| Metric | 11442182:btcusd:triple_med_gx:lsma100_145 | 11442182:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 154.86% | 104.54% |
| Max Drawdown | -31.13% | -67.18% |
| Sharpe | 0.56 | 0.35 |
| Sortino | 0.87 | 0.5 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.32 | 1.03 |
| CPC Index | 0.65 | 0.57 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 17.77 | 4.07 |
| Outlier Loss Ratio | 4.26 | 3.87 |
| Volatility (ann.) | 15.47% | 26.57% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.11 | 0.38 |
| Skew | 1.46 | 0.16 |
| Kurtosis | 23.86 | 6.25 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.43% | 1.85% |
| Expected Yearly % | 26.35% | 19.59% |
| Kelly Criterion | 6.43% | 4.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.26% |
| Expected Shortfall (cVaR) | -1.31% | -2.26% |
| Year | 11442182:BTCUSD | 11442182:btcusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -4.13 | 0.07 | + |
| 2023 | 155.54 | 59.77 | 0.38 | - |
| 2024 | 121.00 | 73.97 | 0.61 | - |
| 2025 | -8.83 | -4.36 | 0.49 | + |
| Metric | 11442182:btcusd:triple_med_gx:lsma100_145 | 11442182:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.12% |
| 3M | -3.6% | -8.11% |
| 6M | 17.7% | 34.45% |
| YTD | -4.36% | -8.83% |
| 1Y | 43.72% | 19.39% |
| 3Y (ann.) | 31.57% | 23.16% |
| 5Y (ann.) | 34.57% | 25.5% |
| Metric | 11442182:btcusd:triple_med_gx:lsma100_145 | 11442182:BTCUSD |
|---|---|---|
| Max Drawdown | -31.13% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -3.72% | -7.04% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 4.97 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -31.13 | 377 |
| 2025-01-07 | 2025-04-01 | -18.49 | 84 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2023-07-14 | 2023-12-04 | -12.57 | 143 |
| 2023-04-30 | 2023-06-21 | -12.21 | 51 |
| 2024-08-09 | 2024-09-13 | -9.20 | 35 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-17 | 2024-10-14 | -7.75 | 26 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| Metric | 11442182:btcusd:triple_med_gx:lsma100_145 | 11442182:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 22.94% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -11.34% | -37.12% |
| Best Year | 73.97% | 155.54% |
| Worst Year | -4.36% | -60.27% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.87% | 6.46% |
| Avg. Down Week | -2.57% | -4.52% |
| Avg. Up Month | 8.57% | 13.81% |
| Avg. Down Month | -5.38% | -11.73% |
| Win Days % | 50.89% | 51.12% |
| Win Month % | 59.46% | 58.97% |
| Win Week % | 44.44% | 49.4% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 50.0% | 50.0% |