| Metric | 11379497:btcusd:triple_med_gx:lsma100_60 | 11379497:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 8.49% | 228.52% |
| Max Drawdown | -15.86% | -67.18% |
| Sharpe | 0.11 | 0.46 |
| Sortino | 0.16 | 0.67 |
| Payoff Ratio | 1.03 | 0.99 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.05 | 1.07 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 1.0 | 1.0 |
| Outlier Win Ratio | 50.57 | 3.19 |
| Outlier Loss Ratio | 4.06 | 3.19 |
| Volatility (ann.) | 8.23% | 26.15% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.15 | 0.61 |
| Skew | -0.33 | 0.2 |
| Kurtosis | 63.77 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.8% |
| Expected Yearly % | 2.06% | 34.63% |
| Kelly Criterion | -2.17% | 1.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.22% |
| Expected Shortfall (cVaR) | -0.71% | -2.22% |
| Year | 11379497:BTCUSD | 11379497:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -3.21 | 0.06 | + |
| 2023 | 155.54 | 0.03 | 0.00 | - |
| 2024 | 121.00 | 12.12 | 0.10 | - |
| 2025 | 30.14 | -0.07 | -0.00 | - |
| Metric | 11379497:btcusd:triple_med_gx:lsma100_60 | 11379497:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | 7.8% | 45.08% |
| 6M | -1.88% | 28.47% |
| YTD | -0.07% | 30.14% |
| 1Y | 6.59% | 105.13% |
| 3Y (ann.) | 4.36% | 81.7% |
| 5Y (ann.) | 2.38% | 40.94% |
| Metric | 11379497:btcusd:triple_med_gx:lsma100_60 | 11379497:BTCUSD |
|---|---|---|
| Max Drawdown | -15.86% | -67.18% |
| Longest DD Days | 413.0 | 683.0 |
| Avg. Drawdown | -9.15% | -6.34% |
| Avg. Drawdown Days | 155.0 | 31.0 |
| Recovery Factor | 0.53 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -15.86 | 170 |
| 2024-03-11 | 2025-01-23 | -15.01 | 317 |
| 2022-06-06 | 2023-01-20 | -14.59 | 228 |
| 2023-01-21 | 2024-03-10 | -14.40 | 413 |
| 2022-02-12 | 2022-06-06 | -9.37 | 113 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11379497:btcusd:triple_med_gx:lsma100_60 | 11379497:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.66% | 35.75% |
| Worst Week | -6.87% | -29.64% |
| Best Month | 10.25% | 43.77% |
| Worst Month | -9.16% | -37.12% |
| Best Year | 12.12% | 155.54% |
| Worst Year | -3.21% | -55.3% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 3.3% | 5.56% |
| Avg. Down Week | -2.35% | -4.6% |
| Avg. Up Month | 4.82% | 19.8% |
| Avg. Down Month | -3.96% | -13.29% |
| Win Days % | 48.09% | 51.3% |
| Win Month % | 39.02% | 62.79% |
| Win Week % | 44.94% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |