| Metric | 11384139:btcusd:triple_med_gx:lsma100_75 | 11384139:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 29.8% | 147.72% |
| Max Drawdown | -11.09% | -67.18% |
| Sharpe | 0.41 | 0.39 |
| Sortino | 0.66 | 0.57 |
| Payoff Ratio | 1.37 | 1.32 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.84 | 0.72 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 100.78 | 2.82 |
| Outlier Loss Ratio | 3.99 | 2.68 |
| Volatility (ann.) | 5.12% | 26.27% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.74 | 0.47 |
| Skew | 2.11 | 0.18 |
| Kurtosis | 112.05 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.24% |
| Expected Yearly % | 6.74% | 25.46% |
| Kelly Criterion | 7.77% | 14.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.23% |
| Expected Shortfall (cVaR) | -0.44% | -2.23% |
| Year | 11384139:BTCUSD | 11384139:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 6.65 | -0.11 | + |
| 2023 | 155.54 | 16.76 | 0.11 | - |
| 2024 | 121.00 | -0.78 | -0.01 | - |
| 2025 | 17.02 | 5.05 | 0.30 | - |
| Metric | 11384139:btcusd:triple_med_gx:lsma100_75 | 11384139:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.73% | 31.76% |
| 6M | 5.05% | 12.25% |
| YTD | 5.05% | 17.02% |
| 1Y | 15.13% | 57.19% |
| 3Y (ann.) | 9.43% | 55.42% |
| 5Y (ann.) | 8.18% | 31.44% |
| Metric | 11384139:btcusd:triple_med_gx:lsma100_75 | 11384139:BTCUSD |
|---|---|---|
| Max Drawdown | -11.09% | -67.18% |
| Longest DD Days | 287.0 | 683.0 |
| Avg. Drawdown | -2.79% | -7.67% |
| Avg. Drawdown Days | 73.0 | 38.0 |
| Recovery Factor | 2.69 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-06 | 2024-09-18 | -11.09 | 287 |
| 2024-09-20 | 2025-06-11 | -7.30 | 264 |
| 2022-07-05 | 2022-10-04 | -4.84 | 91 |
| 2022-05-25 | 2022-07-04 | -4.50 | 39 |
| 2023-06-21 | 2023-12-05 | -3.55 | 166 |
| 2022-12-01 | 2023-03-17 | -3.11 | 106 |
| 2022-10-05 | 2022-11-30 | -2.75 | 56 |
| 2023-05-29 | 2023-06-20 | -1.51 | 22 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2023-03-18 | 2023-05-26 | -0.84 | 69 |
| Metric | 11384139:btcusd:triple_med_gx:lsma100_75 | 11384139:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 7.49% | 35.75% |
| Worst Week | -8.14% | -29.64% |
| Best Month | 7.49% | 43.77% |
| Worst Month | -8.11% | -37.12% |
| Best Year | 16.76% | 155.54% |
| Worst Year | -0.78% | -62.52% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.64% | -0.68% |
| Avg. Up Week | 2.89% | 8.93% |
| Avg. Down Week | -3.84% | -3.91% |
| Avg. Up Month | 3.59% | 11.14% |
| Avg. Down Month | -1.46% | -10.19% |
| Win Days % | 46.62% | 51.26% |
| Win Month % | 58.33% | 58.54% |
| Win Week % | 67.74% | 50.28% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 75.0% | 75.0% |