| Metric | 11377350:btcusd:triple_med_gx:lsma100_50 | 11377350:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 25.16% | 228.52% |
| Max Drawdown | -25.42% | -67.18% |
| Sharpe | 0.22 | 0.46 |
| Sortino | 0.33 | 0.67 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 38.25 | 3.28 |
| Outlier Loss Ratio | 4.37 | 3.3 |
| Volatility (ann.) | 9.37% | 26.15% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.26 | 0.61 |
| Skew | 1.15 | 0.2 |
| Kurtosis | 53.48 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.8% |
| Expected Yearly % | 5.77% | 34.63% |
| Kelly Criterion | -1.53% | 5.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.22% |
| Expected Shortfall (cVaR) | -0.8% | -2.22% |
| Year | 11377350:BTCUSD | 11377350:btcusd:triple_med_gx:lsma100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 22.85 | -0.41 | + |
| 2023 | 155.54 | -15.54 | -0.10 | - |
| 2024 | 121.00 | 21.59 | 0.18 | - |
| 2025 | 30.14 | -0.79 | -0.03 | - |
| Metric | 11377350:btcusd:triple_med_gx:lsma100_50 | 11377350:BTCUSD |
|---|---|---|
| MTD | -0.48% | 13.36% |
| 3M | 6.63% | 45.08% |
| 6M | -2.09% | 28.47% |
| YTD | -0.79% | 30.14% |
| 1Y | 8.99% | 105.13% |
| 3Y (ann.) | 3.63% | 81.7% |
| 5Y (ann.) | 6.69% | 40.94% |
| Metric | 11377350:btcusd:triple_med_gx:lsma100_50 | 11377350:BTCUSD |
|---|---|---|
| Max Drawdown | -25.42% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.37% | -6.34% |
| Avg. Drawdown Days | 96.0 | 31.0 |
| Recovery Factor | 0.99 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -25.42 | 904 |
| 2022-04-26 | 2022-11-24 | -16.65 | 211 |
| 2022-02-13 | 2022-03-27 | -4.97 | 42 |
| 2022-04-02 | 2022-04-25 | -3.30 | 23 |
| 2022-11-24 | 2022-12-02 | -1.77 | 8 |
| 2022-12-09 | 2023-01-20 | -1.39 | 42 |
| 2022-12-03 | 2022-12-08 | -1.21 | 5 |
| 2022-02-03 | 2022-02-03 | -0.77 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-04-01 | 2022-04-02 | -0.35 | 0 |
| Metric | 11377350:btcusd:triple_med_gx:lsma100_50 | 11377350:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.18% | 35.75% |
| Worst Week | -7.36% | -29.64% |
| Best Month | 12.52% | 43.77% |
| Worst Month | -6.68% | -37.12% |
| Best Year | 22.85% | 155.54% |
| Worst Year | -15.54% | -55.3% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.87% | 6.12% |
| Avg. Down Week | -2.35% | -4.33% |
| Avg. Up Month | 5.1% | 16.88% |
| Avg. Down Month | -2.92% | -12.62% |
| Win Days % | 47.13% | 51.3% |
| Win Month % | 40.48% | 62.79% |
| Win Week % | 41.35% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |