| Metric | 11379330:btcusd:triple_med_gx:lsma100_60 | 11379330:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 18.07% | 228.52% |
| Max Drawdown | -17.83% | -67.18% |
| Sharpe | 0.19 | 0.46 |
| Sortino | 0.28 | 0.67 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.03 | 1.07 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 0.95 | 1.0 |
| Outlier Win Ratio | 50.54 | 3.16 |
| Outlier Loss Ratio | 4.35 | 3.13 |
| Volatility (ann.) | 8.07% | 26.15% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.28 | 0.61 |
| Skew | 1.51 | 0.2 |
| Kurtosis | 79.99 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.8% |
| Expected Yearly % | 4.24% | 34.63% |
| Kelly Criterion | -0.94% | 6.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.22% |
| Expected Shortfall (cVaR) | -0.69% | -2.22% |
| Year | 11379330:BTCUSD | 11379330:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 6.38 | -0.12 | + |
| 2023 | 155.54 | -3.48 | -0.02 | - |
| 2024 | 121.00 | 12.00 | 0.10 | - |
| 2025 | 30.14 | 2.67 | 0.09 | - |
| Metric | 11379330:btcusd:triple_med_gx:lsma100_60 | 11379330:BTCUSD |
|---|---|---|
| MTD | 1.86% | 13.36% |
| 3M | 6.52% | 45.08% |
| 6M | 5.81% | 28.47% |
| YTD | 2.67% | 30.14% |
| 1Y | 8.32% | 105.13% |
| 3Y (ann.) | 6.16% | 81.7% |
| 5Y (ann.) | 4.91% | 40.94% |
| Metric | 11379330:btcusd:triple_med_gx:lsma100_60 | 11379330:BTCUSD |
|---|---|---|
| Max Drawdown | -17.83% | -67.18% |
| Longest DD Days | 435.0 | 683.0 |
| Avg. Drawdown | -6.68% | -6.34% |
| Avg. Drawdown Days | 138.0 | 31.0 |
| Recovery Factor | 1.01 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2022-09-14 | -17.83 | 221 |
| 2023-01-21 | 2024-03-31 | -15.45 | 435 |
| 2024-04-01 | 2025-04-28 | -13.33 | 392 |
| 2022-10-08 | 2023-01-20 | -7.05 | 104 |
| 2025-04-28 | 2025-07-14 | -4.97 | 76 |
| 2022-09-15 | 2022-10-03 | -0.76 | 18 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-02-04 | 2022-02-04 | -0.18 | 0 |
| 2022-10-04 | 2022-10-04 | -0.11 | 0 |
| Metric | 11379330:btcusd:triple_med_gx:lsma100_60 | 11379330:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.54% | 35.75% |
| Worst Week | -7.1% | -29.64% |
| Best Month | 10.84% | 43.77% |
| Worst Month | -10.96% | -37.12% |
| Best Year | 12.0% | 155.54% |
| Worst Year | -3.48% | -55.3% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 3.21% | 5.41% |
| Avg. Down Week | -2.37% | -5.47% |
| Avg. Up Month | 4.28% | 18.52% |
| Avg. Down Month | -4.27% | -12.45% |
| Win Days % | 46.56% | 51.3% |
| Win Month % | 57.89% | 62.79% |
| Win Week % | 48.24% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |