| Metric | 11378372:btcusd:triple_med_gx:lsma100_55 | 11378372:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 43.01% | 228.52% |
| Max Drawdown | -17.89% | -67.18% |
| Sharpe | 0.33 | 0.46 |
| Sortino | 0.49 | 0.67 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 2.08 | 1.07 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.81 | 1.0 |
| Outlier Win Ratio | 41.47 | 3.26 |
| Outlier Loss Ratio | 4.14 | 3.27 |
| Volatility (ann.) | 9.11% | 26.15% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.61 | 0.61 |
| Skew | 0.91 | 0.2 |
| Kurtosis | 60.01 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.84% | 2.8% |
| Expected Yearly % | 9.35% | 34.63% |
| Kelly Criterion | 2.62% | 5.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11378372:BTCUSD | 11378372:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 35.36 | -0.64 | + |
| 2023 | 155.54 | -9.43 | -0.06 | - |
| 2024 | 121.00 | 14.47 | 0.12 | - |
| 2025 | 30.14 | 1.90 | 0.06 | - |
| Metric | 11378372:btcusd:triple_med_gx:lsma100_55 | 11378372:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 9.76% | 45.08% |
| 6M | 0.21% | 28.47% |
| YTD | 1.9% | 30.14% |
| 1Y | 9.55% | 105.13% |
| 3Y (ann.) | 6.72% | 81.7% |
| 5Y (ann.) | 10.87% | 40.94% |
| Metric | 11378372:btcusd:triple_med_gx:lsma100_55 | 11378372:BTCUSD |
|---|---|---|
| Max Drawdown | -17.89% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -3.45% | -6.34% |
| Avg. Drawdown Days | 68.0 | 31.0 |
| Recovery Factor | 2.4 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -17.89 | 904 |
| 2022-06-06 | 2022-10-04 | -14.41 | 120 |
| 2022-04-26 | 2022-05-29 | -7.26 | 33 |
| 2022-02-05 | 2022-04-01 | -6.89 | 54 |
| 2022-04-02 | 2022-04-25 | -3.43 | 23 |
| 2022-10-05 | 2022-10-25 | -2.99 | 20 |
| 2022-11-02 | 2022-11-23 | -2.11 | 21 |
| 2022-12-09 | 2023-01-20 | -1.95 | 42 |
| 2022-11-24 | 2022-12-08 | -1.77 | 14 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| Metric | 11378372:btcusd:triple_med_gx:lsma100_55 | 11378372:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -6.64% | -29.64% |
| Best Month | 16.11% | 43.77% |
| Worst Month | -8.05% | -37.12% |
| Best Year | 35.36% | 155.54% |
| Worst Year | -9.43% | -55.3% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.89% | 5.67% |
| Avg. Down Week | -2.58% | -4.77% |
| Avg. Up Month | 4.39% | 16.24% |
| Avg. Down Month | -3.87% | -13.39% |
| Win Days % | 49.45% | 51.3% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 49.47% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |