| Metric | 11381599:btcusd:triple_med_gx:lsma100_65 | 11381599:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 10.36% | 152.93% |
| Max Drawdown | -18.22% | -67.18% |
| Sharpe | 0.15 | 0.4 |
| Sortino | 0.23 | 0.58 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 86.26 | 2.93 |
| Outlier Loss Ratio | 3.65 | 2.88 |
| Volatility (ann.) | 6.07% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.17 | 0.48 |
| Skew | 0.99 | 0.18 |
| Kurtosis | 91.2 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.29% |
| Expected Yearly % | 2.49% | 26.11% |
| Kelly Criterion | 1.1% | 8.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.23% |
| Expected Shortfall (cVaR) | -0.52% | -2.23% |
| Year | 11381599:BTCUSD | 11381599:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 4.67 | -0.08 | + |
| 2023 | 155.54 | 21.62 | 0.14 | - |
| 2024 | 121.00 | -3.70 | -0.03 | - |
| 2025 | 17.02 | -9.97 | -0.59 | - |
| Metric | 11381599:btcusd:triple_med_gx:lsma100_65 | 11381599:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.64% | 31.76% |
| 6M | -9.97% | 12.25% |
| YTD | -9.97% | 17.02% |
| 1Y | -3.71% | 57.19% |
| 3Y (ann.) | 4.48% | 55.42% |
| 5Y (ann.) | 3.02% | 32.3% |
| Metric | 11381599:btcusd:triple_med_gx:lsma100_65 | 11381599:BTCUSD |
|---|---|---|
| Max Drawdown | -18.22% | -67.18% |
| Longest DD Days | 516.0 | 683.0 |
| Avg. Drawdown | -3.93% | -7.61% |
| Avg. Drawdown Days | 99.0 | 38.0 |
| Recovery Factor | 0.57 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-11 | 2025-06-11 | -18.22 | 516 |
| 2022-03-06 | 2022-10-04 | -9.23 | 212 |
| 2023-03-18 | 2023-06-20 | -7.33 | 94 |
| 2023-06-21 | 2023-12-05 | -2.40 | 167 |
| 2022-12-01 | 2023-02-26 | -2.35 | 87 |
| 2022-10-05 | 2022-11-30 | -2.18 | 56 |
| 2023-12-06 | 2024-01-11 | -1.82 | 36 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2023-02-27 | 2023-03-16 | -1.06 | 17 |
| 2022-11-30 | 2022-11-30 | -0.55 | 0 |
| Metric | 11381599:btcusd:triple_med_gx:lsma100_65 | 11381599:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.82% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 10.86% | 43.77% |
| Worst Month | -12.29% | -37.12% |
| Best Year | 21.62% | 155.54% |
| Worst Year | -9.97% | -61.73% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.28% | 8.08% |
| Avg. Down Week | -3.21% | -4.15% |
| Avg. Up Month | 4.76% | 9.25% |
| Avg. Down Month | -1.02% | -13.9% |
| Win Days % | 46.22% | 51.27% |
| Win Month % | 44.44% | 60.98% |
| Win Week % | 54.05% | 50.28% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 50.0% | 75.0% |