| Metric | 11402215:btcusd:triple_med_gx:lsma100_135 | 11402215:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 85.53% | 195.83% |
| Max Drawdown | -43.77% | -67.18% |
| Sharpe | 0.35 | 0.44 |
| Sortino | 0.53 | 0.64 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 16.27 | 4.1 |
| Outlier Loss Ratio | 4.24 | 4.1 |
| Volatility (ann.) | 17.18% | 26.35% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.46 | 0.57 |
| Skew | 0.96 | 0.2 |
| Kurtosis | 25.87 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.52% | 2.68% |
| Expected Yearly % | 16.71% | 31.15% |
| Kelly Criterion | 3.3% | 4.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.24% |
| Expected Shortfall (cVaR) | -1.46% | -2.24% |
| Year | 11402215:BTCUSD | 11402215:btcusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -23.38 | 0.42 | + |
| 2023 | 155.54 | 67.67 | 0.44 | - |
| 2024 | 121.00 | 33.44 | 0.28 | - |
| 2025 | 16.76 | 8.22 | 0.49 | - |
| Metric | 11402215:btcusd:triple_med_gx:lsma100_135 | 11402215:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 14.14% | 31.46% |
| 6M | 18.38% | 12.77% |
| YTD | 8.22% | 16.76% |
| 1Y | 32.47% | 56.84% |
| 3Y (ann.) | 25.16% | 55.31% |
| 5Y (ann.) | 20.24% | 38.19% |
| Metric | 11402215:btcusd:triple_med_gx:lsma100_135 | 11402215:BTCUSD |
|---|---|---|
| Max Drawdown | -43.77% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -5.48% | -6.97% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 1.95 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -43.77 | 476 |
| 2024-04-30 | 2024-11-06 | -28.57 | 190 |
| 2025-01-07 | 2025-06-11 | -18.17 | 155 |
| 2023-07-14 | 2023-12-04 | -15.37 | 143 |
| 2023-12-22 | 2024-03-20 | -12.44 | 89 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-01 | 2024-04-22 | -8.58 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11402215:btcusd:triple_med_gx:lsma100_135 | 11402215:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.14% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 16.49% | 43.77% |
| Worst Month | -15.89% | -37.12% |
| Best Year | 67.67% | 155.54% |
| Worst Year | -23.38% | -55.14% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 4.63% | 5.79% |
| Avg. Down Week | -2.88% | -4.35% |
| Avg. Up Month | 8.08% | 15.36% |
| Avg. Down Month | -6.0% | -12.06% |
| Win Days % | 50.11% | 51.32% |
| Win Month % | 52.5% | 60.98% |
| Win Week % | 46.85% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |