| Metric | 11382524:btcusd:triple_med_gx:lsma100_70 | 11382524:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 50.98% | 183.63% |
| Max Drawdown | -19.28% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.65 | 0.62 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 0.87 | 1.06 |
| CPC Index | 0.71 | 0.65 |
| Tail Ratio | 0.72 | 0.99 |
| Outlier Win Ratio | 52.03 | 3.25 |
| Outlier Loss Ratio | 3.86 | 3.12 |
| Volatility (ann.) | 8.29% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.68 | 0.54 |
| Skew | 2.11 | 0.2 |
| Kurtosis | 66.27 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.58% |
| Expected Yearly % | 10.85% | 29.77% |
| Kelly Criterion | 5.95% | 9.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11382524:BTCUSD | 11382524:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 8.72 | -0.15 | + |
| 2023 | 155.54 | 21.09 | 0.14 | - |
| 2024 | 121.00 | 13.28 | 0.11 | - |
| 2025 | 17.02 | 1.24 | 0.07 | - |
| Metric | 11382524:btcusd:triple_med_gx:lsma100_70 | 11382524:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.38% | 31.76% |
| 6M | 0.71% | 12.25% |
| YTD | 1.24% | 17.02% |
| 1Y | 10.75% | 57.19% |
| 3Y (ann.) | 9.7% | 55.42% |
| 5Y (ann.) | 13.06% | 36.43% |
| Metric | 11382524:btcusd:triple_med_gx:lsma100_70 | 11382524:BTCUSD |
|---|---|---|
| Max Drawdown | -19.28% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.58% | -6.9% |
| Avg. Drawdown Days | 44.0 | 35.0 |
| Recovery Factor | 2.64 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-17 | -19.28 | 325 |
| 2024-01-31 | 2024-05-15 | -11.17 | 105 |
| 2025-01-07 | 2025-06-11 | -10.83 | 155 |
| 2024-07-04 | 2024-11-10 | -7.65 | 129 |
| 2023-04-15 | 2023-06-21 | -7.49 | 67 |
| 2023-08-08 | 2023-12-05 | -6.64 | 118 |
| 2024-12-17 | 2025-01-06 | -4.04 | 19 |
| 2022-03-06 | 2022-03-22 | -3.80 | 15 |
| 2024-01-13 | 2024-01-31 | -3.23 | 18 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11382524:btcusd:triple_med_gx:lsma100_70 | 11382524:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 11.42% | 35.75% |
| Worst Week | -6.61% | -29.64% |
| Best Month | 11.42% | 43.77% |
| Worst Month | -5.17% | -37.12% |
| Best Year | 21.09% | 155.54% |
| Worst Year | 1.24% | -57.08% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.52% | 8.28% |
| Avg. Down Week | -2.38% | -3.88% |
| Avg. Up Month | 5.54% | 16.56% |
| Avg. Down Month | -2.49% | -15.68% |
| Win Days % | 48.79% | 51.32% |
| Win Month % | 54.29% | 60.98% |
| Win Week % | 54.39% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |