| Metric | 11395534:btcusd:triple_med_gx:lsma100_115 | 11395534:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 101.08% | 214.91% |
| Max Drawdown | -38.26% | -67.18% |
| Sharpe | 0.37 | 0.45 |
| Sortino | 0.56 | 0.65 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 14.24 | 4.18 |
| Outlier Loss Ratio | 4.33 | 4.19 |
| Volatility (ann.) | 18.04% | 26.11% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.58 | 0.58 |
| Skew | 1.01 | 0.2 |
| Kurtosis | 22.28 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.64% | 2.7% |
| Expected Yearly % | 19.08% | 33.21% |
| Kelly Criterion | 2.98% | 4.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -2.22% |
| Expected Shortfall (cVaR) | -1.54% | -2.22% |
| Year | 11395534:BTCUSD | 11395534:btcusd:triple_med_gx:lsma100_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -15.67 | 0.28 | + |
| 2023 | 155.54 | 78.13 | 0.50 | - |
| 2024 | 121.00 | 37.56 | 0.31 | - |
| 2025 | 27.10 | -2.68 | -0.10 | - |
| Metric | 11395534:btcusd:triple_med_gx:lsma100_115 | 11395534:BTCUSD |
|---|---|---|
| MTD | 1.45% | 10.71% |
| 3M | 4.31% | 41.88% |
| 6M | -3.18% | 22.91% |
| YTD | -2.68% | 27.1% |
| 1Y | 27.15% | 82.29% |
| 3Y (ann.) | 31.02% | 77.48% |
| 5Y (ann.) | 22.35% | 39.27% |
| Metric | 11395534:btcusd:triple_med_gx:lsma100_115 | 11395534:BTCUSD |
|---|---|---|
| Max Drawdown | -38.26% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -5.21% | -6.45% |
| Avg. Drawdown Days | 31.0 | 32.0 |
| Recovery Factor | 2.64 | 3.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -38.26 | 476 |
| 2024-04-01 | 2024-11-06 | -33.72 | 219 |
| 2025-01-07 | 2025-07-17 | -22.41 | 191 |
| 2022-02-19 | 2022-02-28 | -13.73 | 8 |
| 2023-12-22 | 2024-01-31 | -10.93 | 40 |
| 2023-07-14 | 2023-10-24 | -10.33 | 102 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-03-19 | 2024-03-20 | -5.23 | 1 |
| Metric | 11395534:btcusd:triple_med_gx:lsma100_115 | 11395534:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.14% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 21.48% | 43.77% |
| Worst Month | -11.71% | -37.12% |
| Best Year | 78.13% | 155.54% |
| Worst Year | -15.67% | -56.13% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.86% | -0.88% |
| Avg. Up Week | 4.61% | 5.94% |
| Avg. Down Week | -2.53% | -4.19% |
| Avg. Up Month | 7.51% | 14.26% |
| Avg. Down Month | -5.34% | -12.0% |
| Win Days % | 50.16% | 51.28% |
| Win Month % | 54.76% | 62.79% |
| Win Week % | 46.32% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |