| Metric | 12392514:btcusd:triple_med_gx:lsma100_40 | 12392514:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 59.96% | 107.37% |
| Max Drawdown | -12.17% | -62.62% |
| Sharpe | 1.01 | 0.73 |
| Sortino | 1.95 | 1.07 |
| Payoff Ratio | 2.12 | 1.79 |
| Profit Factor | 1.62 | 1.12 |
| Common Sense Ratio | 0.0 | 1.27 |
| CPC Index | 1.28 | 0.98 |
| Tail Ratio | 0.0 | 1.13 |
| Outlier Win Ratio | 47.96 | 3.18 |
| Outlier Loss Ratio | 4.93 | 2.71 |
| Volatility (ann.) | 17.3% | 53.47% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.41 | 0.45 |
| Skew | 3.94 | -0.1 |
| Kurtosis | 54.26 | 4.1 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.31% | 2.05% |
| Expected Yearly % | 12.46% | 20.0% |
| Kelly Criterion | 7.65% | 20.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -4.5% |
| Expected Shortfall (cVaR) | -1.44% | -4.5% |
| Year | 12392514:BTCUSD | 12392514:btcusd:triple_med_gx:lsma100_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | 7.91 | -0.13 | + |
| 2023 | 155.54 | 41.37 | 0.27 | - |
| 2024 | 121.00 | 12.74 | 0.11 | - |
| 2025 | -6.34 | -6.99 | 1.10 | - |
| Metric | 12392514:btcusd:triple_med_gx:lsma100_40 | 12392514:BTCUSD |
|---|---|---|
| MTD | 0.1% | 3.72% |
| 3M | -6.99% | -8.05% |
| 6M | -2.28% | 37.53% |
| YTD | -6.99% | -6.34% |
| 1Y | 4.09% | 30.1% |
| 3Y (ann.) | 17.2% | 27.95% |
| 5Y (ann.) | 17.2% | 27.95% |
| Metric | 12392514:btcusd:triple_med_gx:lsma100_40 | 12392514:BTCUSD |
|---|---|---|
| Max Drawdown | -12.17% | -62.62% |
| Longest DD Days | 146.0 | 603.0 |
| Avg. Drawdown | -2.9% | -9.21% |
| Avg. Drawdown Days | 38.0 | 49.0 |
| Recovery Factor | 4.93 | 1.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-17 | 2024-03-24 | -12.17 | 67 |
| 2024-10-30 | 2025-03-25 | -10.17 | 146 |
| 2022-05-03 | 2022-09-09 | -8.28 | 129 |
| 2024-07-22 | 2024-10-29 | -5.75 | 99 |
| 2023-01-30 | 2023-02-15 | -4.48 | 16 |
| 2023-09-08 | 2023-09-19 | -4.28 | 11 |
| 2022-09-30 | 2022-11-23 | -4.21 | 54 |
| 2023-02-20 | 2023-06-20 | -3.18 | 120 |
| 2023-11-02 | 2023-11-15 | -2.35 | 13 |
| 2023-06-24 | 2023-07-07 | -2.06 | 13 |
| Metric | 12392514:btcusd:triple_med_gx:lsma100_40 | 12392514:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 11.89% |
| Worst Day | -8.44% | -15.42% |
| Best Week | 16.39% | 35.75% |
| Worst Week | -5.02% | -29.64% |
| Best Month | 15.47% | 43.77% |
| Worst Month | -5.53% | -37.12% |
| Best Year | 41.37% | 155.54% |
| Worst Year | -6.99% | -60.79% |
| Avg. Up Day | 2.64% | 2.69% |
| Avg. Down Day | -1.24% | -1.51% |
| Avg. Up Week | 5.02% | 6.31% |
| Avg. Down Week | -2.14% | -4.26% |
| Avg. Up Month | 5.61% | 10.84% |
| Avg. Down Month | -4.07% | -19.78% |
| Win Days % | 37.23% | 48.93% |
| Win Month % | 63.64% | 58.33% |
| Win Week % | 48.72% | 50.0% |
| Win Quarter % | 81.82% | 50.0% |
| Win Year % | 75.0% | 50.0% |