| Metric | 11401180:btcusd:triple_med_gx:lsma100_130 | 11401180:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 36.75% | 172.16% |
| Max Drawdown | -20.34% | -67.18% |
| Sharpe | 0.35 | 0.42 |
| Sortino | 0.59 | 0.61 |
| Payoff Ratio | 1.28 | 1.24 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.77 | 0.68 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 71.17 | 3.0 |
| Outlier Loss Ratio | 3.15 | 2.95 |
| Volatility (ann.) | 7.55% | 26.26% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.49 | 0.53 |
| Skew | 5.19 | 0.19 |
| Kurtosis | 143.36 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.47% |
| Expected Yearly % | 8.14% | 28.44% |
| Kelly Criterion | 7.13% | 12.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.23% |
| Expected Shortfall (cVaR) | -0.64% | -2.23% |
| Year | 11401180:BTCUSD | 11401180:btcusd:triple_med_gx:lsma100_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 6.77 | -0.12 | + |
| 2023 | 155.54 | 4.48 | 0.03 | - |
| 2024 | 121.00 | 16.44 | 0.14 | - |
| 2025 | 16.76 | 5.29 | 0.32 | - |
| Metric | 11401180:btcusd:triple_med_gx:lsma100_130 | 11401180:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.87% | 31.46% |
| 6M | 5.29% | 12.77% |
| YTD | 5.29% | 16.76% |
| 1Y | 24.57% | 56.84% |
| 3Y (ann.) | 10.2% | 55.31% |
| 5Y (ann.) | 9.91% | 35.29% |
| Metric | 11401180:btcusd:triple_med_gx:lsma100_130 | 11401180:BTCUSD |
|---|---|---|
| Max Drawdown | -20.34% | -67.18% |
| Longest DD Days | 258.0 | 683.0 |
| Avg. Drawdown | -5.47% | -7.19% |
| Avg. Drawdown Days | 82.0 | 37.0 |
| Recovery Factor | 1.81 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2022-10-04 | -20.34 | 216 |
| 2022-10-05 | 2023-06-20 | -11.53 | 258 |
| 2024-03-21 | 2024-08-08 | -10.54 | 140 |
| 2023-11-16 | 2024-03-20 | -7.72 | 125 |
| 2024-12-05 | 2025-05-21 | -5.45 | 167 |
| 2023-07-13 | 2023-11-15 | -4.89 | 125 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-08-09 | 2024-09-12 | -3.23 | 34 |
| 2024-09-14 | 2024-10-11 | -2.68 | 27 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| Metric | 11401180:btcusd:triple_med_gx:lsma100_130 | 11401180:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 9.46% | 35.75% |
| Worst Week | -5.07% | -29.64% |
| Best Month | 9.88% | 43.77% |
| Worst Month | -5.07% | -37.12% |
| Best Year | 16.44% | 155.54% |
| Worst Year | 4.48% | -58.73% |
| Avg. Up Day | 1.11% | 1.12% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 3.97% | 5.02% |
| Avg. Down Week | -2.01% | -8.1% |
| Avg. Up Month | 4.55% | 8.93% |
| Avg. Down Month | -2.55% | -14.26% |
| Win Days % | 47.85% | 51.29% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 48.39% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |