| Metric | 11402327:btcusd:triple_med_gx:lsma100_135 | 11402327:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 110.61% | 195.83% |
| Max Drawdown | -44.12% | -67.18% |
| Sharpe | 0.42 | 0.44 |
| Sortino | 0.65 | 0.64 |
| Payoff Ratio | 1.08 | 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 | 16.91 | 4.06 |
| Outlier Loss Ratio | 4.29 | 4.0 |
| Volatility (ann.) | 16.21% | 26.35% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.56 | 0.57 |
| Skew | 1.21 | 0.2 |
| Kurtosis | 24.8 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.83% | 2.68% |
| Expected Yearly % | 20.47% | 31.15% |
| Kelly Criterion | 4.43% | 4.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.24% |
| Expected Shortfall (cVaR) | -1.38% | -2.24% |
| Year | 11402327:BTCUSD | 11402327:btcusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -27.73 | 0.50 | + |
| 2023 | 155.54 | 55.60 | 0.36 | - |
| 2024 | 121.00 | 78.44 | 0.65 | - |
| 2025 | 16.76 | 4.97 | 0.30 | - |
| Metric | 11402327:btcusd:triple_med_gx:lsma100_135 | 11402327:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 14.59% | 31.46% |
| 6M | 8.59% | 12.77% |
| YTD | 4.97% | 16.76% |
| 1Y | 42.82% | 56.84% |
| 3Y (ann.) | 31.57% | 55.31% |
| 5Y (ann.) | 24.87% | 38.19% |
| Metric | 11402327:btcusd:triple_med_gx:lsma100_135 | 11402327:BTCUSD |
|---|---|---|
| Max Drawdown | -44.12% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -4.64% | -6.97% |
| Avg. Drawdown Days | 28.0 | 36.0 |
| Recovery Factor | 2.51 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-04 | -44.12 | 642 |
| 2025-01-07 | 2025-06-11 | -20.95 | 155 |
| 2024-06-10 | 2024-08-08 | -12.83 | 58 |
| 2024-08-09 | 2024-09-17 | -11.28 | 39 |
| 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 |
| 2024-12-16 | 2025-01-06 | -7.55 | 20 |
| 2024-01-15 | 2024-01-26 | -6.95 | 11 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| Metric | 11402327:btcusd:triple_med_gx:lsma100_135 | 11402327:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.94% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.65% | 43.77% |
| Worst Month | -15.74% | -37.12% |
| Best Year | 78.44% | 155.54% |
| Worst Year | -27.73% | -55.14% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.49% | 6.18% |
| Avg. Down Week | -3.13% | -4.85% |
| Avg. Up Month | 8.56% | 14.86% |
| Avg. Down Month | -5.24% | -12.02% |
| Win Days % | 50.29% | 51.32% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 49.55% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |