| Metric | 11406092:btcusd:triple_med_gx:lsma100_145 | 11406092:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 136.96% | 185.15% |
| Max Drawdown | -29.04% | -67.18% |
| Sharpe | 0.48 | 0.42 |
| Sortino | 0.76 | 0.61 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 17.63 | 4.04 |
| Outlier Loss Ratio | 4.27 | 3.92 |
| Volatility (ann.) | 15.38% | 26.06% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.98 | 0.53 |
| Skew | 1.61 | 0.18 |
| Kurtosis | 26.61 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.08% | 2.53% |
| Expected Yearly % | 24.07% | 29.95% |
| Kelly Criterion | 5.07% | 6.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.21% |
| Expected Shortfall (cVaR) | -1.3% | -2.21% |
| Year | 11406092:BTCUSD | 11406092:btcusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -6.79 | 0.11 | + |
| 2023 | 155.54 | 95.64 | 0.61 | - |
| 2024 | 121.00 | 28.14 | 0.23 | - |
| 2025 | 27.10 | 1.40 | 0.05 | - |
| Metric | 11406092:btcusd:triple_med_gx:lsma100_145 | 11406092:BTCUSD |
|---|---|---|
| MTD | -0.2% | 10.71% |
| 3M | 1.18% | 41.88% |
| 6M | 0.52% | 22.91% |
| YTD | 1.4% | 27.1% |
| 1Y | 43.59% | 82.29% |
| 3Y (ann.) | 38.44% | 77.48% |
| 5Y (ann.) | 28.47% | 35.56% |
| Metric | 11406092:btcusd:triple_med_gx:lsma100_145 | 11406092:BTCUSD |
|---|---|---|
| Max Drawdown | -29.04% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -4.56% | -6.94% |
| Avg. Drawdown Days | 28.0 | 36.0 |
| Recovery Factor | 4.72 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-13 | -29.04 | 376 |
| 2024-04-23 | 2024-10-11 | -24.68 | 171 |
| 2025-03-03 | 2025-07-17 | -13.68 | 136 |
| 2023-04-14 | 2023-06-20 | -13.12 | 67 |
| 2025-01-07 | 2025-03-02 | -11.98 | 54 |
| 2024-01-02 | 2024-03-25 | -11.64 | 82 |
| 2023-08-29 | 2023-11-15 | -8.76 | 78 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-11-07 | 2024-12-15 | -7.66 | 37 |
| 2023-06-21 | 2023-08-29 | -6.55 | 68 |
| Metric | 11406092:btcusd:triple_med_gx:lsma100_145 | 11406092:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 33.88% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 34.58% | 43.77% |
| Worst Month | -9.68% | -37.12% |
| Best Year | 95.64% | 155.54% |
| Worst Year | -6.79% | -60.27% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.93% | 6.25% |
| Avg. Down Week | -2.58% | -4.58% |
| Avg. Up Month | 7.46% | 14.97% |
| Avg. Down Month | -4.49% | -13.68% |
| Win Days % | 50.51% | 51.3% |
| Win Month % | 59.52% | 61.9% |
| Win Week % | 45.28% | 51.37% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |