| Metric | 11383325:btcusd:triple_med_gx:lsma100_75 | 11383325:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 48.66% | 195.42% |
| Max Drawdown | -19.15% | -67.18% |
| Sharpe | 0.43 | 0.44 |
| Sortino | 0.68 | 0.63 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 60.95 | 3.11 |
| Outlier Loss Ratio | 3.74 | 2.99 |
| Volatility (ann.) | 7.54% | 26.36% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.65 | 0.56 |
| Skew | 2.36 | 0.2 |
| Kurtosis | 95.9 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.61% |
| Expected Yearly % | 10.42% | 31.1% |
| Kelly Criterion | 5.8% | 9.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.24% |
| Expected Shortfall (cVaR) | -0.64% | -2.24% |
| Year | 11383325:BTCUSD | 11383325:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 33.37 | -0.60 | + |
| 2023 | 155.54 | -9.77 | -0.06 | - |
| 2024 | 121.00 | 52.78 | 0.44 | - |
| 2025 | 17.02 | -19.15 | -1.12 | - |
| Metric | 11383325:btcusd:triple_med_gx:lsma100_75 | 11383325:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -7.41% | 31.76% |
| 6M | -17.33% | 12.25% |
| YTD | -19.15% | 17.02% |
| 1Y | 2.5% | 57.19% |
| 3Y (ann.) | 10.69% | 55.42% |
| 5Y (ann.) | 12.46% | 37.84% |
| Metric | 11383325:btcusd:triple_med_gx:lsma100_75 | 11383325:BTCUSD |
|---|---|---|
| Max Drawdown | -19.15% | -67.18% |
| Longest DD Days | 643.0 | 683.0 |
| Avg. Drawdown | -3.19% | -6.6% |
| Avg. Drawdown Days | 46.0 | 32.0 |
| Recovery Factor | 2.54 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-06-11 | -19.15 | 149 |
| 2022-08-13 | 2024-05-17 | -18.25 | 643 |
| 2022-03-09 | 2022-07-04 | -11.29 | 116 |
| 2024-05-27 | 2024-07-26 | -4.18 | 59 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-10-25 | 2024-11-21 | -2.95 | 27 |
| 2022-07-20 | 2022-08-12 | -2.48 | 23 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| Metric | 11383325:btcusd:triple_med_gx:lsma100_75 | 11383325:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.04% | 35.75% |
| Worst Week | -8.28% | -29.64% |
| Best Month | 27.08% | 43.77% |
| Worst Month | -8.28% | -37.12% |
| Best Year | 52.78% | 155.54% |
| Worst Year | -19.15% | -55.3% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 4.76% | 5.79% |
| Avg. Down Week | -1.93% | -4.59% |
| Avg. Up Month | 5.31% | 15.21% |
| Avg. Down Month | -3.34% | -11.05% |
| Win Days % | 48.52% | 51.27% |
| Win Month % | 48.72% | 61.9% |
| Win Week % | 41.67% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |