| Metric | 11397208:btcusd:triple_med_gx:lsma100_120 | 11397208:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 88.82% | 187.39% |
| Max Drawdown | -39.48% | -67.18% |
| Sharpe | 0.35 | 0.43 |
| Sortino | 0.53 | 0.62 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 15.17 | 4.22 |
| Outlier Loss Ratio | 4.26 | 4.17 |
| Volatility (ann.) | 17.79% | 26.35% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.53 | 0.55 |
| Skew | 0.8 | 0.2 |
| Kurtosis | 21.75 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.52% | 2.55% |
| Expected Yearly % | 17.22% | 30.2% |
| Kelly Criterion | 3.36% | 4.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.24% |
| Expected Shortfall (cVaR) | -1.51% | -2.24% |
| Year | 11397208:BTCUSD | 11397208:btcusd:triple_med_gx:lsma100_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -12.79 | 0.23 | + |
| 2023 | 155.54 | 47.96 | 0.31 | - |
| 2024 | 121.00 | 41.34 | 0.34 | - |
| 2025 | 16.76 | 3.54 | 0.21 | - |
| Metric | 11397208:btcusd:triple_med_gx:lsma100_120 | 11397208:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 21.57% | 31.46% |
| 6M | 12.66% | 12.77% |
| YTD | 3.54% | 16.76% |
| 1Y | 31.97% | 56.84% |
| 3Y (ann.) | 21.71% | 55.31% |
| 5Y (ann.) | 20.81% | 36.89% |
| Metric | 11397208:btcusd:triple_med_gx:lsma100_120 | 11397208:BTCUSD |
|---|---|---|
| Max Drawdown | -39.48% | -67.18% |
| Longest DD Days | 477.0 | 683.0 |
| Avg. Drawdown | -5.55% | -6.61% |
| Avg. Drawdown Days | 33.0 | 33.0 |
| Recovery Factor | 2.25 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-22 | -39.48 | 477 |
| 2024-05-16 | 2024-11-06 | -28.91 | 173 |
| 2025-01-07 | 2025-06-11 | -26.50 | 155 |
| 2023-07-14 | 2023-12-04 | -13.40 | 143 |
| 2023-12-22 | 2024-03-20 | -11.72 | 89 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-04-23 | 2024-05-15 | -9.65 | 22 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| Metric | 11397208:btcusd:triple_med_gx:lsma100_120 | 11397208:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.32% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 23.33% | 43.77% |
| Worst Month | -15.74% | -37.12% |
| Best Year | 47.96% | 155.54% |
| Worst Year | -12.79% | -56.42% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.55% | 6.24% |
| Avg. Down Week | -2.86% | -4.13% |
| Avg. Up Month | 7.13% | 13.37% |
| Avg. Down Month | -5.76% | -11.7% |
| Win Days % | 50.39% | 51.28% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 47.11% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |