| Metric | 11381946:btcusd:triple_med_gx:lsma100_70 | 11381946:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 20.88% | 195.42% |
| Max Drawdown | -24.94% | -67.18% |
| Sharpe | 0.25 | 0.44 |
| Sortino | 0.39 | 0.63 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 65.96 | 3.04 |
| Outlier Loss Ratio | 4.48 | 3.04 |
| Volatility (ann.) | 6.62% | 26.36% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.23 | 0.56 |
| Skew | 3.01 | 0.2 |
| Kurtosis | 80.42 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.45% | 2.61% |
| Expected Yearly % | 4.85% | 31.1% |
| Kelly Criterion | -0.48% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.24% |
| Expected Shortfall (cVaR) | -0.57% | -2.24% |
| Year | 11381946:BTCUSD | 11381946:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 15.17 | -0.27 | + |
| 2023 | 155.54 | -14.88 | -0.10 | - |
| 2024 | 121.00 | 34.27 | 0.28 | - |
| 2025 | 17.02 | -8.16 | -0.48 | - |
| Metric | 11381946:btcusd:triple_med_gx:lsma100_70 | 11381946:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.88% | 31.76% |
| 6M | -4.79% | 12.25% |
| YTD | -8.16% | 17.02% |
| 1Y | 10.57% | 57.19% |
| 3Y (ann.) | 4.29% | 55.42% |
| 5Y (ann.) | 5.78% | 37.84% |
| Metric | 11381946:btcusd:triple_med_gx:lsma100_70 | 11381946:BTCUSD |
|---|---|---|
| Max Drawdown | -24.94% | -67.18% |
| Longest DD Days | 842.0 | 683.0 |
| Avg. Drawdown | -4.04% | -6.6% |
| Avg. Drawdown Days | 67.0 | 32.0 |
| Recovery Factor | 0.84 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-31 | 2024-11-19 | -24.94 | 842 |
| 2025-01-26 | 2025-06-11 | -13.86 | 136 |
| 2022-04-28 | 2022-06-07 | -6.92 | 39 |
| 2022-06-08 | 2022-07-04 | -4.29 | 26 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-03-08 | 2022-04-28 | -2.84 | 50 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-02-13 | 2022-03-08 | -1.78 | 22 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2022-07-15 | 2022-07-18 | -1.46 | 3 |
| Metric | 11381946:btcusd:triple_med_gx:lsma100_70 | 11381946:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 8.89% | 35.75% |
| Worst Week | -7.08% | -29.64% |
| Best Month | 13.87% | 43.77% |
| Worst Month | -5.87% | -37.12% |
| Best Year | 34.27% | 155.54% |
| Worst Year | -14.88% | -55.3% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.68% | -0.74% |
| Avg. Up Week | 3.34% | 6.31% |
| Avg. Down Week | -1.74% | -4.66% |
| Avg. Up Month | 4.56% | 16.66% |
| Avg. Down Month | -2.58% | -11.59% |
| Win Days % | 45.4% | 51.27% |
| Win Month % | 41.03% | 61.9% |
| Win Week % | 44.0% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |