| Metric | 11393952:btcusd:triple_med_gx:lsma100_110 | 11393952:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 100.61% | 225.45% |
| Max Drawdown | -36.99% | -67.18% |
| Sharpe | 0.37 | 0.46 |
| Sortino | 0.55 | 0.66 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 13.67 | 4.24 |
| Outlier Loss Ratio | 4.36 | 4.2 |
| Volatility (ann.) | 18.35% | 26.11% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.6 | 0.6 |
| Skew | 0.97 | 0.2 |
| Kurtosis | 20.92 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.63% | 2.78% |
| Expected Yearly % | 19.01% | 34.31% |
| Kelly Criterion | 2.85% | 4.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -2.21% |
| Expected Shortfall (cVaR) | -1.56% | -2.21% |
| Year | 11393952:BTCUSD | 11393952:btcusd:triple_med_gx:lsma100_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -12.09 | 0.22 | + |
| 2023 | 155.54 | 90.83 | 0.58 | - |
| 2024 | 121.00 | 35.17 | 0.29 | - |
| 2025 | 27.10 | -11.53 | -0.43 | - |
| Metric | 11393952:btcusd:triple_med_gx:lsma100_110 | 11393952:BTCUSD |
|---|---|---|
| MTD | 1.45% | 10.71% |
| 3M | 3.05% | 41.88% |
| 6M | -11.99% | 22.91% |
| YTD | -11.53% | 27.1% |
| 1Y | 15.95% | 82.29% |
| 3Y (ann.) | 34.43% | 77.48% |
| 5Y (ann.) | 22.25% | 40.56% |
| Metric | 11393952:btcusd:triple_med_gx:lsma100_110 | 11393952:BTCUSD |
|---|---|---|
| Max Drawdown | -36.99% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -4.77% | -6.14% |
| Avg. Drawdown Days | 25.0 | 31.0 |
| Recovery Factor | 2.72 | 3.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -36.99 | 420 |
| 2024-04-01 | 2024-11-06 | -32.88 | 219 |
| 2025-01-07 | 2025-07-17 | -28.60 | 191 |
| 2022-02-05 | 2022-02-28 | -14.07 | 22 |
| 2023-07-14 | 2023-10-24 | -11.11 | 102 |
| 2023-12-22 | 2024-01-30 | -10.79 | 39 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-03-05 | 2024-03-20 | -7.87 | 15 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11393952:btcusd:triple_med_gx:lsma100_110 | 11393952:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.14% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 16.98% | 43.77% |
| Worst Month | -12.18% | -37.12% |
| Best Year | 90.83% | 155.54% |
| Worst Year | -12.09% | -54.66% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.86% | -0.88% |
| Avg. Up Week | 4.49% | 5.64% |
| Avg. Down Week | -2.66% | -4.73% |
| Avg. Up Month | 7.71% | 14.57% |
| Avg. Down Month | -6.02% | -12.36% |
| Win Days % | 49.91% | 51.29% |
| Win Month % | 57.14% | 62.79% |
| Win Week % | 47.14% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |