| Metric | 11377641:btcusd:triple_med_gx:lsma100_50 | 11377641:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 16.59% | 237.48% |
| Max Drawdown | -29.25% | -67.18% |
| Sharpe | 0.16 | 0.47 |
| Sortino | 0.24 | 0.68 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.25 | 1.08 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 35.8 | 3.42 |
| Outlier Loss Ratio | 4.16 | 3.35 |
| Volatility (ann.) | 10.12% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.15 | 0.63 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 48.6 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.87% |
| Expected Yearly % | 3.91% | 35.54% |
| Kelly Criterion | -0.16% | 6.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11377641:BTCUSD | 11377641:btcusd:triple_med_gx:lsma100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -8.16 | 0.15 | + |
| 2023 | 155.54 | 47.34 | 0.30 | - |
| 2024 | 121.00 | 10.82 | 0.09 | - |
| 2025 | 30.14 | -22.25 | -0.74 | - |
| Metric | 11377641:btcusd:triple_med_gx:lsma100_50 | 11377641:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -0.97% | 45.08% |
| 6M | -19.76% | 28.47% |
| YTD | -22.25% | 30.14% |
| 1Y | -9.38% | 105.13% |
| 3Y (ann.) | 11.03% | 81.7% |
| 5Y (ann.) | 4.53% | 42.08% |
| Metric | 11377641:btcusd:triple_med_gx:lsma100_50 | 11377641:BTCUSD |
|---|---|---|
| Max Drawdown | -29.25% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -5.48% | -5.84% |
| Avg. Drawdown Days | 58.0 | 29.0 |
| Recovery Factor | 0.57 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -29.25 | 188 |
| 2022-03-02 | 2023-06-21 | -26.74 | 476 |
| 2024-03-05 | 2024-11-08 | -15.83 | 248 |
| 2024-01-11 | 2024-03-04 | -8.77 | 52 |
| 2023-08-29 | 2023-10-23 | -8.76 | 55 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-11-09 | 2024-12-16 | -4.90 | 37 |
| 2023-12-27 | 2024-01-08 | -4.01 | 11 |
| 2023-06-22 | 2023-08-29 | -2.58 | 68 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| Metric | 11377641:btcusd:triple_med_gx:lsma100_50 | 11377641:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -10.43% | -29.64% |
| Best Month | 15.15% | 43.77% |
| Worst Month | -11.1% | -37.12% |
| Best Year | 47.34% | 155.54% |
| Worst Year | -22.25% | -54.08% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 3.44% | 6.89% |
| Avg. Down Week | -3.03% | -2.97% |
| Avg. Up Month | 5.85% | 16.88% |
| Avg. Down Month | -4.69% | -12.91% |
| Win Days % | 47.52% | 51.31% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 46.39% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |