| Metric | 11401145:btcusd:triple_med_gx:lsma100_130 | 11401145:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 51.96% | 152.36% |
| Max Drawdown | -18.69% | -67.18% |
| Sharpe | 0.46 | 0.4 |
| Sortino | 0.79 | 0.58 |
| Payoff Ratio | 1.28 | 1.25 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.84 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 71.81 | 3.11 |
| Outlier Loss Ratio | 3.19 | 2.92 |
| Volatility (ann.) | 7.43% | 26.27% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.72 | 0.48 |
| Skew | 4.97 | 0.18 |
| Kurtosis | 143.41 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 2.28% |
| Expected Yearly % | 11.03% | 26.04% |
| Kelly Criterion | 8.68% | 12.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.23% |
| Expected Shortfall (cVaR) | -0.63% | -2.23% |
| Year | 11401145:BTCUSD | 11401145:btcusd:triple_med_gx:lsma100_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 3.53 | -0.06 | + |
| 2023 | 155.54 | 12.21 | 0.08 | - |
| 2024 | 121.00 | 25.61 | 0.21 | - |
| 2025 | 16.76 | 4.14 | 0.25 | - |
| Metric | 11401145:btcusd:triple_med_gx:lsma100_130 | 11401145:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.63% | 31.46% |
| 6M | 4.14% | 12.77% |
| YTD | 4.14% | 16.76% |
| 1Y | 29.48% | 56.84% |
| 3Y (ann.) | 12.31% | 55.31% |
| 5Y (ann.) | 13.45% | 32.21% |
| Metric | 11401145:btcusd:triple_med_gx:lsma100_130 | 11401145:BTCUSD |
|---|---|---|
| Max Drawdown | -18.69% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -3.57% | -7.61% |
| Avg. Drawdown Days | 62.0 | 38.0 |
| Recovery Factor | 2.78 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -18.69 | 475 |
| 2024-03-21 | 2024-08-08 | -9.24 | 140 |
| 2023-11-16 | 2024-03-20 | -7.56 | 125 |
| 2024-12-05 | 2025-04-12 | -5.45 | 128 |
| 2023-07-14 | 2023-11-15 | -4.57 | 124 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-15 | 2025-05-20 | -3.30 | 35 |
| 2024-08-09 | 2024-09-12 | -2.90 | 34 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2024-09-14 | 2024-10-11 | -1.70 | 27 |
| Metric | 11401145:btcusd:triple_med_gx:lsma100_130 | 11401145:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 10.41% | 35.75% |
| Worst Week | -5.18% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -7.62% | -37.12% |
| Best Year | 25.61% | 155.54% |
| Worst Year | 3.53% | -61.73% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.26% | 6.09% |
| Avg. Down Week | -1.83% | -7.55% |
| Avg. Up Month | 4.42% | 8.59% |
| Avg. Down Month | -3.57% | -16.02% |
| Win Days % | 48.77% | 51.26% |
| Win Month % | 65.22% | 60.98% |
| Win Week % | 58.06% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |