| Metric | 11377238:btcusd:triple_med_gx:lsma100_50 | 11377238:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 20.37% | 228.52% |
| Max Drawdown | -26.64% | -67.18% |
| Sharpe | 0.19 | 0.46 |
| Sortino | 0.28 | 0.67 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.6 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.48 | 1.0 |
| Outlier Win Ratio | 41.73 | 3.27 |
| Outlier Loss Ratio | 4.35 | 3.27 |
| Volatility (ann.) | 9.01% | 26.15% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.21 | 0.61 |
| Skew | 0.87 | 0.2 |
| Kurtosis | 55.83 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.8% |
| Expected Yearly % | 4.74% | 34.63% |
| Kelly Criterion | -0.2% | 5.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.22% |
| Expected Shortfall (cVaR) | -0.77% | -2.22% |
| Year | 11377238:BTCUSD | 11377238:btcusd:triple_med_gx:lsma100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 30.81 | -0.56 | + |
| 2023 | 155.54 | -0.06 | -0.00 | - |
| 2024 | 121.00 | 2.52 | 0.02 | - |
| 2025 | 30.14 | -10.18 | -0.34 | - |
| Metric | 11377238:btcusd:triple_med_gx:lsma100_50 | 11377238:BTCUSD |
|---|---|---|
| MTD | 1.74% | 13.36% |
| 3M | 8.13% | 45.08% |
| 6M | -9.54% | 28.47% |
| YTD | -10.18% | 30.14% |
| 1Y | -6.2% | 105.13% |
| 3Y (ann.) | 3.75% | 81.7% |
| 5Y (ann.) | 5.5% | 40.94% |
| Metric | 11377238:btcusd:triple_med_gx:lsma100_50 | 11377238:BTCUSD |
|---|---|---|
| Max Drawdown | -26.64% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -4.03% | -6.34% |
| Avg. Drawdown Days | 68.0 | 31.0 |
| Recovery Factor | 0.76 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-12 | 2025-07-14 | -26.64 | 489 |
| 2023-01-21 | 2024-03-10 | -11.41 | 413 |
| 2022-04-26 | 2022-09-09 | -10.05 | 135 |
| 2022-02-05 | 2022-04-01 | -6.14 | 55 |
| 2022-10-31 | 2022-11-23 | -3.78 | 22 |
| 2022-11-24 | 2023-01-19 | -2.94 | 56 |
| 2022-09-15 | 2022-10-03 | -2.41 | 18 |
| 2022-04-24 | 2022-04-25 | -2.16 | 1 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2022-10-09 | 2022-10-25 | -1.58 | 16 |
| Metric | 11377238:btcusd:triple_med_gx:lsma100_50 | 11377238:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.98% | 35.75% |
| Worst Week | -8.99% | -29.64% |
| Best Month | 12.81% | 43.77% |
| Worst Month | -9.95% | -37.12% |
| Best Year | 30.81% | 155.54% |
| Worst Year | -10.18% | -55.3% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 3.37% | 5.57% |
| Avg. Down Week | -2.46% | -4.63% |
| Avg. Up Month | 4.82% | 15.5% |
| Avg. Down Month | -3.07% | -13.36% |
| Win Days % | 47.21% | 51.3% |
| Win Month % | 45.0% | 62.79% |
| Win Week % | 47.42% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |