| Metric | 11378260:btcusd:triple_med_gx:lsma100_55 | 11378260:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 21.03% | 228.52% |
| Max Drawdown | -26.46% | -67.18% |
| Sharpe | 0.2 | 0.46 |
| Sortino | 0.3 | 0.67 |
| Payoff Ratio | 1.15 | 1.04 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 45.46 | 3.21 |
| Outlier Loss Ratio | 4.37 | 3.17 |
| Volatility (ann.) | 8.63% | 26.15% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.21 | 0.61 |
| Skew | 1.1 | 0.2 |
| Kurtosis | 67.17 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 2.8% |
| Expected Yearly % | 4.89% | 34.63% |
| Kelly Criterion | -0.11% | 4.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.22% |
| Expected Shortfall (cVaR) | -0.74% | -2.22% |
| Year | 11378260:BTCUSD | 11378260:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 33.77 | -0.61 | + |
| 2023 | 155.54 | -2.70 | -0.02 | - |
| 2024 | 121.00 | -10.05 | -0.08 | - |
| 2025 | 30.14 | 3.38 | 0.11 | - |
| Metric | 11378260:btcusd:triple_med_gx:lsma100_55 | 11378260:BTCUSD |
|---|---|---|
| MTD | 0.79% | 13.36% |
| 3M | 7.0% | 45.08% |
| 6M | 4.93% | 28.47% |
| YTD | 3.38% | 30.14% |
| 1Y | -1.14% | 105.13% |
| 3Y (ann.) | 2.48% | 81.7% |
| 5Y (ann.) | 5.66% | 40.94% |
| Metric | 11378260:btcusd:triple_med_gx:lsma100_55 | 11378260:BTCUSD |
|---|---|---|
| Max Drawdown | -26.46% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.66% | -6.34% |
| Avg. Drawdown Days | 81.0 | 31.0 |
| Recovery Factor | 0.79 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -26.46 | 904 |
| 2022-06-08 | 2022-09-09 | -11.78 | 93 |
| 2022-04-26 | 2022-06-07 | -9.62 | 42 |
| 2022-02-05 | 2022-03-24 | -4.85 | 47 |
| 2022-12-07 | 2023-01-20 | -4.29 | 44 |
| 2022-09-14 | 2022-10-04 | -3.82 | 19 |
| 2022-10-09 | 2022-11-22 | -3.05 | 44 |
| 2022-04-01 | 2022-04-25 | -2.85 | 24 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2022-11-24 | 2022-11-30 | -0.76 | 5 |
| Metric | 11378260:btcusd:triple_med_gx:lsma100_55 | 11378260:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -7.33% | -29.64% |
| Best Month | 10.39% | 43.77% |
| Worst Month | -13.72% | -37.12% |
| Best Year | 33.77% | 155.54% |
| Worst Year | -10.05% | -55.3% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.69% | -0.78% |
| Avg. Up Week | 3.61% | 5.21% |
| Avg. Down Week | -2.37% | -4.7% |
| Avg. Up Month | 3.9% | 15.16% |
| Avg. Down Month | -3.19% | -12.43% |
| Win Days % | 46.45% | 51.3% |
| Win Month % | 56.41% | 62.79% |
| Win Week % | 43.48% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |