| Metric | 11377182:btcusd:triple_med_gx:lsma100_50 | 11377182:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 6.59% | 228.52% |
| Max Drawdown | -32.21% | -67.18% |
| Sharpe | 0.1 | 0.46 |
| Sortino | 0.14 | 0.67 |
| Payoff Ratio | 1.11 | 1.01 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 43.92 | 3.24 |
| Outlier Loss Ratio | 4.43 | 3.22 |
| Volatility (ann.) | 8.78% | 26.15% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.06 | 0.61 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 62.47 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.15% | 2.8% |
| Expected Yearly % | 1.61% | 34.63% |
| Kelly Criterion | -2.03% | 3.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.22% |
| Expected Shortfall (cVaR) | -0.75% | -2.22% |
| Year | 11377182:BTCUSD | 11377182:btcusd:triple_med_gx:lsma100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 33.84 | -0.61 | + |
| 2023 | 155.54 | -5.36 | -0.03 | - |
| 2024 | 121.00 | -8.01 | -0.07 | - |
| 2025 | 30.14 | -8.52 | -0.28 | - |
| Metric | 11377182:btcusd:triple_med_gx:lsma100_50 | 11377182:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | 3.99% | 45.08% |
| 6M | -8.14% | 28.47% |
| YTD | -8.52% | 30.14% |
| 1Y | -6.71% | 105.13% |
| 3Y (ann.) | -2.05% | 81.7% |
| 5Y (ann.) | 1.86% | 40.94% |
| Metric | 11377182:btcusd:triple_med_gx:lsma100_50 | 11377182:BTCUSD |
|---|---|---|
| Max Drawdown | -32.21% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -5.35% | -6.34% |
| Avg. Drawdown Days | 88.0 | 31.0 |
| Recovery Factor | 0.2 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -32.21 | 904 |
| 2022-06-08 | 2022-09-09 | -8.90 | 93 |
| 2022-10-09 | 2022-12-06 | -7.22 | 58 |
| 2022-04-26 | 2022-05-30 | -7.19 | 34 |
| 2022-02-05 | 2022-03-25 | -5.59 | 48 |
| 2022-09-14 | 2022-10-04 | -3.82 | 19 |
| 2022-04-01 | 2022-04-25 | -3.18 | 24 |
| 2022-03-25 | 2022-04-01 | -2.82 | 7 |
| 2022-12-07 | 2023-01-20 | -2.14 | 44 |
| 2022-02-03 | 2022-02-03 | -0.59 | 0 |
| Metric | 11377182:btcusd:triple_med_gx:lsma100_50 | 11377182:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.88% | 35.75% |
| Worst Week | -9.09% | -29.64% |
| Best Month | 12.55% | 43.77% |
| Worst Month | -14.56% | -37.12% |
| Best Year | 33.84% | 155.54% |
| Worst Year | -8.52% | -55.3% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.68% | -0.77% |
| Avg. Up Week | 3.48% | 5.24% |
| Avg. Down Week | -2.32% | -4.61% |
| Avg. Up Month | 4.51% | 14.6% |
| Avg. Down Month | -3.85% | -8.68% |
| Win Days % | 46.25% | 51.3% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 42.27% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |