| Metric | 11376207:btcusd:triple_med_gx:lsma100_45 | 11376207:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -0.05% | 228.52% |
| Max Drawdown | -34.7% | -67.18% |
| Sharpe | 0.05 | 0.46 |
| Sortino | 0.07 | 0.67 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 39.84 | 3.27 |
| Outlier Loss Ratio | 4.38 | 3.31 |
| Volatility (ann.) | 9.44% | 26.15% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.0 | 0.61 |
| Skew | 1.46 | 0.2 |
| Kurtosis | 60.9 | 6.47 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.0% | 2.8% |
| Expected Yearly % | -0.01% | 34.63% |
| Kelly Criterion | -3.02% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11376207:BTCUSD | 11376207:btcusd:triple_med_gx:lsma100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 14.68 | -0.27 | + |
| 2023 | 155.54 | 10.08 | 0.06 | - |
| 2024 | 121.00 | -14.79 | -0.12 | - |
| 2025 | 30.14 | -7.08 | -0.23 | - |
| Metric | 11376207:btcusd:triple_med_gx:lsma100_45 | 11376207:BTCUSD |
|---|---|---|
| MTD | 2.37% | 13.36% |
| 3M | 5.91% | 45.08% |
| 6M | -7.43% | 28.47% |
| YTD | -7.08% | 30.14% |
| 1Y | -9.61% | 105.13% |
| 3Y (ann.) | -0.39% | 81.7% |
| 5Y (ann.) | -0.02% | 40.94% |
| Metric | 11376207:btcusd:triple_med_gx:lsma100_45 | 11376207:BTCUSD |
|---|---|---|
| Max Drawdown | -34.7% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -4.56% | -6.34% |
| Avg. Drawdown Days | 53.0 | 31.0 |
| Recovery Factor | -0.0 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -34.70 | 469 |
| 2022-06-05 | 2022-10-04 | -13.18 | 121 |
| 2023-01-21 | 2023-08-29 | -10.47 | 219 |
| 2023-10-30 | 2024-03-10 | -8.59 | 131 |
| 2022-02-05 | 2022-04-24 | -6.46 | 78 |
| 2022-04-26 | 2022-05-30 | -6.20 | 33 |
| 2022-02-01 | 2022-02-04 | -5.55 | 3 |
| 2022-10-09 | 2022-11-23 | -4.51 | 44 |
| 2023-09-20 | 2023-10-23 | -3.24 | 33 |
| 2022-11-24 | 2023-01-20 | -2.69 | 57 |
| Metric | 11376207:btcusd:triple_med_gx:lsma100_45 | 11376207:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.88% | 35.75% |
| Worst Week | -8.9% | -29.64% |
| Best Month | 10.82% | 43.77% |
| Worst Month | -11.89% | -37.12% |
| Best Year | 14.68% | 155.54% |
| Worst Year | -14.79% | -55.3% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.71% | -0.77% |
| Avg. Up Week | 3.02% | 5.69% |
| Avg. Down Week | -2.56% | -4.15% |
| Avg. Up Month | 4.17% | 17.48% |
| Avg. Down Month | -3.89% | -11.24% |
| Win Days % | 46.04% | 51.3% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 47.06% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |