| Metric | 11397155:btcusd:triple_med_gx:lsma100_120 | 11397155:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 122.19% | 212.83% |
| Max Drawdown | -32.62% | -67.18% |
| Sharpe | 0.41 | 0.45 |
| Sortino | 0.63 | 0.65 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.26 | 1.08 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 14.91 | 4.24 |
| Outlier Loss Ratio | 4.32 | 4.18 |
| Volatility (ann.) | 17.89% | 26.12% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.8 | 0.58 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 23.06 | 6.51 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.87% | 2.69% |
| Expected Yearly % | 22.09% | 32.99% |
| Kelly Criterion | 3.63% | 4.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -2.22% |
| Expected Shortfall (cVaR) | -1.52% | -2.22% |
| Year | 11397155:BTCUSD | 11397155:btcusd:triple_med_gx:lsma100_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -1.66 | 0.03 | + |
| 2023 | 155.54 | 59.00 | 0.38 | - |
| 2024 | 121.00 | 37.93 | 0.31 | - |
| 2025 | 27.10 | 3.02 | 0.11 | - |
| Metric | 11397155:btcusd:triple_med_gx:lsma100_120 | 11397155:BTCUSD |
|---|---|---|
| MTD | 1.45% | 10.71% |
| 3M | 4.41% | 41.88% |
| 6M | 2.49% | 22.91% |
| YTD | 3.02% | 27.1% |
| 1Y | 37.13% | 82.29% |
| 3Y (ann.) | 32.47% | 77.48% |
| 5Y (ann.) | 25.95% | 39.04% |
| Metric | 11397155:btcusd:triple_med_gx:lsma100_120 | 11397155:BTCUSD |
|---|---|---|
| Max Drawdown | -32.62% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -5.76% | -6.44% |
| Avg. Drawdown Days | 40.0 | 32.0 |
| Recovery Factor | 3.75 | 3.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -32.62 | 420 |
| 2024-04-01 | 2024-11-06 | -29.24 | 219 |
| 2025-01-07 | 2025-07-17 | -19.27 | 191 |
| 2023-12-22 | 2024-03-04 | -13.35 | 73 |
| 2022-02-05 | 2022-02-28 | -12.26 | 22 |
| 2023-07-14 | 2023-12-03 | -11.77 | 142 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2023-04-26 | 2023-06-20 | -7.81 | 54 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11397155:btcusd:triple_med_gx:lsma100_120 | 11397155:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.14% | 35.75% |
| Worst Week | -9.68% | -29.64% |
| Best Month | 23.23% | 43.77% |
| Worst Month | -12.73% | -37.12% |
| Best Year | 59.0% | 155.54% |
| Worst Year | -1.66% | -56.42% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 4.56% | 6.16% |
| Avg. Down Week | -2.52% | -4.21% |
| Avg. Up Month | 7.94% | 15.16% |
| Avg. Down Month | -5.17% | -11.7% |
| Win Days % | 50.02% | 51.31% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 45.38% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |