| Metric | 11381779:btcusd:triple_med_gx:lsma100_70 | 11381779:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 4.87% | 195.42% |
| Max Drawdown | -18.84% | -67.18% |
| Sharpe | 0.08 | 0.44 |
| Sortino | 0.13 | 0.63 |
| Payoff Ratio | 1.16 | 1.04 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 64.38 | 3.07 |
| Outlier Loss Ratio | 4.33 | 3.01 |
| Volatility (ann.) | 7.16% | 26.36% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.08 | 0.56 |
| Skew | 1.74 | 0.2 |
| Kurtosis | 80.98 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.11% | 2.61% |
| Expected Yearly % | 1.2% | 31.1% |
| Kelly Criterion | -3.68% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11381779:BTCUSD | 11381779:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 4.25 | -0.08 | + |
| 2023 | 155.54 | -2.30 | -0.01 | - |
| 2024 | 121.00 | 5.72 | 0.05 | - |
| 2025 | 17.02 | -2.61 | -0.15 | - |
| Metric | 11381779:btcusd:triple_med_gx:lsma100_70 | 11381779:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.31% | 31.76% |
| 6M | -4.78% | 12.25% |
| YTD | -2.61% | 17.02% |
| 1Y | -6.02% | 57.19% |
| 3Y (ann.) | 0.46% | 55.42% |
| 5Y (ann.) | 1.42% | 37.84% |
| Metric | 11381779:btcusd:triple_med_gx:lsma100_70 | 11381779:BTCUSD |
|---|---|---|
| Max Drawdown | -18.84% | -67.18% |
| Longest DD Days | 1000.0 | 683.0 |
| Avg. Drawdown | -4.09% | -6.6% |
| Avg. Drawdown Days | 119.0 | 32.0 |
| Recovery Factor | 0.26 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2025-06-11 | -18.84 | 1000 |
| 2022-04-26 | 2022-06-07 | -7.54 | 42 |
| 2022-06-08 | 2022-07-16 | -6.62 | 38 |
| 2022-02-12 | 2022-04-01 | -3.83 | 47 |
| 2022-07-24 | 2022-08-11 | -1.66 | 17 |
| 2022-04-01 | 2022-04-25 | -1.06 | 23 |
| 2022-09-08 | 2022-09-08 | -0.55 | 0 |
| 2022-08-11 | 2022-09-07 | -0.37 | 27 |
| 2022-07-16 | 2022-07-17 | -0.22 | 0 |
| 2022-02-12 | 2022-02-12 | -0.18 | 0 |
| Metric | 11381779:btcusd:triple_med_gx:lsma100_70 | 11381779:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.64% | 35.75% |
| Worst Week | -7.8% | -29.64% |
| Best Month | 9.63% | 43.77% |
| Worst Month | -9.95% | -37.12% |
| Best Year | 5.72% | 155.54% |
| Worst Year | -2.61% | -55.3% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.69% | -0.79% |
| Avg. Up Week | 3.72% | 6.57% |
| Avg. Down Week | -2.0% | -4.11% |
| Avg. Up Month | 4.98% | 20.23% |
| Avg. Down Month | -3.82% | -9.83% |
| Win Days % | 44.24% | 51.27% |
| Win Month % | 40.54% | 61.9% |
| Win Week % | 36.71% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |