| Metric | 11402383:btcusd:triple_med_gx:lsma100_135 | 11402383:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 118.91% | 195.83% |
| Max Drawdown | -38.64% | -67.18% |
| Sharpe | 0.45 | 0.44 |
| Sortino | 0.68 | 0.64 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 17.0 | 4.03 |
| Outlier Loss Ratio | 4.27 | 3.99 |
| Volatility (ann.) | 15.97% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.68 | 0.57 |
| Skew | 1.1 | 0.2 |
| Kurtosis | 24.6 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.93% | 2.68% |
| Expected Yearly % | 21.64% | 31.15% |
| Kelly Criterion | 4.75% | 4.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11402383:BTCUSD | 11402383:btcusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -24.85 | 0.45 | + |
| 2023 | 155.54 | 59.76 | 0.38 | - |
| 2024 | 121.00 | 75.41 | 0.62 | - |
| 2025 | 16.76 | 3.95 | 0.24 | - |
| Metric | 11402383:btcusd:triple_med_gx:lsma100_135 | 11402383:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 11.07% | 31.46% |
| 6M | 10.97% | 12.77% |
| YTD | 3.95% | 16.76% |
| 1Y | 44.18% | 56.84% |
| 3Y (ann.) | 30.93% | 55.31% |
| 5Y (ann.) | 26.32% | 38.19% |
| Metric | 11402383:btcusd:triple_med_gx:lsma100_135 | 11402383:BTCUSD |
|---|---|---|
| Max Drawdown | -38.64% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.42% | -6.97% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 3.08 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -38.64 | 476 |
| 2025-01-07 | 2025-06-11 | -19.24 | 155 |
| 2024-06-10 | 2024-08-08 | -14.21 | 59 |
| 2023-07-14 | 2023-12-04 | -13.34 | 143 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2024-08-09 | 2024-09-13 | -10.17 | 35 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-01-15 | 2024-01-28 | -8.01 | 12 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-17 | 2024-10-14 | -7.48 | 26 |
| Metric | 11402383:btcusd:triple_med_gx:lsma100_135 | 11402383:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 23.65% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 17.07% | 43.77% |
| Worst Month | -15.74% | -37.12% |
| Best Year | 75.41% | 155.54% |
| Worst Year | -24.85% | -55.14% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 5.0% | 6.37% |
| Avg. Down Week | -2.73% | -4.53% |
| Avg. Up Month | 8.12% | 14.71% |
| Avg. Down Month | -5.02% | -11.98% |
| Win Days % | 50.76% | 51.32% |
| Win Month % | 53.66% | 60.98% |
| Win Week % | 47.22% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |