| Metric | 11380560:btcusd:triple_med_gx:lsma100_65 | 11380560:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 21.94% | 228.52% |
| Max Drawdown | -13.95% | -67.18% |
| Sharpe | 0.23 | 0.46 |
| Sortino | 0.35 | 0.67 |
| Payoff Ratio | 1.15 | 1.0 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 0.63 | 1.07 |
| CPC Index | 0.61 | 0.55 |
| Tail Ratio | 0.57 | 1.0 |
| Outlier Win Ratio | 57.78 | 3.15 |
| Outlier Loss Ratio | 4.34 | 3.06 |
| Volatility (ann.) | 7.4% | 26.15% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.42 | 0.61 |
| Skew | 1.77 | 0.2 |
| Kurtosis | 72.69 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.46% | 2.8% |
| Expected Yearly % | 5.08% | 34.63% |
| Kelly Criterion | 1.8% | 2.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.22% |
| Expected Shortfall (cVaR) | -0.63% | -2.22% |
| Year | 11380560:BTCUSD | 11380560:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 0.15 | -0.00 | + |
| 2023 | 155.54 | 1.55 | 0.01 | - |
| 2024 | 121.00 | 8.06 | 0.07 | - |
| 2025 | 30.14 | 10.96 | 0.36 | - |
| Metric | 11380560:btcusd:triple_med_gx:lsma100_65 | 11380560:BTCUSD |
|---|---|---|
| MTD | 2.0% | 13.36% |
| 3M | 11.84% | 45.08% |
| 6M | 11.91% | 28.47% |
| YTD | 10.96% | 30.14% |
| 1Y | 6.85% | 105.13% |
| 3Y (ann.) | 7.25% | 81.7% |
| 5Y (ann.) | 5.89% | 40.94% |
| Metric | 11380560:btcusd:triple_med_gx:lsma100_65 | 11380560:BTCUSD |
|---|---|---|
| Max Drawdown | -13.95% | -67.18% |
| Longest DD Days | 407.0 | 683.0 |
| Avg. Drawdown | -4.25% | -6.34% |
| Avg. Drawdown Days | 72.0 | 31.0 |
| Recovery Factor | 1.57 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-04-22 | -13.95 | 407 |
| 2023-03-24 | 2024-03-11 | -12.79 | 353 |
| 2022-06-08 | 2022-09-09 | -11.84 | 93 |
| 2022-09-15 | 2023-01-21 | -9.53 | 128 |
| 2022-04-26 | 2022-05-30 | -7.26 | 34 |
| 2022-02-12 | 2022-04-01 | -3.58 | 47 |
| 2023-01-21 | 2023-02-22 | -2.83 | 32 |
| 2023-02-23 | 2023-03-23 | -2.50 | 28 |
| 2022-04-01 | 2022-04-25 | -2.17 | 24 |
| 2025-04-29 | 2025-07-02 | -2.05 | 63 |
| Metric | 11380560:btcusd:triple_med_gx:lsma100_65 | 11380560:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.48% | 35.75% |
| Worst Week | -6.85% | -29.64% |
| Best Month | 10.15% | 43.77% |
| Worst Month | -11.01% | -37.12% |
| Best Year | 10.96% | 155.54% |
| Worst Year | 0.15% | -55.3% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.65% | -0.77% |
| Avg. Up Week | 3.41% | 5.5% |
| Avg. Down Week | -2.2% | -4.45% |
| Avg. Up Month | 4.19% | 16.7% |
| Avg. Down Month | -2.97% | -12.71% |
| Win Days % | 47.49% | 51.3% |
| Win Month % | 47.37% | 62.79% |
| Win Week % | 45.68% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |