 2024 | 121.00 | 8.32 | 0.07 | - |
| 2025 | 30.14 | -17.58 | -0.58 | - |
| Metric | 11374188:btcusd:triple_med_gx:lsma100_35 | 11374188:BTCUSD |
|---|---|---|
| MTD | 1.21% | 13.36% |
| 3M | -0.94% | 45.08% |
| 6M | -13.09% | 28.47% |
| YTD | -17.58% | 30.14% |
| 1Y | -15.28% | 105.13% |
| 3Y (ann.) | -0.33% | 81.7% |
| 5Y (ann.) | -4.36% | 40.94% |
| Metric | 11374188:btcusd:triple_med_gx:lsma100_35 | 11374188:BTCUSD |
|---|---|---|
| Max Drawdown | -28.96% | -67.18% |
| Longest DD Days | 1249.0 | 683.0 |
| Avg. Drawdown | -6.19% | -6.34% |
| Avg. Drawdown Days | 209.0 | 31.0 |
| Recovery Factor | -0.49 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2025-07-14 | -28.96 | 1249 |
| 2022-02-01 | 2022-02-04 | -3.35 | 2 |
| 2022-01-30 | 2022-01-31 | -3.09 | 1 |
| 2022-02-10 | 2022-02-10 | -1.10 | 0 |
| 2022-02-05 | 2022-02-09 | -0.47 | 4 |
| 2022-01-31 | 2022-02-01 | -0.15 | 0 |
| Metric | 11374188:btcusd:triple_med_gx:lsma100_35 | 11374188:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 11.36% | 35.75% |
| Worst Week | -10.52% | -29.64% |
| Best Month | 14.21% | 43.77% |
| Worst Month | -10.84% | -37.12% |
| Best Year | 8.32% | 155.54% |
| Worst Year | -17.58% | -55.3% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 2.85% | 6.1% |
| Avg. Down Week | -2.63% | -4.33% |
| Avg. Up Month | 4.43% | 17.64% |
| Avg. Down Month | -5.11% | -11.19% |
| Win Days % | 43.74% | 51.3% |
| Win Month % | 45.24% | 62.79% |
| Win Week % | 43.36% | 51.89% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |