| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 62.8% | 158.19% |
| Max Drawdown | -15.58% | -67.18% |
| Sharpe | 0.49 | 0.37 |
| Sortino | 0.79 | 0.54 |
| Payoff Ratio | 1.28 | 1.14 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 0.35 | 1.04 |
| CPC Index | 0.76 | 0.62 |
| Tail Ratio | 0.28 | 0.98 |
| Outlier Win Ratio | 57.64 | 3.22 |
| Outlier Loss Ratio | 4.24 | 3.02 |
| Volatility (ann.) | 7.1% | 25.5% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.88 | 0.42 |
| Skew | 2.64 | 0.19 |
| Kurtosis | 67.42 | 6.65 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.04% | 2.04% |
| Expected Yearly % | 12.96% | 26.76% |
| Kelly Criterion | 5.48% | 8.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.17% |
| Expected Shortfall (cVaR) | -0.6% | -2.17% |
| Year | 11383434:BTCUSD | 11383434:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 38.76 | -0.70 | + |
| 2023 | 155.54 | -7.37 | -0.05 | - |
| 2024 | 121.00 | 37.70 | 0.31 | - |
| 2025 | 2.28 | -8.02 | -3.52 | - |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| MTD | -8.96% | -12.85% |
| 3M | -9.71% | -18.73% |
| 6M | -6.54% | -7.45% |
| YTD | -8.02% | 2.28% |
| 1Y | -7.25% | 5.34% |
| 3Y (ann.) | 6.99% | 78.97% |
| 5Y (ann.) | 13.64% | 28.26% |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Max Drawdown | -15.58% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -2.2% | -6.99% |
| Avg. Drawdown Days | 28.0 | 32.0 |
| Recovery Factor | 4.03 | 2.35 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-11-17 | -15.58 | 293 |
| 2023-03-27 | 2024-04-07 | -13.00 | 377 |
| 2024-05-27 | 2024-07-26 | -6.77 | 60 |
| 2022-07-30 | 2022-09-19 | -6.15 | 51 |
| 2024-12-19 | 2025-01-27 | -6.11 | 39 |
| 2022-10-10 | 2023-01-04 | -5.29 | 86 |
| 2022-02-16 | 2022-05-30 | -5.08 | 103 |
| 2022-07-20 | 2022-07-28 | -4.75 | 8 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-06-11 | 2022-07-04 | -3.20 | 23 |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 11.43% | 35.75% |
| Worst Week | -8.96% | -29.64% |
| Best Month | 27.5% | 43.77% |
| Worst Month | -8.96% | -37.12% |
| Best Year | 38.76% | 155.54% |
| Worst Year | -8.02% | -55.3% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.68% | -0.78% |
| Avg. Up Week | 2.76% | 6.27% |
| Avg. Down Week | -1.64% | -5.63% |
| Avg. Up Month | 5.38% | 16.88% |
| Avg. Down Month | -2.54% | -12.56% |
| Win Days % | 46.99% | 51.43% |
| Win Month % | 44.44% | 59.57% |
| Win Week % | 50.56% | 50.74% |
| Win Quarter % | 50.0% | 56.25% |
| Win Year % | 50.0% | 75.0% |