| Metric | 11380952:btcusd:triple_med_gx:lsma100_65 | 11380952:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 79.64% | 220.85% |
| Max Drawdown | -20.17% | -67.18% |
| Sharpe | 0.51 | 0.45 |
| Sortino | 0.81 | 0.66 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.24 | 1.08 |
| Common Sense Ratio | 2.29 | 1.07 |
| CPC Index | 0.72 | 0.65 |
| Tail Ratio | 1.85 | 1.0 |
| Outlier Win Ratio | 40.65 | 3.32 |
| Outlier Loss Ratio | 4.21 | 3.18 |
| Volatility (ann.) | 9.02% | 26.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.91 | 0.59 |
| Skew | 1.84 | 0.2 |
| Kurtosis | 58.46 | 6.48 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.37% | 2.75% |
| Expected Yearly % | 15.77% | 33.84% |
| Kelly Criterion | 5.14% | 9.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.22% |
| Expected Shortfall (cVaR) | -0.76% | -2.22% |
| Year | 11380952:BTCUSD | 11380952:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 53.24 | -0.96 | + |
| 2023 | 155.54 | -14.18 | -0.09 | - |
| 2024 | 121.00 | 52.54 | 0.43 | - |
| 2025 | 27.10 | -10.45 | -0.39 | - |
| Metric | 11380952:btcusd:triple_med_gx:lsma100_65 | 11380952:BTCUSD |
|---|---|---|
| MTD | -0.5% | 10.71% |
| 3M | -1.67% | 41.88% |
| 6M | -10.39% | 22.91% |
| YTD | -10.45% | 27.1% |
| 1Y | -0.9% | 82.29% |
| 3Y (ann.) | 12.1% | 77.48% |
| 5Y (ann.) | 18.37% | 39.88% |
| Metric | 11380952:btcusd:triple_med_gx:lsma100_65 | 11380952:BTCUSD |
|---|---|---|
| Max Drawdown | -20.17% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -2.62% | -6.43% |
| Avg. Drawdown Days | 26.0 | 31.0 |
| Recovery Factor | 3.95 | 3.29 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-27 | 2024-04-07 | -20.17 | 377 |
| 2024-12-13 | 2025-07-17 | -19.34 | 215 |
| 2022-07-30 | 2023-03-26 | -11.43 | 238 |
| 2022-03-09 | 2022-06-06 | -10.92 | 88 |
| 2024-05-27 | 2024-07-15 | -6.35 | 48 |
| 2022-07-20 | 2022-07-27 | -4.75 | 7 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-09-28 | 2024-11-20 | -2.57 | 53 |
| 2024-05-16 | 2024-05-17 | -2.49 | 1 |
| Metric | 11380952:btcusd:triple_med_gx:lsma100_65 | 11380952:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.77% | 35.75% |
| Worst Week | -8.85% | -29.64% |
| Best Month | 41.5% | 43.77% |
| Worst Month | -7.59% | -37.12% |
| Best Year | 53.24% | 155.54% |
| Worst Year | -14.18% | -55.3% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 3.5% | 6.85% |
| Avg. Down Week | -1.88% | -5.45% |
| Avg. Up Month | 6.38% | 16.53% |
| Avg. Down Month | -3.79% | -8.61% |
| Win Days % | 47.74% | 51.28% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 49.46% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |