| Metric | 11402439:btcusd:triple_med_gx:lsma100_135 | 11402439:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 156.1% | 195.83% |
| Max Drawdown | -37.73% | -67.18% |
| Sharpe | 0.51 | 0.44 |
| Sortino | 0.79 | 0.64 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 16.83 | 4.04 |
| Outlier Loss Ratio | 4.32 | 4.0 |
| Volatility (ann.) | 16.16% | 26.35% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.86 | 0.57 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 26.33 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.32% | 2.68% |
| Expected Yearly % | 26.5% | 31.15% |
| Kelly Criterion | 5.55% | 5.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.24% |
| Expected Shortfall (cVaR) | -1.37% | -2.24% |
| Year | 11402439:BTCUSD | 11402439:btcusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -19.69 | 0.36 | + |
| 2023 | 155.54 | 72.64 | 0.47 | - |
| 2024 | 121.00 | 52.60 | 0.43 | - |
| 2025 | 16.76 | 21.04 | 1.26 | + |
| Metric | 11402439:btcusd:triple_med_gx:lsma100_135 | 11402439:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 18.65% | 31.46% |
| 6M | 28.13% | 12.77% |
| YTD | 21.04% | 16.76% |
| 1Y | 58.47% | 56.84% |
| 3Y (ann.) | 36.58% | 55.31% |
| 5Y (ann.) | 32.37% | 38.19% |
| Metric | 11402439:btcusd:triple_med_gx:lsma100_135 | 11402439:BTCUSD |
|---|---|---|
| Max Drawdown | -37.73% | -67.18% |
| Longest DD Days | 408.0 | 683.0 |
| Avg. Drawdown | -3.97% | -6.97% |
| Avg. Drawdown Days | 22.0 | 36.0 |
| Recovery Factor | 4.14 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-14 | -37.73 | 408 |
| 2024-04-23 | 2024-10-14 | -18.88 | 174 |
| 2025-03-02 | 2025-05-21 | -14.36 | 79 |
| 2024-01-02 | 2024-03-24 | -12.09 | 82 |
| 2023-08-29 | 2023-12-04 | -11.39 | 96 |
| 2023-04-26 | 2023-06-20 | -10.79 | 55 |
| 2025-01-07 | 2025-03-02 | -9.52 | 54 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2023-07-14 | 2023-08-29 | -8.35 | 46 |
| 2024-04-01 | 2024-04-20 | -8.17 | 19 |
| Metric | 11402439:btcusd:triple_med_gx:lsma100_135 | 11402439:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 31.0% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 23.21% | 43.77% |
| Worst Month | -15.74% | -37.12% |
| Best Year | 72.64% | 155.54% |
| Worst Year | -19.69% | -55.14% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.98% | 6.42% |
| Avg. Down Week | -2.7% | -4.79% |
| Avg. Up Month | 8.24% | 14.42% |
| Avg. Down Month | -4.84% | -12.84% |
| Win Days % | 50.89% | 51.32% |
| Win Month % | 60.98% | 60.98% |
| Win Week % | 49.54% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |