| Metric | 11377127:btcusd:triple_med_gx:lsma100_50 | 11377127:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 1.09% | 228.52% |
| Max Drawdown | -27.48% | -67.18% |
| Sharpe | 0.05 | 0.46 |
| Sortino | 0.08 | 0.67 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 43.87 | 3.22 |
| Outlier Loss Ratio | 4.45 | 3.23 |
| Volatility (ann.) | 8.72% | 26.15% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.01 | 0.61 |
| Skew | 0.98 | 0.2 |
| Kurtosis | 60.74 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.03% | 2.8% |
| Expected Yearly % | 0.27% | 34.63% |
| Kelly Criterion | -3.3% | 4.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.22% |
| Expected Shortfall (cVaR) | -0.75% | -2.22% |
| Year | 11377127:BTCUSD | 11377127:btcusd:triple_med_gx:lsma100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 21.87 | -0.40 | + |
| 2023 | 155.54 | -5.80 | -0.04 | - |
| 2024 | 121.00 | -2.66 | -0.02 | - |
| 2025 | 30.14 | -9.53 | -0.32 | - |
| Metric | 11377127:btcusd:triple_med_gx:lsma100_50 | 11377127:BTCUSD |
|---|---|---|
| MTD | 0.19% | 13.36% |
| 3M | -0.12% | 45.08% |
| 6M | -6.71% | 28.47% |
| YTD | -9.53% | 30.14% |
| 1Y | -10.29% | 105.13% |
| 3Y (ann.) | -1.2% | 81.7% |
| 5Y (ann.) | 0.31% | 40.94% |
| Metric | 11377127:btcusd:triple_med_gx:lsma100_50 | 11377127:BTCUSD |
|---|---|---|
| Max Drawdown | -27.48% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -5.1% | -6.34% |
| Avg. Drawdown Days | 77.0 | 31.0 |
| Recovery Factor | 0.04 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -27.48 | 469 |
| 2023-01-21 | 2024-03-11 | -15.27 | 414 |
| 2022-06-04 | 2022-10-04 | -15.04 | 122 |
| 2022-02-11 | 2022-05-30 | -7.45 | 107 |
| 2022-10-08 | 2022-11-24 | -5.17 | 47 |
| 2022-12-07 | 2023-01-20 | -4.95 | 44 |
| 2024-03-11 | 2024-03-31 | -1.71 | 20 |
| 2022-11-24 | 2022-11-29 | -0.87 | 4 |
| 2022-12-05 | 2022-12-06 | -0.73 | 1 |
| 2022-11-29 | 2022-11-30 | -0.72 | 0 |
| Metric | 11377127:btcusd:triple_med_gx:lsma100_50 | 11377127:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.88% | 35.75% |
| Worst Week | -6.77% | -29.64% |
| Best Month | 15.39% | 43.77% |
| Worst Month | -12.64% | -37.12% |
| Best Year | 21.87% | 155.54% |
| Worst Year | -9.53% | -55.3% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 3.62% | 5.28% |
| Avg. Down Week | -2.46% | -4.66% |
| Avg. Up Month | 3.79% | 16.79% |
| Avg. Down Month | -3.97% | -13.01% |
| Win Days % | 45.36% | 51.3% |
| Win Month % | 48.72% | 62.79% |
| Win Week % | 40.86% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |