| Metric | 11379977:btcusd:triple_med_gx:lsma100_60 | 11379977:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 43.12% | 222.44% |
| Max Drawdown | -21.75% | -67.18% |
| Sharpe | 0.32 | 0.45 |
| Sortino | 0.49 | 0.66 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.62 | 1.08 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 40.53 | 3.39 |
| Outlier Loss Ratio | 4.08 | 3.31 |
| Volatility (ann.) | 9.4% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.5 | 0.6 |
| Skew | 1.47 | 0.2 |
| Kurtosis | 49.83 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.84% | 2.76% |
| Expected Yearly % | 9.38% | 34.0% |
| Kelly Criterion | 3.39% | 6.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.22% |
| Expected Shortfall (cVaR) | -0.8% | -2.22% |
| Year | 11379977:BTCUSD | 11379977:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 8.79 | -0.16 | + |
| 2023 | 155.54 | 24.07 | 0.15 | - |
| 2024 | 121.00 | 21.25 | 0.18 | - |
| 2025 | 30.14 | -12.55 | -0.42 | - |
| Metric | 11379977:btcusd:triple_med_gx:lsma100_60 | 11379977:BTCUSD |
|---|---|---|
| MTD | 0.62% | 13.36% |
| 3M | -1.9% | 45.08% |
| 6M | -7.07% | 28.47% |
| YTD | -12.55% | 30.14% |
| 1Y | 0.58% | 105.13% |
| 3Y (ann.) | 18.43% | 81.7% |
| 5Y (ann.) | 10.94% | 40.34% |
| Metric | 11379977:btcusd:triple_med_gx:lsma100_60 | 11379977:BTCUSD |
|---|---|---|
| Max Drawdown | -21.75% | -67.18% |
| Longest DD Days | 307.0 | 683.0 |
| Avg. Drawdown | -4.04% | -6.36% |
| Avg. Drawdown Days | 49.0 | 32.0 |
| Recovery Factor | 1.98 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-01-04 | -21.75 | 307 |
| 2025-01-07 | 2025-07-14 | -17.59 | 188 |
| 2024-03-05 | 2024-11-10 | -14.65 | 250 |
| 2023-05-06 | 2023-06-21 | -9.02 | 46 |
| 2023-06-22 | 2023-10-23 | -8.70 | 123 |
| 2024-01-09 | 2024-03-04 | -5.39 | 55 |
| 2022-02-02 | 2022-02-04 | -4.63 | 2 |
| 2023-02-20 | 2023-04-14 | -2.58 | 52 |
| 2023-04-14 | 2023-05-05 | -2.07 | 21 |
| 2023-02-19 | 2023-02-20 | -1.95 | 1 |
| Metric | 11379977:btcusd:triple_med_gx:lsma100_60 | 11379977:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -10.89% | -29.64% |
| Best Month | 13.23% | 43.77% |
| Worst Month | -9.12% | -37.12% |
| Best Year | 24.07% | 155.54% |
| Worst Year | -12.55% | -56.13% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 3.57% | 7.42% |
| Avg. Down Week | -3.33% | -3.32% |
| Avg. Up Month | 5.06% | 16.6% |
| Avg. Down Month | -4.75% | -13.84% |
| Win Days % | 48.5% | 51.29% |
| Win Month % | 57.89% | 62.79% |
| Win Week % | 53.33% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |