| Metric | 11375569:btcusd:triple_med_gx:lsma100_40 | 11375569:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 14.78% | 222.44% |
| Max Drawdown | -29.78% | -67.18% |
| Sharpe | 0.15 | 0.45 |
| Sortino | 0.23 | 0.66 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 38.24 | 3.39 |
| Outlier Loss Ratio | 4.06 | 3.32 |
| Volatility (ann.) | 9.72% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.14 | 0.6 |
| Skew | 1.46 | 0.2 |
| Kurtosis | 50.8 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.76% |
| Expected Yearly % | 3.51% | 34.0% |
| Kelly Criterion | 0.2% | 5.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11375569:BTCUSD | 11375569:btcusd:triple_med_gx:lsma100_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -0.02 | 0.00 | + |
| 2023 | 155.54 | 32.28 | 0.21 | - |
| 2024 | 121.00 | 16.41 | 0.14 | - |
| 2025 | 30.14 | -25.45 | -0.84 | - |
| Metric | 11375569:btcusd:triple_med_gx:lsma100_40 | 11375569:BTCUSD |
|---|---|---|
| MTD | 0.62% | 13.36% |
| 3M | -2.0% | 45.08% |
| 6M | -20.82% | 28.47% |
| YTD | -25.45% | 30.14% |
| 1Y | -14.91% | 105.13% |
| 3Y (ann.) | 8.66% | 81.7% |
| 5Y (ann.) | 4.07% | 40.34% |
| Metric | 11375569:btcusd:triple_med_gx:lsma100_40 | 11375569:BTCUSD |
|---|---|---|
| Max Drawdown | -29.78% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -5.42% | -6.36% |
| Avg. Drawdown Days | 70.0 | 32.0 |
| Recovery Factor | 0.5 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -29.78 | 188 |
| 2022-03-02 | 2023-06-21 | -21.02 | 476 |
| 2024-03-05 | 2024-12-15 | -13.34 | 285 |
| 2023-08-29 | 2023-10-23 | -8.76 | 55 |
| 2022-02-02 | 2022-02-04 | -4.63 | 2 |
| 2024-01-09 | 2024-03-04 | -4.21 | 55 |
| 2023-06-22 | 2023-08-29 | -4.05 | 68 |
| 2023-12-05 | 2024-01-08 | -1.95 | 34 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2025-01-06 | -1.14 | 20 |
| Metric | 11375569:btcusd:triple_med_gx:lsma100_40 | 11375569:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -10.41% | -29.64% |
| Best Month | 12.55% | 43.77% |
| Worst Month | -17.08% | -37.12% |
| Best Year | 32.28% | 155.54% |
| Worst Year | -25.45% | -56.13% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 2.9% | 6.44% |
| Avg. Down Week | -3.16% | -3.28% |
| Avg. Up Month | 4.53% | 14.34% |
| Avg. Down Month | -5.35% | -13.55% |
| Win Days % | 47.53% | 51.29% |
| Win Month % | 57.89% | 62.79% |
| Win Week % | 51.9% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |