| Metric | 11404083:btcusd:triple_med_gx:lsma100_140 | 11404083:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 138.52% | 161.99% |
| Max Drawdown | -37.69% | -67.18% |
| Sharpe | 0.49 | 0.41 |
| Sortino | 0.76 | 0.59 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 17.23 | 4.04 |
| Outlier Loss Ratio | 4.32 | 3.96 |
| Volatility (ann.) | 15.69% | 26.28% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.79 | 0.5 |
| Skew | 1.26 | 0.18 |
| Kurtosis | 24.36 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.14% | 2.38% |
| Expected Yearly % | 24.27% | 27.22% |
| Kelly Criterion | 5.52% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.23% |
| Expected Shortfall (cVaR) | -1.33% | -2.23% |
| Year | 11404083:BTCUSD | 11404083:btcusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -22.42 | 0.37 | + |
| 2023 | 155.54 | 70.25 | 0.45 | - |
| 2024 | 121.00 | 74.31 | 0.61 | - |
| 2025 | 16.76 | 3.60 | 0.22 | - |
| Metric | 11404083:btcusd:triple_med_gx:lsma100_140 | 11404083:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 8.75% | 31.46% |
| 6M | 7.91% | 12.77% |
| YTD | 3.6% | 16.76% |
| 1Y | 40.56% | 56.84% |
| 3Y (ann.) | 33.03% | 55.31% |
| 5Y (ann.) | 29.65% | 33.33% |
| Metric | 11404083:btcusd:triple_med_gx:lsma100_140 | 11404083:BTCUSD |
|---|---|---|
| Max Drawdown | -37.69% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -4.53% | -6.97% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 3.68 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -37.69 | 420 |
| 2025-01-07 | 2025-06-11 | -17.79 | 155 |
| 2023-07-14 | 2023-12-04 | -13.25 | 143 |
| 2024-06-10 | 2024-08-08 | -12.83 | 59 |
| 2023-04-26 | 2023-06-20 | -9.79 | 54 |
| 2024-08-09 | 2024-09-13 | -9.40 | 35 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-17 | 2024-10-14 | -7.86 | 26 |
| Metric | 11404083:btcusd:triple_med_gx:lsma100_140 | 11404083:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.94% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 21.86% | 43.77% |
| Worst Month | -15.15% | -37.12% |
| Best Year | 74.31% | 155.54% |
| Worst Year | -22.42% | -60.27% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.49% | 6.03% |
| Avg. Down Week | -2.83% | -4.49% |
| Avg. Up Month | 7.94% | 13.42% |
| Avg. Down Month | -5.04% | -11.98% |
| Win Days % | 50.65% | 51.27% |
| Win Month % | 56.1% | 60.98% |
| Win Week % | 50.45% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |