| Metric | 11377405:btcusd:triple_med_gx:lsma100_50 | 11377405:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 29.41% | 228.52% |
| Max Drawdown | -31.57% | -67.18% |
| Sharpe | 0.24 | 0.46 |
| Sortino | 0.37 | 0.67 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 35.24 | 3.36 |
| Outlier Loss Ratio | 4.31 | 3.32 |
| Volatility (ann.) | 9.84% | 26.15% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.24 | 0.61 |
| Skew | 1.71 | 0.2 |
| Kurtosis | 50.17 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.8% |
| Expected Yearly % | 6.66% | 34.63% |
| Kelly Criterion | -0.05% | 3.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11377405:BTCUSD | 11377405:btcusd:triple_med_gx:lsma100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 25.88 | -0.47 | + |
| 2023 | 155.54 | -17.46 | -0.11 | - |
| 2024 | 121.00 | 22.79 | 0.19 | - |
| 2025 | 30.14 | 1.43 | 0.05 | - |
| Metric | 11377405:btcusd:triple_med_gx:lsma100_50 | 11377405:BTCUSD |
|---|---|---|
| MTD | -1.25% | 13.36% |
| 3M | 7.58% | 45.08% |
| 6M | 1.48% | 28.47% |
| YTD | 1.43% | 30.14% |
| 1Y | 24.05% | 105.13% |
| 3Y (ann.) | 1.05% | 81.7% |
| 5Y (ann.) | 7.72% | 40.94% |
| Metric | 11377405:btcusd:triple_med_gx:lsma100_50 | 11377405:BTCUSD |
|---|---|---|
| Max Drawdown | -31.57% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -5.43% | -6.34% |
| Avg. Drawdown Days | 89.0 | 31.0 |
| Recovery Factor | 0.93 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -31.57 | 904 |
| 2022-07-17 | 2023-01-20 | -16.74 | 187 |
| 2022-03-09 | 2022-04-28 | -10.45 | 49 |
| 2022-04-28 | 2022-07-14 | -9.94 | 76 |
| 2022-03-06 | 2022-03-08 | -1.89 | 1 |
| 2022-07-16 | 2022-07-16 | -1.15 | 0 |
| 2022-02-05 | 2022-02-14 | -1.05 | 8 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-07-14 | 2022-07-15 | -0.70 | 0 |
| 2022-02-14 | 2022-03-06 | -0.47 | 19 |
| Metric | 11377405:btcusd:triple_med_gx:lsma100_50 | 11377405:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.85% | 35.75% |
| Worst Week | -10.32% | -29.64% |
| Best Month | 13.52% | 43.77% |
| Worst Month | -8.0% | -37.12% |
| Best Year | 25.88% | 155.54% |
| Worst Year | -17.46% | -55.3% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 3.29% | 5.29% |
| Avg. Down Week | -2.53% | -4.33% |
| Avg. Up Month | 5.24% | 15.97% |
| Avg. Down Month | -3.28% | -13.2% |
| Win Days % | 47.97% | 51.3% |
| Win Month % | 54.76% | 62.79% |
| Win Week % | 48.15% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |