| Metric | 11376096:btcusd:triple_med_gx:lsma100_45 | 11376096:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 15.71% | 228.52% |
| Max Drawdown | -26.17% | -67.18% |
| Sharpe | 0.16 | 0.46 |
| Sortino | 0.24 | 0.67 |
| Payoff Ratio | 1.16 | 1.06 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.1 | 1.07 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.03 | 1.0 |
| Outlier Win Ratio | 38.75 | 3.29 |
| Outlier Loss Ratio | 4.47 | 3.27 |
| Volatility (ann.) | 9.46% | 26.15% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.16 | 0.61 |
| Skew | 1.75 | 0.2 |
| Kurtosis | 57.04 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.8% |
| Expected Yearly % | 3.72% | 34.63% |
| Kelly Criterion | -0.95% | 5.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11376096:BTCUSD | 11376096:btcusd:triple_med_gx:lsma100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 14.95 | -0.27 | + |
| 2023 | 155.54 | 2.38 | 0.02 | - |
| 2024 | 121.00 | 14.28 | 0.12 | - |
| 2025 | 30.14 | -13.96 | -0.46 | - |
| Metric | 11376096:btcusd:triple_med_gx:lsma100_45 | 11376096:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | -0.3% | 45.08% |
| 6M | -9.98% | 28.47% |
| YTD | -13.96% | 30.14% |
| 1Y | -16.21% | 105.13% |
| 3Y (ann.) | 3.33% | 81.7% |
| 5Y (ann.) | 4.3% | 40.94% |
| Metric | 11376096:btcusd:triple_med_gx:lsma100_45 | 11376096:BTCUSD |
|---|---|---|
| Max Drawdown | -26.17% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -4.37% | -6.34% |
| Avg. Drawdown Days | 53.0 | 31.0 |
| Recovery Factor | 0.6 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -26.17 | 469 |
| 2022-06-03 | 2022-11-30 | -14.39 | 180 |
| 2023-01-21 | 2024-02-01 | -12.91 | 375 |
| 2022-12-05 | 2023-01-20 | -7.08 | 46 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-04-26 | 2022-05-22 | -6.09 | 26 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-03-25 | 2022-04-26 | -4.00 | 32 |
| 2022-02-05 | 2022-03-22 | -3.98 | 45 |
| Metric | 11376096:btcusd:triple_med_gx:lsma100_45 | 11376096:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.26% | -29.64% |
| Best Month | 18.96% | 43.77% |
| Worst Month | -11.77% | -37.12% |
| Best Year | 14.95% | 155.54% |
| Worst Year | -13.96% | -55.3% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 3.16% | 5.84% |
| Avg. Down Week | -2.43% | -4.35% |
| Avg. Up Month | 5.0% | 17.56% |
| Avg. Down Month | -4.6% | -12.6% |
| Win Days % | 45.88% | 51.3% |
| Win Month % | 47.5% | 62.79% |
| Win Week % | 45.19% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |