| Metric | 11380897:btcusd:triple_med_gx:lsma100_65 | 11380897:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 27.38% | 228.52% |
| Max Drawdown | -29.53% | -67.18% |
| Sharpe | 0.24 | 0.46 |
| Sortino | 0.36 | 0.67 |
| Payoff Ratio | 1.13 | 1.13 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.64 | 1.07 |
| CPC Index | 0.59 | 0.63 |
| Tail Ratio | 1.48 | 1.0 |
| Outlier Win Ratio | 46.11 | 3.27 |
| Outlier Loss Ratio | 4.0 | 3.23 |
| Volatility (ann.) | 8.66% | 26.15% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.24 | 0.61 |
| Skew | 0.71 | 0.2 |
| Kurtosis | 61.82 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.8% |
| Expected Yearly % | 6.24% | 34.63% |
| Kelly Criterion | 0.43% | 8.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.22% |
| Expected Shortfall (cVaR) | -0.74% | -2.22% |
| Year | 11380897:BTCUSD | 11380897:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 14.85 | -0.27 | + |
| 2023 | 155.54 | -10.05 | -0.06 | - |
| 2024 | 121.00 | 38.80 | 0.32 | - |
| 2025 | 30.14 | -11.17 | -0.37 | - |
| Metric | 11380897:btcusd:triple_med_gx:lsma100_65 | 11380897:BTCUSD |
|---|---|---|
| MTD | 0.44% | 13.36% |
| 3M | 3.66% | 45.08% |
| 6M | -11.17% | 28.47% |
| YTD | -11.17% | 30.14% |
| 1Y | 9.83% | 105.13% |
| 3Y (ann.) | 2.61% | 81.7% |
| 5Y (ann.) | 7.23% | 40.94% |
| Metric | 11380897:btcusd:triple_med_gx:lsma100_65 | 11380897:BTCUSD |
|---|---|---|
| Max Drawdown | -29.53% | -67.18% |
| Longest DD Days | 765.0 | 683.0 |
| Avg. Drawdown | -4.0% | -6.34% |
| Avg. Drawdown Days | 59.0 | 31.0 |
| Recovery Factor | 0.93 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-08-23 | -29.53 | 765 |
| 2024-11-23 | 2025-07-14 | -23.45 | 233 |
| 2022-03-09 | 2022-07-07 | -11.68 | 120 |
| 2024-10-25 | 2024-11-19 | -3.11 | 25 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-08 | 2022-07-16 | -2.20 | 8 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-02-16 | 2022-03-09 | -1.82 | 21 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| Metric | 11380897:btcusd:triple_med_gx:lsma100_65 | 11380897:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.51% | 35.75% |
| Worst Week | -8.85% | -29.64% |
| Best Month | 21.44% | 43.77% |
| Worst Month | -8.97% | -37.12% |
| Best Year | 38.8% | 155.54% |
| Worst Year | -11.17% | -55.3% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 3.29% | 6.51% |
| Avg. Down Week | -2.36% | -4.39% |
| Avg. Up Month | 7.01% | 18.03% |
| Avg. Down Month | -4.63% | -10.97% |
| Win Days % | 47.13% | 51.3% |
| Win Month % | 41.46% | 62.79% |
| Win Week % | 47.73% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |