| Metric | 11379440:btcusd:triple_med_gx:lsma100_60 | 11379440:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 22.92% | 228.52% |
| Max Drawdown | -17.65% | -67.18% |
| Sharpe | 0.22 | 0.46 |
| Sortino | 0.33 | 0.67 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.02 | 1.07 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 0.92 | 1.0 |
| Outlier Win Ratio | 51.55 | 3.22 |
| Outlier Loss Ratio | 4.41 | 3.14 |
| Volatility (ann.) | 8.08% | 26.15% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.35 | 0.61 |
| Skew | 0.83 | 0.2 |
| Kurtosis | 67.8 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.8% |
| Expected Yearly % | 5.29% | 34.63% |
| Kelly Criterion | 0.14% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.22% |
| Expected Shortfall (cVaR) | -0.69% | -2.22% |
| Year | 11379440:BTCUSD | 11379440:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 6.11 | -0.11 | + |
| 2023 | 155.54 | -8.84 | -0.06 | - |
| 2024 | 121.00 | 23.12 | 0.19 | - |
| 2025 | 30.14 | 3.20 | 0.11 | - |
| Metric | 11379440:btcusd:triple_med_gx:lsma100_60 | 11379440:BTCUSD |
|---|---|---|
| MTD | 2.54% | 13.36% |
| 3M | 14.16% | 45.08% |
| 6M | 2.16% | 28.47% |
| YTD | 3.2% | 30.14% |
| 1Y | 3.94% | 105.13% |
| 3Y (ann.) | 7.72% | 81.7% |
| 5Y (ann.) | 6.13% | 40.94% |
| Metric | 11379440:btcusd:triple_med_gx:lsma100_60 | 11379440:BTCUSD |
|---|---|---|
| Max Drawdown | -17.65% | -67.18% |
| Longest DD Days | 382.0 | 683.0 |
| Avg. Drawdown | -3.74% | -6.34% |
| Avg. Drawdown Days | 50.0 | 31.0 |
| Recovery Factor | 1.3 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-23 | 2024-03-11 | -17.65 | 382 |
| 2025-01-24 | 2025-07-02 | -13.48 | 158 |
| 2022-04-26 | 2022-10-03 | -10.78 | 160 |
| 2024-03-12 | 2024-05-25 | -9.08 | 74 |
| 2022-02-12 | 2022-04-26 | -7.52 | 72 |
| 2022-11-02 | 2023-01-20 | -6.28 | 79 |
| 2024-05-26 | 2024-08-20 | -5.49 | 86 |
| 2024-09-26 | 2025-01-23 | -4.19 | 118 |
| 2024-08-20 | 2024-08-28 | -3.50 | 8 |
| 2023-01-21 | 2023-02-23 | -2.83 | 32 |
| Metric | 11379440:btcusd:triple_med_gx:lsma100_60 | 11379440:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -6.64% | -29.64% |
| Best Month | 10.58% | 43.77% |
| Worst Month | -6.97% | -37.12% |
| Best Year | 23.12% | 155.54% |
| Worst Year | -8.84% | -55.3% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.68% | -0.74% |
| Avg. Up Week | 3.23% | 5.68% |
| Avg. Down Week | -2.24% | -4.87% |
| Avg. Up Month | 5.1% | 15.96% |
| Avg. Down Month | -3.1% | -14.84% |
| Win Days % | 46.32% | 51.3% |
| Win Month % | 47.5% | 62.79% |
| Win Week % | 49.46% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |