| Metric | 11384074:btcusd:triple_med_gx:lsma100_75 | 11384074:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 15.71% | 158.34% |
| Max Drawdown | -12.08% | -67.18% |
| Sharpe | 0.24 | 0.4 |
| Sortino | 0.37 | 0.58 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 97.32 | 2.86 |
| Outlier Loss Ratio | 3.93 | 2.77 |
| Volatility (ann.) | 5.25% | 26.26% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.37 | 0.49 |
| Skew | 2.61 | 0.18 |
| Kurtosis | 96.46 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.34% |
| Expected Yearly % | 3.72% | 26.78% |
| Kelly Criterion | 2.9% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.23% |
| Expected Shortfall (cVaR) | -0.45% | -2.23% |
| Year | 11384074:BTCUSD | 11384074:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 1.99 | -0.03 | + |
| 2023 | 155.54 | 11.78 | 0.08 | - |
| 2024 | 121.00 | 10.09 | 0.08 | - |
| 2025 | 17.02 | -7.80 | -0.46 | - |
| Metric | 11384074:btcusd:triple_med_gx:lsma100_75 | 11384074:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.77% | 31.76% |
| 6M | -7.8% | 12.25% |
| YTD | -7.8% | 17.02% |
| 1Y | 3.92% | 57.19% |
| 3Y (ann.) | 7.16% | 55.42% |
| 5Y (ann.) | 4.49% | 33.06% |
| Metric | 11384074:btcusd:triple_med_gx:lsma100_75 | 11384074:BTCUSD |
|---|---|---|
| Max Drawdown | -12.08% | -67.18% |
| Longest DD Days | 233.0 | 683.0 |
| Avg. Drawdown | -3.41% | -6.83% |
| Avg. Drawdown Days | 71.0 | 36.0 |
| Recovery Factor | 1.3 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-11 | 2022-10-04 | -12.08 | 207 |
| 2024-10-21 | 2025-06-11 | -10.79 | 233 |
| 2022-12-01 | 2023-03-17 | -6.13 | 106 |
| 2022-10-05 | 2022-11-30 | -4.88 | 56 |
| 2023-03-18 | 2023-05-28 | -3.52 | 71 |
| 2023-06-22 | 2023-12-05 | -3.49 | 166 |
| 2024-01-11 | 2024-08-21 | -3.18 | 223 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2023-05-29 | 2023-06-21 | -1.65 | 23 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| Metric | 11384074:btcusd:triple_med_gx:lsma100_75 | 11384074:BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 6.71% | 35.75% |
| Worst Week | -4.33% | -29.64% |
| Best Month | 6.28% | 43.77% |
| Worst Month | -4.01% | -37.12% |
| Best Year | 11.78% | 155.54% |
| Worst Year | -7.8% | -60.91% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.67% | -0.73% |
| Avg. Up Week | 3.19% | 9.48% |
| Avg. Down Week | -2.06% | -5.11% |
| Avg. Up Month | 3.02% | 10.43% |
| Avg. Down Month | -1.0% | -13.95% |
| Win Days % | 45.89% | 51.26% |
| Win Month % | 44.44% | 60.98% |
| Win Week % | 51.28% | 50.28% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 75.0% | 75.0% |