| Metric | 11379720:btcusd:triple_med_gx:lsma100_60 | 11379720:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 53.27% | 228.52% |
| Max Drawdown | -24.28% | -67.18% |
| Sharpe | 0.38 | 0.46 |
| Sortino | 0.57 | 0.67 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.85 | 1.07 |
| CPC Index | 0.65 | 0.65 |
| Tail Ratio | 1.6 | 1.0 |
| Outlier Win Ratio | 38.41 | 3.34 |
| Outlier Loss Ratio | 4.36 | 3.29 |
| Volatility (ann.) | 9.33% | 26.15% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.54 | 0.61 |
| Skew | 0.87 | 0.2 |
| Kurtosis | 51.16 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.8% |
| Expected Yearly % | 11.27% | 34.63% |
| Kelly Criterion | 2.11% | 9.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11379720:BTCUSD | 11379720:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 30.23 | -0.55 | + |
| 2023 | 155.54 | -7.08 | -0.05 | - |
| 2024 | 121.00 | 36.18 | 0.30 | - |
| 2025 | 30.14 | -7.00 | -0.23 | - |
| Metric | 11379720:btcusd:triple_med_gx:lsma100_60 | 11379720:BTCUSD |
|---|---|---|
| MTD | 0.38% | 13.36% |
| 3M | 8.68% | 45.08% |
| 6M | -6.15% | 28.47% |
| YTD | -7.0% | 30.14% |
| 1Y | 6.11% | 105.13% |
| 3Y (ann.) | 8.26% | 81.7% |
| 5Y (ann.) | 13.11% | 40.94% |
| Metric | 11379720:btcusd:triple_med_gx:lsma100_60 | 11379720:BTCUSD |
|---|---|---|
| Max Drawdown | -24.28% | -67.18% |
| Longest DD Days | 516.0 | 683.0 |
| Avg. Drawdown | -3.11% | -6.34% |
| Avg. Drawdown Days | 32.0 | 31.0 |
| Recovery Factor | 2.19 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -24.28 | 233 |
| 2022-11-05 | 2024-04-04 | -20.40 | 516 |
| 2022-03-09 | 2022-07-17 | -14.37 | 129 |
| 2022-07-20 | 2022-11-04 | -10.18 | 107 |
| 2024-04-04 | 2024-05-15 | -7.11 | 40 |
| 2024-08-22 | 2024-10-24 | -5.24 | 63 |
| 2024-06-12 | 2024-07-25 | -4.53 | 43 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-05-27 | 2024-06-12 | -3.47 | 15 |
| 2024-10-25 | 2024-11-10 | -3.11 | 16 |
| Metric | 11379720:btcusd:triple_med_gx:lsma100_60 | 11379720:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.36% | 35.75% |
| Worst Week | -7.74% | -29.64% |
| Best Month | 27.0% | 43.77% |
| Worst Month | -10.5% | -37.12% |
| Best Year | 36.18% | 155.54% |
| Worst Year | -7.08% | -55.3% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.43% | 6.32% |
| Avg. Down Week | -2.37% | -4.21% |
| Avg. Up Month | 6.31% | 14.66% |
| Avg. Down Month | -5.04% | -10.97% |
| Win Days % | 46.75% | 51.3% |
| Win Month % | 56.1% | 62.79% |
| Win Week % | 51.49% | 51.89% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |