| Metric | 11376263:btcusd:triple_med_gx:lsma100_45 | 11376263:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 17.15% | 228.52% |
| Max Drawdown | -25.75% | -67.18% |
| Sharpe | 0.17 | 0.46 |
| Sortino | 0.24 | 0.67 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.57 | 1.07 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.47 | 1.0 |
| Outlier Win Ratio | 37.55 | 3.29 |
| Outlier Loss Ratio | 4.31 | 3.32 |
| Volatility (ann.) | 9.59% | 26.15% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.18 | 0.61 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 55.73 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.8% |
| Expected Yearly % | 4.04% | 34.63% |
| Kelly Criterion | -0.51% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11376263:BTCUSD | 11376263:btcusd:triple_med_gx:lsma100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 22.51 | -0.41 | + |
| 2023 | 155.54 | 7.46 | 0.05 | - |
| 2024 | 121.00 | -2.57 | -0.02 | - |
| 2025 | 30.14 | -8.67 | -0.29 | - |
| Metric | 11376263:btcusd:triple_med_gx:lsma100_45 | 11376263:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 6.03% | 45.08% |
| 6M | -9.39% | 28.47% |
| YTD | -8.67% | 30.14% |
| 1Y | -0.89% | 105.13% |
| 3Y (ann.) | 2.5% | 81.7% |
| 5Y (ann.) | 4.67% | 40.94% |
| Metric | 11376263:btcusd:triple_med_gx:lsma100_45 | 11376263:BTCUSD |
|---|---|---|
| Max Drawdown | -25.75% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -4.16% | -6.34% |
| Avg. Drawdown Days | 53.0 | 31.0 |
| Recovery Factor | 0.67 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -25.75 | 489 |
| 2022-06-06 | 2022-11-23 | -19.04 | 169 |
| 2023-01-21 | 2023-08-29 | -8.63 | 219 |
| 2023-09-08 | 2024-03-06 | -7.54 | 180 |
| 2022-04-26 | 2022-05-30 | -7.06 | 33 |
| 2022-02-12 | 2022-03-25 | -5.50 | 40 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-04-02 | 2022-04-25 | -3.52 | 23 |
| 2022-11-24 | 2023-01-20 | -3.37 | 57 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| Metric | 11376263:btcusd:triple_med_gx:lsma100_45 | 11376263:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.68% | 35.75% |
| Worst Week | -8.99% | -29.64% |
| Best Month | 11.12% | 43.77% |
| Worst Month | -10.94% | -37.12% |
| Best Year | 22.51% | 155.54% |
| Worst Year | -8.67% | -55.3% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.19% | 5.46% |
| Avg. Down Week | -2.08% | -4.21% |
| Avg. Up Month | 3.77% | 17.01% |
| Avg. Down Month | -3.89% | -11.24% |
| Win Days % | 47.3% | 51.3% |
| Win Month % | 47.62% | 62.79% |
| Win Week % | 43.93% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |