| Metric | 11377677:btcusd:triple_med_gx:lsma100_50 | 11377677:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 14.06% | 222.44% |
| Max Drawdown | -26.31% | -67.18% |
| Sharpe | 0.15 | 0.45 |
| Sortino | 0.22 | 0.66 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.24 | 1.08 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 39.07 | 3.41 |
| Outlier Loss Ratio | 3.98 | 3.32 |
| Volatility (ann.) | 9.86% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.15 | 0.6 |
| Skew | 1.49 | 0.2 |
| Kurtosis | 51.42 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.76% |
| Expected Yearly % | 3.34% | 34.0% |
| Kelly Criterion | -0.37% | 5.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11377677:BTCUSD | 11377677:btcusd:triple_med_gx:lsma100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -1.12 | 0.02 | + |
| 2023 | 155.54 | 33.52 | 0.22 | - |
| 2024 | 121.00 | 10.28 | 0.08 | - |
| 2025 | 30.14 | -21.65 | -0.72 | - |
| Metric | 11377677:btcusd:triple_med_gx:lsma100_50 | 11377677:BTCUSD |
|---|---|---|
| MTD | 0.62% | 13.36% |
| 3M | -3.95% | 45.08% |
| 6M | -16.75% | 28.47% |
| YTD | -21.65% | 30.14% |
| 1Y | -13.2% | 105.13% |
| 3Y (ann.) | 11.52% | 81.7% |
| 5Y (ann.) | 3.88% | 40.34% |
| Metric | 11377677:btcusd:triple_med_gx:lsma100_50 | 11377677:BTCUSD |
|---|---|---|
| Max Drawdown | -26.31% | -67.18% |
| Longest DD Days | 496.0 | 683.0 |
| Avg. Drawdown | -5.73% | -6.36% |
| Avg. Drawdown Days | 85.0 | 32.0 |
| Recovery Factor | 0.53 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-07-14 | -26.31 | 496 |
| 2022-03-02 | 2023-06-21 | -25.30 | 476 |
| 2023-08-29 | 2023-10-23 | -8.76 | 55 |
| 2022-02-02 | 2022-02-04 | -4.63 | 2 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-09 | 2024-01-30 | -3.32 | 21 |
| 2023-06-22 | 2023-08-29 | -2.60 | 68 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2023-12-05 | 2024-01-08 | -1.95 | 34 |
| 2022-02-05 | 2022-02-06 | -0.51 | 0 |
| Metric | 11377677:btcusd:triple_med_gx:lsma100_50 | 11377677:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -11.75% | -29.64% |
| Best Month | 12.55% | 43.77% |
| Worst Month | -12.23% | -37.12% |
| Best Year | 33.52% | 155.54% |
| Worst Year | -21.65% | -56.13% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 3.34% | 6.6% |
| Avg. Down Week | -3.64% | -3.25% |
| Avg. Up Month | 4.66% | 15.05% |
| Avg. Down Month | -4.6% | -13.53% |
| Win Days % | 47.45% | 51.29% |
| Win Month % | 55.26% | 62.79% |
| Win Week % | 50.63% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |