| Metric | 11382481:btcusd:triple_med_gx:lsma100_70 | 11382481:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 31.47% | 188.04% |
| Max Drawdown | -15.89% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.44 | 0.63 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.79 | 1.06 |
| CPC Index | 0.64 | 0.64 |
| Tail Ratio | 0.69 | 0.99 |
| Outlier Win Ratio | 49.0 | 3.24 |
| Outlier Loss Ratio | 3.88 | 3.17 |
| Volatility (ann.) | 8.55% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.53 | 0.55 |
| Skew | 2.38 | 0.2 |
| Kurtosis | 60.35 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.55% |
| Expected Yearly % | 7.08% | 30.28% |
| Kelly Criterion | 2.83% | 9.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11382481:BTCUSD | 11382481:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 8.79 | -0.16 | + |
| 2023 | 155.54 | 13.57 | 0.09 | - |
| 2024 | 121.00 | 7.79 | 0.06 | - |
| 2025 | 17.02 | -1.29 | -0.08 | - |
| Metric | 11382481:btcusd:triple_med_gx:lsma100_70 | 11382481:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.92% | 31.76% |
| 6M | 1.23% | 12.25% |
| YTD | -1.29% | 17.02% |
| 1Y | -1.23% | 57.19% |
| 3Y (ann.) | 4.96% | 55.42% |
| 5Y (ann.) | 8.48% | 36.99% |
| Metric | 11382481:btcusd:triple_med_gx:lsma100_70 | 11382481:BTCUSD |
|---|---|---|
| Max Drawdown | -15.89% | -67.18% |
| Longest DD Days | 559.0 | 683.0 |
| Avg. Drawdown | -4.4% | -6.61% |
| Avg. Drawdown Days | 64.0 | 33.0 |
| Recovery Factor | 1.98 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2024-05-16 | -15.89 | 72 |
| 2022-05-23 | 2023-12-04 | -14.16 | 559 |
| 2024-07-02 | 2024-12-16 | -10.88 | 167 |
| 2025-01-07 | 2025-06-11 | -10.70 | 155 |
| 2022-03-04 | 2022-03-25 | -7.97 | 20 |
| 2024-01-02 | 2024-03-04 | -4.21 | 61 |
| 2022-03-25 | 2022-04-25 | -2.76 | 31 |
| 2024-12-17 | 2025-01-06 | -2.37 | 19 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11382481:btcusd:triple_med_gx:lsma100_70 | 11382481:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 12.48% | 35.75% |
| Worst Week | -6.64% | -29.64% |
| Best Month | 14.47% | 43.77% |
| Worst Month | -10.03% | -37.12% |
| Best Year | 13.57% | 155.54% |
| Worst Year | -1.29% | -56.42% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 4.25% | 9.61% |
| Avg. Down Week | -2.91% | -3.34% |
| Avg. Up Month | 5.15% | 18.72% |
| Avg. Down Month | -3.28% | -14.57% |
| Win Days % | 46.96% | 51.3% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 46.03% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |