| Metric | 11379942:btcusd:triple_med_gx:lsma100_60 | 11379942:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 6.37% | 237.48% |
| Max Drawdown | -30.26% | -67.18% |
| Sharpe | 0.09 | 0.47 |
| Sortino | 0.14 | 0.68 |
| Payoff Ratio | 1.04 | 1.04 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 39.29 | 3.41 |
| Outlier Loss Ratio | 4.01 | 3.39 |
| Volatility (ann.) | 9.87% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.06 | 0.63 |
| Skew | 0.69 | 0.2 |
| Kurtosis | 48.32 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.14% | 2.87% |
| Expected Yearly % | 1.56% | 35.54% |
| Kelly Criterion | -1.91% | 4.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11379942:BTCUSD | 11379942:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 7.92 | -0.15 | + |
| 2023 | 155.54 | 30.51 | 0.20 | - |
| 2024 | 121.00 | -4.67 | -0.04 | - |
| 2025 | 30.14 | -20.78 | -0.69 | - |
| Metric | 11379942:btcusd:triple_med_gx:lsma100_60 | 11379942:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -3.07% | 45.08% |
| 6M | -17.14% | 28.47% |
| YTD | -20.78% | 30.14% |
| 1Y | -15.52% | 105.13% |
| 3Y (ann.) | 6.08% | 81.7% |
| 5Y (ann.) | 1.8% | 42.08% |
| Metric | 11379942:btcusd:triple_med_gx:lsma100_60 | 11379942:BTCUSD |
|---|---|---|
| Max Drawdown | -30.26% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -4.39% | -5.84% |
| Avg. Drawdown Days | 51.0 | 29.0 |
| Recovery Factor | 0.21 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -30.26 | 469 |
| 2022-02-05 | 2022-11-23 | -21.84 | 290 |
| 2024-01-11 | 2024-03-04 | -10.81 | 53 |
| 2023-06-22 | 2023-10-23 | -10.25 | 123 |
| 2023-03-14 | 2023-05-28 | -6.63 | 75 |
| 2022-02-01 | 2022-02-04 | -5.13 | 2 |
| 2023-12-28 | 2024-01-08 | -3.48 | 11 |
| 2024-03-05 | 2024-03-31 | -2.39 | 26 |
| 2023-02-19 | 2023-02-20 | -1.95 | 1 |
| 2022-11-24 | 2023-01-02 | -1.77 | 39 |
| Metric | 11379942:btcusd:triple_med_gx:lsma100_60 | 11379942:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -11.42% | -29.64% |
| Best Month | 16.51% | 43.77% |
| Worst Month | -10.8% | -37.12% |
| Best Year | 30.51% | 155.54% |
| Worst Year | -20.78% | -54.08% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 3.38% | 6.71% |
| Avg. Down Week | -3.36% | -2.75% |
| Avg. Up Month | 5.64% | 16.88% |
| Avg. Down Month | -5.56% | -12.32% |
| Win Days % | 48.04% | 51.31% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 46.15% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |