| Metric | 11381534:btcusd:triple_med_gx:lsma100_65 | 11381534:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 42.42% | 156.76% |
| Max Drawdown | -14.38% | -67.18% |
| Sharpe | 0.45 | 0.4 |
| Sortino | 0.71 | 0.58 |
| Payoff Ratio | 1.31 | 1.19 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 76.12 | 3.08 |
| Outlier Loss Ratio | 3.85 | 2.82 |
| Volatility (ann.) | 6.36% | 26.27% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.78 | 0.49 |
| Skew | 1.69 | 0.18 |
| Kurtosis | 80.06 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 2.33% |
| Expected Yearly % | 9.24% | 26.58% |
| Kelly Criterion | 8.32% | 10.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.23% |
| Expected Shortfall (cVaR) | -0.54% | -2.23% |
| Year | 11381534:BTCUSD | 11381534:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 9.32 | -0.15 | + |
| 2023 | 155.54 | 15.75 | 0.10 | - |
| 2024 | 121.00 | 10.03 | 0.08 | - |
| 2025 | 17.02 | 2.29 | 0.13 | - |
| Metric | 11381534:btcusd:triple_med_gx:lsma100_65 | 11381534:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.14% | 31.76% |
| 6M | 2.29% | 12.25% |
| YTD | 2.29% | 17.02% |
| 1Y | 19.61% | 57.19% |
| 3Y (ann.) | 12.71% | 55.42% |
| 5Y (ann.) | 11.24% | 32.84% |
| Metric | 11381534:btcusd:triple_med_gx:lsma100_65 | 11381534:BTCUSD |
|---|---|---|
| Max Drawdown | -14.38% | -67.18% |
| Longest DD Days | 249.0 | 683.0 |
| Avg. Drawdown | -3.3% | -7.23% |
| Avg. Drawdown Days | 52.0 | 38.0 |
| Recovery Factor | 2.95 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-05-18 | -14.38 | 209 |
| 2024-01-11 | 2024-09-17 | -11.43 | 249 |
| 2023-03-18 | 2023-06-20 | -8.71 | 94 |
| 2022-05-25 | 2022-10-03 | -8.22 | 131 |
| 2022-12-01 | 2023-03-17 | -7.38 | 106 |
| 2023-06-22 | 2023-12-05 | -3.31 | 166 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| 2022-10-05 | 2022-11-30 | -2.09 | 56 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11381534:btcusd:triple_med_gx:lsma100_65 | 11381534:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.88% | 35.75% |
| Worst Week | -7.86% | -29.64% |
| Best Month | 10.88% | 43.77% |
| Worst Month | -6.94% | -37.12% |
| Best Year | 15.75% | 155.54% |
| Worst Year | 2.29% | -61.15% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 3.94% | 8.64% |
| Avg. Down Week | -3.2% | -4.56% |
| Avg. Up Month | 3.94% | 13.86% |
| Avg. Down Month | -1.45% | -14.93% |
| Win Days % | 48.06% | 51.27% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 56.76% | 50.28% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 75.0% |