| Metric | 11376564:btcusd:triple_med_gx:lsma100_45 | 11376564:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 13.09% | 237.48% |
| Max Drawdown | -30.67% | -67.18% |
| Sharpe | 0.14 | 0.47 |
| Sortino | 0.2 | 0.68 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 34.63 | 3.41 |
| Outlier Loss Ratio | 4.14 | 3.39 |
| Volatility (ann.) | 10.28% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.12 | 0.63 |
| Skew | 0.71 | 0.2 |
| Kurtosis | 46.47 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.87% |
| Expected Yearly % | 3.12% | 35.54% |
| Kelly Criterion | -0.39% | 5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11376564:BTCUSD | 11376564:btcusd:triple_med_gx:lsma100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -3.13 | 0.06 | + |
| 2023 | 155.54 | 42.67 | 0.27 | - |
| 2024 | 121.00 | 7.46 | 0.06 | - |
| 2025 | 30.14 | -23.85 | -0.79 | - |
| Metric | 11376564:btcusd:triple_med_gx:lsma100_45 | 11376564:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -2.38% | 45.08% |
| 6M | -21.4% | 28.47% |
| YTD | -23.85% | 30.14% |
| 1Y | -10.05% | 105.13% |
| 3Y (ann.) | 7.38% | 81.7% |
| 5Y (ann.) | 3.62% | 42.08% |
| Metric | 11376564:btcusd:triple_med_gx:lsma100_45 | 11376564:BTCUSD |
|---|---|---|
| Max Drawdown | -30.67% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -5.26% | -5.84% |
| Avg. Drawdown Days | 65.0 | 29.0 |
| Recovery Factor | 0.43 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -30.67 | 188 |
| 2022-03-02 | 2023-06-20 | -21.44 | 475 |
| 2023-12-27 | 2024-12-15 | -18.27 | 354 |
| 2023-08-29 | 2023-10-23 | -10.05 | 55 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-06-22 | 2023-08-29 | -4.28 | 68 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2022-02-05 | 2022-03-01 | -0.51 | 24 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11376564:btcusd:triple_med_gx:lsma100_45 | 11376564:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.18% | 35.75% |
| Worst Week | -10.41% | -29.64% |
| Best Month | 15.35% | 43.77% |
| Worst Month | -11.72% | -37.12% |
| Best Year | 42.67% | 155.54% |
| Worst Year | -23.85% | -54.08% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.69% | 6.71% |
| Avg. Down Week | -2.92% | -3.17% |
| Avg. Up Month | 5.72% | 14.34% |
| Avg. Down Month | -4.73% | -11.95% |
| Win Days % | 48.09% | 51.31% |
| Win Month % | 47.62% | 62.79% |
| Win Week % | 43.62% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |