| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 77.51% | 87.79% |
| Max Drawdown | -11.17% | -62.6% |
| Sharpe | 3.85 | 1.94 |
| Sortino | 8.9 | 3.18 |
| Payoff Ratio | 3.59 | 0.66 |
| Profit Factor | 2.16 | 1.41 |
| Common Sense Ratio | 5.54 | 1.5 |
| CPC Index | 2.35 | 0.51 |
| Tail Ratio | 2.56 | 1.06 |
| Outlier Win Ratio | 7.08 | 3.7 |
| Outlier Loss Ratio | 23.09 | 2.88 |
| Volatility (ann.) | 48.43% | 178.88% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.81 | 0.36 |
| Skew | 1.64 | 0.75 |
| Kurtosis | 5.51 | 5.91 |
| Expected Daily % | 0.48% | 0.53% |
| Expected Monthly % | 1.56% | 1.72% |
| Expected Yearly % | 15.43% | 17.06% |
| Kelly Criterion | 10.84% | -14.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.66% | -14.45% |
| Expected Shortfall (cVaR) | -3.66% | -14.45% |
| Year | 11383434:BTCUSD | 11383434:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.30 | 39.01 | -0.65 | + |
| 2023 | 144.70 | -6.38 | -0.04 | - |
| 2024 | 126.38 | 36.24 | 0.29 | - |
| 2025 | -14.60 | 0.12 | -0.01 | + |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| MTD | -0.58% | -6.83% |
| 3M | 0.12% | -14.6% |
| 6M | 1.33% | 25.38% |
| YTD | 0.12% | -14.6% |
| 1Y | 21.91% | 12.9% |
| 3Y (ann.) | 22.1% | 29.11% |
| 5Y (ann.) | 20.17% | 22.36% |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Max Drawdown | -11.17% | -62.6% |
| Longest DD Days | 353.0 | 722.0 |
| Avg. Drawdown | -2.24% | -29.21% |
| Avg. Drawdown Days | 41.0 | 261.0 |
| Recovery Factor | 6.94 | 1.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-26 | 2024-03-13 | -11.17 | 353 |
| 2025-02-24 | 2025-03-31 | -7.29 | 35 |
| 2024-05-27 | 2024-08-25 | -6.77 | 90 |
| 2024-12-19 | 2025-01-29 | -6.11 | 40 |
| 2022-10-10 | 2023-01-07 | -5.29 | 89 |
| 2022-02-16 | 2022-05-31 | -1.83 | 103 |
| 2022-06-10 | 2022-07-08 | -1.82 | 27 |
| 2022-08-13 | 2022-09-19 | -1.40 | 37 |
| 2023-02-26 | 2023-03-14 | -1.22 | 15 |
| 2024-10-25 | 2024-10-26 | -0.18 | 0 |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Best Day | 11.64% | 39.53% |
| Worst Day | -6.58% | -32.76% |
| Best Week | 11.43% | 42.62% |
| Worst Week | -6.75% | -24.8% |
| Best Month | 27.5% | 46.7% |
| Worst Month | -6.75% | -19.37% |
| Best Year | 39.01% | 144.7% |
| Worst Year | -6.38% | -60.3% |
| Avg. Up Day | 3.17% | 3.35% |
| Avg. Down Day | -0.88% | -5.1% |
| Avg. Up Week | 2.99% | 7.88% |
| Avg. Down Week | -1.23% | -4.71% |
| Avg. Up Month | 3.48% | 15.87% |
| Avg. Down Month | -1.55% | -6.01% |
| Win Days % | 30.25% | 54.62% |
| Win Month % | 45.95% | 48.65% |
| Win Week % | 42.11% | 56.58% |
| Win Quarter % | 61.54% | 30.77% |
| Win Year % | 75.0% | 50.0% |