| Metric | 11404027:btcusd:triple_med_gx:lsma100_140 | 11404027:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 99.34% | 161.99% |
| Max Drawdown | -37.28% | -67.18% |
| Sharpe | 0.39 | 0.41 |
| Sortino | 0.6 | 0.59 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.22 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 16.81 | 4.08 |
| Outlier Loss Ratio | 4.26 | 4.04 |
| Volatility (ann.) | 16.46% | 26.28% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.61 | 0.5 |
| Skew | 1.24 | 0.18 |
| Kurtosis | 25.09 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.7% | 2.38% |
| Expected Yearly % | 18.82% | 27.22% |
| Kelly Criterion | 4.07% | 4.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.23% |
| Expected Shortfall (cVaR) | -1.4% | -2.23% |
| Year | 11404027:BTCUSD | 11404027:btcusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -23.35 | 0.39 | + |
| 2023 | 155.54 | 66.75 | 0.43 | - |
| 2024 | 121.00 | 55.35 | 0.46 | - |
| 2025 | 16.76 | 0.39 | 0.02 | - |
| Metric | 11404027:btcusd:triple_med_gx:lsma100_140 | 11404027:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 5.88% | 31.46% |
| 6M | 9.49% | 12.77% |
| YTD | 0.39% | 16.76% |
| 1Y | 42.27% | 56.84% |
| 3Y (ann.) | 28.11% | 55.31% |
| 5Y (ann.) | 22.88% | 33.33% |
| Metric | 11404027:btcusd:triple_med_gx:lsma100_140 | 11404027:BTCUSD |
|---|---|---|
| Max Drawdown | -37.28% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -4.96% | -6.97% |
| Avg. Drawdown Days | 30.0 | 36.0 |
| Recovery Factor | 2.66 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -37.28 | 475 |
| 2025-01-07 | 2025-06-11 | -18.18 | 155 |
| 2024-06-10 | 2024-08-08 | -13.94 | 59 |
| 2023-07-14 | 2023-12-04 | -13.49 | 143 |
| 2023-12-22 | 2024-03-25 | -11.91 | 94 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2024-08-09 | 2024-09-13 | -9.27 | 35 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-04-28 | 2024-06-10 | -7.34 | 43 |
| Metric | 11404027:btcusd:triple_med_gx:lsma100_140 | 11404027:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 20.32% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 16.8% | 43.77% |
| Worst Month | -15.15% | -37.12% |
| Best Year | 66.75% | 155.54% |
| Worst Year | -23.35% | -60.27% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 4.64% | 6.05% |
| Avg. Down Week | -2.88% | -4.91% |
| Avg. Up Month | 7.04% | 14.88% |
| Avg. Down Month | -4.36% | -12.23% |
| Win Days % | 50.22% | 51.27% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 48.62% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |