| Metric | 11402495:btcusd:triple_med_gx:lsma100_135 | 11402495:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 153.22% | 195.83% |
| Max Drawdown | -37.89% | -67.18% |
| Sharpe | 0.51 | 0.44 |
| Sortino | 0.8 | 0.64 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 16.88 | 4.04 |
| Outlier Loss Ratio | 4.39 | 3.99 |
| Volatility (ann.) | 15.95% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.84 | 0.57 |
| Skew | 1.49 | 0.2 |
| Kurtosis | 26.51 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.29% | 2.68% |
| Expected Yearly % | 26.15% | 31.15% |
| Kelly Criterion | 5.22% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.24% |
| Expected Shortfall (cVaR) | -1.35% | -2.24% |
| Year | 11402495:BTCUSD | 11402495:btcusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -11.67 | 0.21 | + |
| 2023 | 155.54 | 75.54 | 0.49 | - |
| 2024 | 121.00 | 43.34 | 0.36 | - |
| 2025 | 16.76 | 13.94 | 0.83 | - |
| Metric | 11402495:btcusd:triple_med_gx:lsma100_135 | 11402495:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.76% | 31.46% |
| 6M | 18.96% | 12.77% |
| YTD | 13.94% | 16.76% |
| 1Y | 48.09% | 56.84% |
| 3Y (ann.) | 32.46% | 55.31% |
| 5Y (ann.) | 31.92% | 38.19% |
| Metric | 11402495:btcusd:triple_med_gx:lsma100_135 | 11402495:BTCUSD |
|---|---|---|
| Max Drawdown | -37.89% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -4.34% | -6.97% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 4.04 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-17 | -37.89 | 380 |
| 2024-04-23 | 2024-10-14 | -24.05 | 174 |
| 2025-03-03 | 2025-06-09 | -15.24 | 98 |
| 2024-01-02 | 2024-03-24 | -13.75 | 82 |
| 2023-04-14 | 2023-06-21 | -13.63 | 67 |
| 2023-08-29 | 2023-12-04 | -10.78 | 96 |
| 2025-01-07 | 2025-03-02 | -10.40 | 54 |
| 2023-07-14 | 2023-08-29 | -8.52 | 46 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11402495:btcusd:triple_med_gx:lsma100_135 | 11402495:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 35.51% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 37.27% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 75.54% | 155.54% |
| Worst Year | -11.67% | -55.14% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 5.01% | 6.08% |
| Avg. Down Week | -2.32% | -4.64% |
| Avg. Up Month | 8.54% | 14.42% |
| Avg. Down Month | -5.69% | -13.92% |
| Win Days % | 50.67% | 51.32% |
| Win Month % | 63.41% | 60.98% |
| Win Week % | 45.87% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |