| Metric | 11383854:btcusd:triple_med_gx:lsma100_75 | 11383854:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 54.65% | 196.5% |
| Max Drawdown | -11.28% | -67.18% |
| Sharpe | 0.48 | 0.44 |
| Sortino | 0.8 | 0.64 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 61.74 | 3.07 |
| Outlier Loss Ratio | 4.0 | 2.93 |
| Volatility (ann.) | 7.27% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.23 | 0.57 |
| Skew | 3.47 | 0.2 |
| Kurtosis | 94.25 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.69% |
| Expected Yearly % | 11.52% | 31.22% |
| Kelly Criterion | 7.83% | 10.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.24% |
| Expected Shortfall (cVaR) | -0.62% | -2.24% |
| Year | 11383854:BTCUSD | 11383854:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 12.58 | -0.23 | + |
| 2023 | 155.54 | 10.29 | 0.07 | - |
| 2024 | 121.00 | 28.04 | 0.23 | - |
| 2025 | 17.02 | -2.73 | -0.16 | - |
| Metric | 11383854:btcusd:triple_med_gx:lsma100_75 | 11383854:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.16% | 31.76% |
| 6M | -4.41% | 12.25% |
| YTD | -2.73% | 17.02% |
| 1Y | 12.42% | 57.19% |
| 3Y (ann.) | 12.13% | 55.42% |
| 5Y (ann.) | 13.9% | 38.32% |
| Metric | 11383854:btcusd:triple_med_gx:lsma100_75 | 11383854:BTCUSD |
|---|---|---|
| Max Drawdown | -11.28% | -67.18% |
| Longest DD Days | 233.0 | 683.0 |
| Avg. Drawdown | -2.83% | -6.97% |
| Avg. Drawdown Days | 31.0 | 36.0 |
| Recovery Factor | 4.85 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-27 | 2022-09-09 | -11.28 | 166 |
| 2024-04-07 | 2024-05-05 | -10.28 | 28 |
| 2023-04-15 | 2023-12-04 | -10.28 | 233 |
| 2024-12-17 | 2025-06-11 | -9.56 | 175 |
| 2022-10-05 | 2023-03-17 | -8.63 | 163 |
| 2024-01-31 | 2024-04-04 | -3.98 | 64 |
| 2024-08-20 | 2024-09-17 | -3.95 | 28 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-01-13 | 2024-01-16 | -2.96 | 3 |
| 2024-08-18 | 2024-08-20 | -2.88 | 1 |
| Metric | 11383854:btcusd:triple_med_gx:lsma100_75 | 11383854:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 11.47% | 35.75% |
| Worst Week | -6.94% | -29.64% |
| Best Month | 13.83% | 43.77% |
| Worst Month | -5.26% | -37.12% |
| Best Year | 28.04% | 155.54% |
| Worst Year | -2.73% | -55.14% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 4.26% | 8.77% |
| Avg. Down Week | -2.5% | -4.14% |
| Avg. Up Month | 6.43% | 19.74% |
| Avg. Down Month | -1.32% | -14.91% |
| Win Days % | 48.97% | 51.33% |
| Win Month % | 45.45% | 60.98% |
| Win Week % | 46.15% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |