| Metric | 11402271:btcusd:triple_med_gx:lsma100_135 | 11402271:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 110.79% | 195.83% |
| Max Drawdown | -38.66% | -67.18% |
| Sharpe | 0.42 | 0.44 |
| Sortino | 0.63 | 0.64 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 16.55 | 4.07 |
| Outlier Loss Ratio | 4.24 | 4.04 |
| Volatility (ann.) | 16.64% | 26.35% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.64 | 0.57 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 25.54 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.84% | 2.68% |
| Expected Yearly % | 20.49% | 31.15% |
| Kelly Criterion | 4.46% | 4.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.24% |
| Expected Shortfall (cVaR) | -1.41% | -2.24% |
| Year | 11402271:BTCUSD | 11402271:btcusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -16.07 | 0.29 | + |
| 2023 | 155.54 | 67.17 | 0.43 | - |
| 2024 | 121.00 | 38.67 | 0.32 | - |
| 2025 | 16.76 | 8.35 | 0.50 | - |
| Metric | 11402271:btcusd:triple_med_gx:lsma100_135 | 11402271:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 13.51% | 31.46% |
| 6M | 13.41% | 12.77% |
| YTD | 8.35% | 16.76% |
| 1Y | 41.47% | 56.84% |
| 3Y (ann.) | 30.43% | 55.31% |
| 5Y (ann.) | 24.9% | 38.19% |
| Metric | 11402271:btcusd:triple_med_gx:lsma100_135 | 11402271:BTCUSD |
|---|---|---|
| Max Drawdown | -38.66% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -4.59% | -6.97% |
| Avg. Drawdown Days | 28.0 | 36.0 |
| Recovery Factor | 2.87 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -38.66 | 420 |
| 2024-05-16 | 2024-10-14 | -22.15 | 150 |
| 2025-01-07 | 2025-06-09 | -17.63 | 153 |
| 2023-07-14 | 2023-12-04 | -14.80 | 143 |
| 2023-12-22 | 2024-03-25 | -11.61 | 94 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-01 | 2024-05-03 | -9.21 | 32 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2023-04-26 | 2023-06-13 | -5.79 | 47 |
| Metric | 11402271:btcusd:triple_med_gx:lsma100_135 | 11402271: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 | 17.26% | 43.77% |
| Worst Month | -15.74% | -37.12% |
| Best Year | 67.17% | 155.54% |
| Worst Year | -16.07% | -55.14% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 4.81% | 6.05% |
| Avg. Down Week | -2.99% | -4.32% |
| Avg. Up Month | 8.09% | 14.86% |
| Avg. Down Month | -5.19% | -12.19% |
| Win Days % | 50.56% | 51.32% |
| Win Month % | 56.1% | 60.98% |
| Win Week % | 48.21% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |