| Metric | 11405869:btcusd:triple_med_gx:lsma100_145 | 11405869:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 166.51% | 185.15% |
| Max Drawdown | -35.34% | -67.18% |
| Sharpe | 0.55 | 0.42 |
| Sortino | 0.85 | 0.61 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 17.78 | 4.01 |
| Outlier Loss Ratio | 4.3 | 3.9 |
| Volatility (ann.) | 15.02% | 26.06% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.93 | 0.53 |
| Skew | 1.37 | 0.18 |
| Kurtosis | 24.61 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.36% | 2.53% |
| Expected Yearly % | 27.77% | 29.95% |
| Kelly Criterion | 6.01% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.21% |
| Expected Shortfall (cVaR) | -1.27% | -2.21% |
| Year | 11405869:BTCUSD | 11405869:btcusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -11.15 | 0.18 | + |
| 2023 | 155.54 | 75.06 | 0.48 | - |
| 2024 | 121.00 | 65.12 | 0.54 | - |
| 2025 | 27.10 | 3.77 | 0.14 | - |
| Metric | 11405869:btcusd:triple_med_gx:lsma100_145 | 11405869:BTCUSD |
|---|---|---|
| MTD | -0.25% | 10.71% |
| 3M | 4.16% | 41.88% |
| 6M | 4.7% | 22.91% |
| YTD | 3.77% | 27.1% |
| 1Y | 49.44% | 82.29% |
| 3Y (ann.) | 43.36% | 77.48% |
| 5Y (ann.) | 32.93% | 35.56% |
| Metric | 11405869:btcusd:triple_med_gx:lsma100_145 | 11405869:BTCUSD |
|---|---|---|
| Max Drawdown | -35.34% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -4.35% | -6.94% |
| Avg. Drawdown Days | 28.0 | 36.0 |
| Recovery Factor | 4.71 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-11 | -35.34 | 405 |
| 2025-01-07 | 2025-07-17 | -18.11 | 191 |
| 2024-06-10 | 2024-08-08 | -12.83 | 58 |
| 2023-07-14 | 2023-12-04 | -12.03 | 143 |
| 2023-04-26 | 2023-06-20 | -9.92 | 54 |
| 2024-08-09 | 2024-09-13 | -8.56 | 35 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-17 | 2024-10-14 | -7.48 | 26 |
| 2023-12-05 | 2024-01-26 | -7.01 | 52 |
| Metric | 11405869:btcusd:triple_med_gx:lsma100_145 | 11405869:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 22.94% | 35.75% |
| Worst Week | -9.85% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -11.58% | -37.12% |
| Best Year | 75.06% | 155.54% |
| Worst Year | -11.15% | -60.27% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.08% | 5.68% |
| Avg. Down Week | -2.59% | -4.36% |
| Avg. Up Month | 8.11% | 13.33% |
| Avg. Down Month | -4.36% | -11.98% |
| Win Days % | 50.85% | 51.3% |
| Win Month % | 54.76% | 61.9% |
| Win Week % | 51.35% | 51.37% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |