| Metric | 11400660:btcusd:triple_med_gx:lsma100_130 | 11400660:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 83.81% | 182.99% |
| Max Drawdown | -46.47% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.53 | 0.62 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.22 | 1.06 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 16.53 | 4.06 |
| Outlier Loss Ratio | 4.22 | 4.02 |
| Volatility (ann.) | 16.5% | 26.35% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.43 | 0.54 |
| Skew | 0.67 | 0.2 |
| Kurtosis | 24.82 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.5% | 2.57% |
| Expected Yearly % | 16.44% | 29.7% |
| Kelly Criterion | 3.37% | 3.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.24% |
| Expected Shortfall (cVaR) | -1.4% | -2.24% |
| Year | 11400660:BTCUSD | 11400660:btcusd:triple_med_gx:lsma100_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -32.36 | 0.57 | + |
| 2023 | 155.54 | 58.32 | 0.37 | - |
| 2024 | 121.00 | 59.99 | 0.50 | - |
| 2025 | 16.76 | 7.27 | 0.43 | - |
| Metric | 11400660:btcusd:triple_med_gx:lsma100_130 | 11400660:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.59% | 31.46% |
| 6M | 14.63% | 12.77% |
| YTD | 7.27% | 16.76% |
| 1Y | 30.76% | 56.84% |
| 3Y (ann.) | 23.72% | 55.31% |
| 5Y (ann.) | 19.89% | 36.34% |
| Metric | 11400660:btcusd:triple_med_gx:lsma100_130 | 11400660:BTCUSD |
|---|---|---|
| Max Drawdown | -46.47% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -4.38% | -6.9% |
| Avg. Drawdown Days | 32.0 | 35.0 |
| Recovery Factor | 1.8 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-01-29 | -46.47 | 698 |
| 2024-06-10 | 2024-11-06 | -24.32 | 148 |
| 2025-01-07 | 2025-06-11 | -17.78 | 155 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-01-31 | 2024-03-24 | -5.19 | 53 |
| 2024-12-17 | 2025-01-03 | -4.87 | 16 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-05-03 | -3.62 | 10 |
| Metric | 11400660:btcusd:triple_med_gx:lsma100_130 | 11400660:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 23.65% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 16.28% | 43.77% |
| Worst Month | -20.84% | -37.12% |
| Best Year | 59.99% | 155.54% |
| Worst Year | -32.36% | -57.08% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.86% | -0.88% |
| Avg. Up Week | 5.02% | 6.51% |
| Avg. Down Week | -2.99% | -4.9% |
| Avg. Up Month | 7.94% | 14.16% |
| Avg. Down Month | -5.35% | -12.23% |
| Win Days % | 50.5% | 51.31% |
| Win Month % | 53.66% | 60.98% |
| Win Week % | 46.43% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |