| Metric | 11383810:btcusd:triple_med_gx:lsma100_75 | 11383810:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 54.04% | 183.93% |
| Max Drawdown | -15.41% | -67.18% |
| Sharpe | 0.42 | 0.43 |
| Sortino | 0.69 | 0.62 |
| Payoff Ratio | 1.26 | 1.2 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 0.54 | 1.06 |
| CPC Index | 0.73 | 0.66 |
| Tail Ratio | 0.44 | 0.99 |
| Outlier Win Ratio | 52.36 | 3.25 |
| Outlier Loss Ratio | 3.87 | 3.12 |
| Volatility (ann.) | 8.4% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.89 | 0.54 |
| Skew | 2.97 | 0.2 |
| Kurtosis | 71.32 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.06% | 2.58% |
| Expected Yearly % | 11.41% | 29.81% |
| Kelly Criterion | 5.52% | 10.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11383810:BTCUSD | 11383810:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 13.97 | -0.24 | + |
| 2023 | 155.54 | 17.75 | 0.11 | - |
| 2024 | 121.00 | 12.01 | 0.10 | - |
| 2025 | 17.02 | 2.47 | 0.15 | - |
| Metric | 11383810:btcusd:triple_med_gx:lsma100_75 | 11383810:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.19% | 31.76% |
| 6M | 0.71% | 12.25% |
| YTD | 2.47% | 17.02% |
| 1Y | 5.35% | 57.19% |
| 3Y (ann.) | 11.37% | 55.42% |
| 5Y (ann.) | 13.73% | 36.44% |
| Metric | 11383810:btcusd:triple_med_gx:lsma100_75 | 11383810:BTCUSD |
|---|---|---|
| Max Drawdown | -15.41% | -67.18% |
| Longest DD Days | 324.0 | 683.0 |
| Avg. Drawdown | -4.23% | -6.73% |
| Avg. Drawdown Days | 54.0 | 34.0 |
| Recovery Factor | 3.51 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-16 | -15.41 | 324 |
| 2024-03-05 | 2024-05-15 | -13.51 | 71 |
| 2024-12-17 | 2025-06-11 | -10.81 | 175 |
| 2024-07-03 | 2024-11-10 | -9.50 | 130 |
| 2023-03-17 | 2023-09-18 | -8.18 | 184 |
| 2023-09-18 | 2023-12-05 | -6.64 | 78 |
| 2024-01-03 | 2024-03-04 | -6.12 | 61 |
| 2022-03-06 | 2022-03-25 | -4.84 | 19 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-03-25 | 2022-04-25 | -2.19 | 31 |
| Metric | 11383810:btcusd:triple_med_gx:lsma100_75 | 11383810:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.57% | 35.75% |
| Worst Week | -8.96% | -29.64% |
| Best Month | 15.83% | 43.77% |
| Worst Month | -5.88% | -37.12% |
| Best Year | 17.75% | 155.54% |
| Worst Year | 2.47% | -57.04% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.84% | 8.38% |
| Avg. Down Week | -2.94% | -3.99% |
| Avg. Up Month | 4.42% | 15.73% |
| Avg. Down Month | -2.45% | -14.91% |
| Win Days % | 47.4% | 51.31% |
| Win Month % | 61.11% | 60.98% |
| Win Week % | 53.23% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |