| Metric | 11382424:btcusd:triple_med_gx:lsma100_70 | 11382424:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 7.9% | 203.48% |
| Max Drawdown | -24.05% | -67.18% |
| Sharpe | 0.11 | 0.44 |
| Sortino | 0.16 | 0.65 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 45.74 | 3.29 |
| Outlier Loss Ratio | 3.91 | 3.26 |
| Volatility (ann.) | 9.21% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.09 | 0.58 |
| Skew | 1.39 | 0.2 |
| Kurtosis | 57.94 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.68% |
| Expected Yearly % | 1.92% | 31.99% |
| Kelly Criterion | -2.24% | 5.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11382424:BTCUSD | 11382424:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 13.72 | -0.25 | + |
| 2023 | 155.54 | 20.91 | 0.13 | - |
| 2024 | 121.00 | -7.06 | -0.06 | - |
| 2025 | 17.02 | -15.57 | -0.91 | - |
| Metric | 11382424:btcusd:triple_med_gx:lsma100_70 | 11382424:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.09% | 31.76% |
| 6M | -11.35% | 12.25% |
| YTD | -15.57% | 17.02% |
| 1Y | -14.86% | 57.19% |
| 3Y (ann.) | 2.4% | 55.42% |
| 5Y (ann.) | 2.28% | 38.98% |
| Metric | 11382424:btcusd:triple_med_gx:lsma100_70 | 11382424:BTCUSD |
|---|---|---|
| Max Drawdown | -24.05% | -67.18% |
| Longest DD Days | 531.0 | 683.0 |
| Avg. Drawdown | -5.26% | -6.06% |
| Avg. Drawdown Days | 73.0 | 30.0 |
| Recovery Factor | 0.33 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-28 | 2025-06-11 | -24.05 | 531 |
| 2022-02-05 | 2022-07-30 | -19.77 | 174 |
| 2022-07-30 | 2022-11-24 | -12.82 | 116 |
| 2023-06-22 | 2023-10-24 | -11.01 | 123 |
| 2023-03-14 | 2023-06-20 | -8.40 | 98 |
| 2023-01-07 | 2023-02-20 | -2.15 | 44 |
| 2022-11-24 | 2023-01-04 | -1.77 | 40 |
| 2023-01-04 | 2023-01-06 | -0.92 | 2 |
| 2023-11-18 | 2023-12-02 | -0.82 | 14 |
| 2022-02-03 | 2022-02-03 | -0.77 | 0 |
| Metric | 11382424:btcusd:triple_med_gx:lsma100_70 | 11382424:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.18% | 35.75% |
| Worst Week | -10.98% | -29.64% |
| Best Month | 15.71% | 43.77% |
| Worst Month | -11.51% | -37.12% |
| Best Year | 20.91% | 155.54% |
| Worst Year | -15.57% | -54.08% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.88% | 6.08% |
| Avg. Down Week | -3.45% | -3.21% |
| Avg. Up Month | 6.67% | 18.97% |
| Avg. Down Month | -4.49% | -14.69% |
| Win Days % | 46.94% | 51.28% |
| Win Month % | 44.74% | 61.9% |
| Win Week % | 43.21% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |