| Metric | 11380784:btcusd:triple_med_gx:lsma100_65 | 11380784:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 34.44% | 228.52% |
| Max Drawdown | -22.74% | -67.18% |
| Sharpe | 0.32 | 0.46 |
| Sortino | 0.5 | 0.67 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.0 | 1.07 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 0.87 | 1.0 |
| Outlier Win Ratio | 52.03 | 3.12 |
| Outlier Loss Ratio | 4.31 | 3.14 |
| Volatility (ann.) | 7.71% | 26.15% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.39 | 0.61 |
| Skew | 2.52 | 0.2 |
| Kurtosis | 81.88 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.8% |
| Expected Yearly % | 7.68% | 34.63% |
| Kelly Criterion | 2.74% | 6.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.22% |
| Expected Shortfall (cVaR) | -0.66% | -2.22% |
| Year | 11380784:BTCUSD | 11380784:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 25.92 | -0.47 | + |
| 2023 | 155.54 | -17.42 | -0.11 | - |
| 2024 | 121.00 | 36.98 | 0.31 | - |
| 2025 | 30.14 | -5.62 | -0.19 | - |
| Metric | 11380784:btcusd:triple_med_gx:lsma100_65 | 11380784:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | 8.9% | 45.08% |
| 6M | -5.67% | 28.47% |
| YTD | -5.62% | 30.14% |
| 1Y | 17.6% | 105.13% |
| 3Y (ann.) | 4.62% | 81.7% |
| 5Y (ann.) | 8.91% | 40.94% |
| Metric | 11380784:btcusd:triple_med_gx:lsma100_65 | 11380784:BTCUSD |
|---|---|---|
| Max Drawdown | -22.74% | -67.18% |
| Longest DD Days | 855.0 | 683.0 |
| Avg. Drawdown | -3.92% | -6.34% |
| Avg. Drawdown Days | 74.0 | 31.0 |
| Recovery Factor | 1.51 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2024-11-20 | -22.74 | 855 |
| 2025-01-11 | 2025-07-14 | -14.34 | 183 |
| 2022-03-09 | 2022-07-06 | -10.78 | 119 |
| 2022-07-17 | 2022-07-19 | -4.57 | 2 |
| 2024-12-12 | 2024-12-15 | -2.16 | 3 |
| 2022-02-14 | 2022-03-08 | -2.02 | 21 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2022-07-16 | 2022-07-16 | -1.15 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| Metric | 11380784:btcusd:triple_med_gx:lsma100_65 | 11380784:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.07% | 35.75% |
| Worst Week | -7.92% | -29.64% |
| Best Month | 21.44% | 43.77% |
| Worst Month | -7.08% | -37.12% |
| Best Year | 36.98% | 155.54% |
| Worst Year | -17.42% | -55.3% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 3.92% | 5.88% |
| Avg. Down Week | -2.24% | -4.5% |
| Avg. Up Month | 4.81% | 17.06% |
| Avg. Down Month | -2.07% | -12.04% |
| Win Days % | 47.47% | 51.3% |
| Win Month % | 47.62% | 62.79% |
| Win Week % | 43.02% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |