| Metric | 11378805:btcusd:triple_med_gx:lsma100_55 | 11378805:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 16.59% | 222.44% |
| Max Drawdown | -26.12% | -67.18% |
| Sharpe | 0.16 | 0.45 |
| Sortino | 0.24 | 0.66 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 40.12 | 3.39 |
| Outlier Loss Ratio | 3.92 | 3.32 |
| Volatility (ann.) | 9.61% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.17 | 0.6 |
| Skew | 1.0 | 0.2 |
| Kurtosis | 47.72 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.76% |
| Expected Yearly % | 3.91% | 34.0% |
| Kelly Criterion | 0.75% | 4.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11378805:BTCUSD | 11378805:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -0.46 | 0.01 | + |
| 2023 | 155.54 | 28.30 | 0.18 | - |
| 2024 | 121.00 | 8.79 | 0.07 | - |
| 2025 | 30.14 | -16.08 | -0.53 | - |
| Metric | 11378805:btcusd:triple_med_gx:lsma100_55 | 11378805:BTCUSD |
|---|---|---|
| MTD | 0.62% | 13.36% |
| 3M | -1.95% | 45.08% |
| 6M | -10.87% | 28.47% |
| YTD | -16.08% | 30.14% |
| 1Y | -9.9% | 105.13% |
| 3Y (ann.) | 12.7% | 81.7% |
| 5Y (ann.) | 4.54% | 40.34% |
| Metric | 11378805:btcusd:triple_med_gx:lsma100_55 | 11378805:BTCUSD |
|---|---|---|
| Max Drawdown | -26.12% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -6.78% | -6.36% |
| Avg. Drawdown Days | 91.0 | 32.0 |
| Recovery Factor | 0.64 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-06-21 | -26.12 | 475 |
| 2025-01-07 | 2025-07-14 | -20.96 | 188 |
| 2024-03-05 | 2025-01-06 | -16.58 | 307 |
| 2023-06-22 | 2023-10-23 | -10.06 | 123 |
| 2024-01-09 | 2024-03-04 | -6.17 | 55 |
| 2022-02-02 | 2022-02-04 | -4.63 | 2 |
| 2023-12-05 | 2024-01-08 | -1.95 | 34 |
| 2022-02-05 | 2022-02-06 | -0.51 | 0 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| 2023-06-21 | 2023-06-22 | -0.26 | 0 |
| Metric | 11378805:btcusd:triple_med_gx:lsma100_55 | 11378805:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -10.69% | -29.64% |
| Best Month | 13.82% | 43.77% |
| Worst Month | -9.12% | -37.12% |
| Best Year | 28.3% | 155.54% |
| Worst Year | -16.08% | -56.13% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.27% | 7.5% |
| Avg. Down Week | -3.84% | -3.32% |
| Avg. Up Month | 4.67% | 15.88% |
| Avg. Down Month | -5.03% | -13.53% |
| Win Days % | 48.66% | 51.29% |
| Win Month % | 55.26% | 62.79% |
| Win Week % | 53.25% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |