| Metric | 11380017:btcusd:triple_med_gx:lsma100_60 | 11380017:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 29.88% | 215.74% |
| Max Drawdown | -19.41% | -67.18% |
| Sharpe | 0.25 | 0.45 |
| Sortino | 0.37 | 0.65 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.66 | 1.08 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.5 | 1.0 |
| Outlier Win Ratio | 41.86 | 3.35 |
| Outlier Loss Ratio | 3.84 | 3.31 |
| Volatility (ann.) | 9.47% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.41 | 0.59 |
| Skew | 1.37 | 0.2 |
| Kurtosis | 52.87 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.62% | 2.78% |
| Expected Yearly % | 6.75% | 33.3% |
| Kelly Criterion | 1.69% | 6.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11380017:BTCUSD | 11380017:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 20.21 | -0.35 | + |
| 2023 | 155.54 | 15.30 | 0.10 | - |
| 2024 | 121.00 | -0.39 | -0.00 | - |
| 2025 | 30.14 | -5.92 | -0.20 | - |
| Metric | 11380017:btcusd:triple_med_gx:lsma100_60 | 11380017:BTCUSD |
|---|---|---|
| MTD | 0.78% | 13.36% |
| 3M | -1.14% | 45.08% |
| 6M | -3.36% | 28.47% |
| YTD | -5.92% | 30.14% |
| 1Y | 4.71% | 105.13% |
| 3Y (ann.) | 9.76% | 81.7% |
| 5Y (ann.) | 7.87% | 39.56% |
| Metric | 11380017:btcusd:triple_med_gx:lsma100_60 | 11380017:BTCUSD |
|---|---|---|
| Max Drawdown | -19.41% | -67.18% |
| Longest DD Days | 496.0 | 683.0 |
| Avg. Drawdown | -4.79% | -6.45% |
| Avg. Drawdown Days | 77.0 | 33.0 |
| Recovery Factor | 1.54 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-07-14 | -19.41 | 496 |
| 2022-03-03 | 2022-10-04 | -15.48 | 215 |
| 2023-03-17 | 2023-06-22 | -12.84 | 96 |
| 2023-08-31 | 2023-12-05 | -8.58 | 96 |
| 2022-10-26 | 2023-03-16 | -4.55 | 141 |
| 2024-01-14 | 2024-03-04 | -4.42 | 49 |
| 2023-06-22 | 2023-08-08 | -2.52 | 47 |
| 2022-10-05 | 2022-10-25 | -2.04 | 20 |
| 2022-02-05 | 2022-02-06 | -0.51 | 0 |
| 2024-01-13 | 2024-01-14 | -0.42 | 0 |
| Metric | 11380017:btcusd:triple_med_gx:lsma100_60 | 11380017:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.57% | 35.75% |
| Worst Week | -10.13% | -29.64% |
| Best Month | 15.83% | 43.77% |
| Worst Month | -7.95% | -37.12% |
| Best Year | 20.21% | 155.54% |
| Worst Year | -5.92% | -57.04% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 4.17% | 7.85% |
| Avg. Down Week | -3.35% | -3.87% |
| Avg. Up Month | 5.63% | 17.06% |
| Avg. Down Month | -3.26% | -13.6% |
| Win Days % | 48.97% | 51.33% |
| Win Month % | 47.37% | 61.9% |
| Win Week % | 48.53% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |