| Metric | 11382002:btcusd:triple_med_gx:lsma100_70 | 11382002:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 42.94% | 195.42% |
| Max Drawdown | -18.12% | -67.18% |
| Sharpe | 0.4 | 0.44 |
| Sortino | 0.63 | 0.63 |
| Payoff Ratio | 1.25 | 1.16 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 0.32 | 1.06 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 0.26 | 0.99 |
| Outlier Win Ratio | 58.28 | 3.1 |
| Outlier Loss Ratio | 4.29 | 3.01 |
| Volatility (ann.) | 7.36% | 26.36% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.62 | 0.56 |
| Skew | 2.65 | 0.2 |
| Kurtosis | 94.04 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.61% |
| Expected Yearly % | 9.34% | 31.1% |
| Kelly Criterion | 4.0% | 9.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11382002:BTCUSD | 11382002:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 25.90 | -0.47 | + |
| 2023 | 155.54 | -10.17 | -0.07 | - |
| 2024 | 121.00 | 40.45 | 0.33 | - |
| 2025 | 17.02 | -10.01 | -0.59 | - |
| Metric | 11382002:btcusd:triple_med_gx:lsma100_70 | 11382002:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.62% | 31.76% |
| 6M | -4.31% | 12.25% |
| YTD | -10.01% | 17.02% |
| 1Y | 21.44% | 57.19% |
| 3Y (ann.) | 8.22% | 55.42% |
| 5Y (ann.) | 11.16% | 37.84% |
| Metric | 11382002:btcusd:triple_med_gx:lsma100_70 | 11382002:BTCUSD |
|---|---|---|
| Max Drawdown | -18.12% | -67.18% |
| Longest DD Days | 827.0 | 683.0 |
| Avg. Drawdown | -2.75% | -6.6% |
| Avg. Drawdown Days | 47.0 | 32.0 |
| Recovery Factor | 2.37 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2024-10-24 | -18.12 | 827 |
| 2025-01-12 | 2025-06-11 | -14.79 | 150 |
| 2022-03-09 | 2022-05-30 | -10.52 | 82 |
| 2022-07-17 | 2022-07-19 | -4.57 | 2 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-06-08 | 2022-07-04 | -3.22 | 26 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2022-07-16 | 2022-07-16 | -1.15 | 0 |
| Metric | 11382002:btcusd:triple_med_gx:lsma100_70 | 11382002:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.07% | 35.75% |
| Worst Week | -10.21% | -29.64% |
| Best Month | 16.46% | 43.77% |
| Worst Month | -7.69% | -37.12% |
| Best Year | 40.45% | 155.54% |
| Worst Year | -10.17% | -55.3% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.68% | -0.75% |
| Avg. Up Week | 4.32% | 5.99% |
| Avg. Down Week | -2.27% | -4.66% |
| Avg. Up Month | 4.19% | 16.64% |
| Avg. Down Month | -2.17% | -13.86% |
| Win Days % | 46.74% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 42.86% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |