| Metric | 11380672:btcusd:triple_med_gx:lsma100_65 | 11380672:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 12.95% | 228.52% |
| Max Drawdown | -17.2% | -67.18% |
| Sharpe | 0.16 | 0.46 |
| Sortino | 0.23 | 0.67 |
| Payoff Ratio | 1.09 | 0.98 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 0.43 | 1.07 |
| CPC Index | 0.56 | 0.54 |
| Tail Ratio | 0.4 | 1.0 |
| Outlier Win Ratio | 59.4 | 3.1 |
| Outlier Loss Ratio | 4.24 | 3.07 |
| Volatility (ann.) | 7.34% | 26.15% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.21 | 0.61 |
| Skew | 0.91 | 0.2 |
| Kurtosis | 74.84 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.8% |
| Expected Yearly % | 3.09% | 34.63% |
| Kelly Criterion | -1.07% | 1.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.22% |
| Expected Shortfall (cVaR) | -0.63% | -2.22% |
| Year | 11380672:BTCUSD | 11380672:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -0.02 | 0.00 | + |
| 2023 | 155.54 | -5.22 | -0.03 | - |
| 2024 | 121.00 | 28.42 | 0.23 | - |
| 2025 | 30.14 | -7.19 | -0.24 | - |
| Metric | 11380672:btcusd:triple_med_gx:lsma100_65 | 11380672:BTCUSD |
|---|---|---|
| MTD | -0.59% | 13.36% |
| 3M | 7.81% | 45.08% |
| 6M | -7.48% | 28.47% |
| YTD | -7.19% | 30.14% |
| 1Y | 0.58% | 105.13% |
| 3Y (ann.) | 4.65% | 81.7% |
| 5Y (ann.) | 3.58% | 40.94% |
| Metric | 11380672:btcusd:triple_med_gx:lsma100_65 | 11380672:BTCUSD |
|---|---|---|
| Max Drawdown | -17.2% | -67.18% |
| Longest DD Days | 411.0 | 683.0 |
| Avg. Drawdown | -4.87% | -6.34% |
| Avg. Drawdown Days | 65.0 | 31.0 |
| Recovery Factor | 0.75 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -17.20 | 170 |
| 2023-01-21 | 2024-03-08 | -14.64 | 411 |
| 2022-02-13 | 2022-06-06 | -12.27 | 112 |
| 2022-06-06 | 2022-07-18 | -10.06 | 41 |
| 2024-03-11 | 2024-08-20 | -9.59 | 161 |
| 2022-07-25 | 2023-01-20 | -8.25 | 179 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-22 | 2024-11-19 | -2.63 | 28 |
| 2024-08-22 | 2024-09-26 | -1.93 | 34 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| Metric | 11380672:btcusd:triple_med_gx:lsma100_65 | 11380672:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.79% | 35.75% |
| Worst Week | -10.16% | -29.64% |
| Best Month | 11.45% | 43.77% |
| Worst Month | -8.76% | -37.12% |
| Best Year | 28.42% | 155.54% |
| Worst Year | -7.19% | -55.3% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.69% | -0.79% |
| Avg. Up Week | 3.45% | 6.13% |
| Avg. Down Week | -2.24% | -4.85% |
| Avg. Up Month | 5.05% | 18.87% |
| Avg. Down Month | -3.36% | -14.09% |
| Win Days % | 47.32% | 51.3% |
| Win Month % | 39.02% | 62.79% |
| Win Week % | 45.24% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |