| Metric | 11378428:btcusd:triple_med_gx:lsma100_55 | 11378428:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 18.58% | 228.52% |
| Max Drawdown | -26.29% | -67.18% |
| Sharpe | 0.18 | 0.46 |
| Sortino | 0.27 | 0.67 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.41 | 1.0 |
| Outlier Win Ratio | 42.97 | 3.24 |
| Outlier Loss Ratio | 4.21 | 3.23 |
| Volatility (ann.) | 8.93% | 26.15% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.19 | 0.61 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 63.21 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.8% |
| Expected Yearly % | 4.35% | 34.63% |
| Kelly Criterion | -1.5% | 4.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.22% |
| Expected Shortfall (cVaR) | -0.76% | -2.22% |
| Year | 11378428:BTCUSD | 11378428:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 19.87 | -0.36 | + |
| 2023 | 155.54 | -18.13 | -0.12 | - |
| 2024 | 121.00 | 27.68 | 0.23 | - |
| 2025 | 30.14 | -5.36 | -0.18 | - |
| Metric | 11378428:btcusd:triple_med_gx:lsma100_55 | 11378428:BTCUSD |
|---|---|---|
| MTD | -0.72% | 13.36% |
| 3M | 6.54% | 45.08% |
| 6M | -6.82% | 28.47% |
| YTD | -5.36% | 30.14% |
| 1Y | 8.37% | 105.13% |
| 3Y (ann.) | 0.99% | 81.7% |
| 5Y (ann.) | 5.04% | 40.94% |
| Metric | 11378428:btcusd:triple_med_gx:lsma100_55 | 11378428:BTCUSD |
|---|---|---|
| Max Drawdown | -26.29% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.95% | -6.34% |
| Avg. Drawdown Days | 96.0 | 31.0 |
| Recovery Factor | 0.71 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -26.29 | 904 |
| 2022-07-19 | 2022-12-08 | -14.60 | 142 |
| 2022-04-26 | 2022-07-18 | -12.25 | 83 |
| 2022-03-06 | 2022-03-08 | -2.59 | 1 |
| 2022-03-08 | 2022-03-27 | -2.20 | 19 |
| 2022-02-05 | 2022-03-06 | -2.04 | 28 |
| 2022-04-02 | 2022-04-25 | -1.63 | 23 |
| 2022-12-09 | 2023-01-20 | -1.56 | 42 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| Metric | 11378428:btcusd:triple_med_gx:lsma100_55 | 11378428:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.14% | 35.75% |
| Worst Week | -7.49% | -29.64% |
| Best Month | 10.43% | 43.77% |
| Worst Month | -11.21% | -37.12% |
| Best Year | 27.68% | 155.54% |
| Worst Year | -18.13% | -55.3% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.45% | 5.49% |
| Avg. Down Week | -2.27% | -4.56% |
| Avg. Up Month | 5.87% | 17.88% |
| Avg. Down Month | -3.97% | -14.29% |
| Win Days % | 47.45% | 51.3% |
| Win Month % | 41.46% | 62.79% |
| Win Week % | 42.86% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |