| Metric | 11378540:btcusd:triple_med_gx:lsma100_55 | 11378540:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 52.81% | 228.52% |
| Max Drawdown | -26.15% | -67.18% |
| Sharpe | 0.37 | 0.46 |
| Sortino | 0.56 | 0.67 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.82 | 1.07 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.58 | 1.0 |
| Outlier Win Ratio | 35.83 | 3.31 |
| Outlier Loss Ratio | 4.3 | 3.29 |
| Volatility (ann.) | 9.55% | 26.15% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.5 | 0.61 |
| Skew | 1.53 | 0.2 |
| Kurtosis | 54.81 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.99% | 2.8% |
| Expected Yearly % | 11.18% | 34.63% |
| Kelly Criterion | 2.28% | 6.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11378540:BTCUSD | 11378540:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 41.22 | -0.75 | + |
| 2023 | 155.54 | -15.02 | -0.10 | - |
| 2024 | 121.00 | 26.00 | 0.21 | - |
| 2025 | 30.14 | 1.05 | 0.04 | - |
| Metric | 11378540:btcusd:triple_med_gx:lsma100_55 | 11378540:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | 12.69% | 45.08% |
| 6M | 0.46% | 28.47% |
| YTD | 1.05% | 30.14% |
| 1Y | 29.21% | 105.13% |
| 3Y (ann.) | 7.33% | 81.7% |
| 5Y (ann.) | 13.01% | 40.94% |
| Metric | 11378540:btcusd:triple_med_gx:lsma100_55 | 11378540:BTCUSD |
|---|---|---|
| Max Drawdown | -26.15% | -67.18% |
| Longest DD Days | 754.0 | 683.0 |
| Avg. Drawdown | -4.41% | -6.34% |
| Avg. Drawdown Days | 58.0 | 31.0 |
| Recovery Factor | 2.02 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-23 | 2024-12-16 | -26.15 | 754 |
| 2025-01-12 | 2025-05-18 | -14.33 | 125 |
| 2022-04-26 | 2022-07-17 | -13.11 | 81 |
| 2022-07-25 | 2022-11-04 | -10.58 | 102 |
| 2022-03-09 | 2022-04-25 | -9.10 | 47 |
| 2025-05-19 | 2025-07-14 | -3.57 | 56 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| Metric | 11378540:btcusd:triple_med_gx:lsma100_55 | 11378540:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.75% | 35.75% |
| Worst Week | -8.06% | -29.64% |
| Best Month | 20.99% | 43.77% |
| Worst Month | -9.35% | -37.12% |
| Best Year | 41.22% | 155.54% |
| Worst Year | -15.02% | -55.3% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 3.82% | 6.5% |
| Avg. Down Week | -2.59% | -4.76% |
| Avg. Up Month | 6.16% | 14.74% |
| Avg. Down Month | -3.35% | -13.26% |
| Win Days % | 47.87% | 51.3% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 49.04% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |