| Metric | 11384854:btcusd:triple_med_gx:lsma100_80 | 11384854:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 47.45% | 195.42% |
| Max Drawdown | -12.32% | -67.18% |
| Sharpe | 0.44 | 0.44 |
| Sortino | 0.71 | 0.63 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 0.04 | 1.06 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | 0.03 | 0.99 |
| Outlier Win Ratio | 61.64 | 3.12 |
| Outlier Loss Ratio | 4.23 | 2.96 |
| Volatility (ann.) | 7.02% | 26.36% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.99 | 0.56 |
| Skew | 2.34 | 0.2 |
| Kurtosis | 80.92 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.61% |
| Expected Yearly % | 10.19% | 31.1% |
| Kelly Criterion | 5.77% | 10.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.24% |
| Expected Shortfall (cVaR) | -0.6% | -2.24% |
| Year | 11384854:BTCUSD | 11384854:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -4.92 | 0.09 | + |
| 2023 | 155.54 | -0.30 | -0.00 | - |
| 2024 | 121.00 | 51.87 | 0.43 | - |
| 2025 | 17.02 | 2.42 | 0.14 | - |
| Metric | 11384854:btcusd:triple_med_gx:lsma100_80 | 11384854:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.93% | 31.76% |
| 6M | 7.49% | 12.25% |
| YTD | 2.42% | 17.02% |
| 1Y | 22.66% | 57.19% |
| 3Y (ann.) | 17.12% | 55.42% |
| 5Y (ann.) | 12.19% | 37.84% |
| Metric | 11384854:btcusd:triple_med_gx:lsma100_80 | 11384854:BTCUSD |
|---|---|---|
| Max Drawdown | -12.32% | -67.18% |
| Longest DD Days | 566.0 | 683.0 |
| Avg. Drawdown | -2.71% | -6.6% |
| Avg. Drawdown Days | 46.0 | 32.0 |
| Recovery Factor | 3.85 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-20 | 2024-04-08 | -12.32 | 566 |
| 2022-07-09 | 2022-09-09 | -9.79 | 61 |
| 2022-02-15 | 2022-07-09 | -8.43 | 143 |
| 2025-01-20 | 2025-06-11 | -7.62 | 141 |
| 2024-05-21 | 2024-06-30 | -3.88 | 40 |
| 2024-09-28 | 2024-12-15 | -3.68 | 78 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-08-26 | 2024-09-27 | -3.20 | 32 |
| 2024-04-08 | 2024-05-03 | -2.60 | 25 |
| 2024-07-15 | 2024-07-29 | -1.68 | 13 |
| Metric | 11384854:btcusd:triple_med_gx:lsma100_80 | 11384854:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -5.05% | -9.32% |
| Best Week | 12.05% | 35.75% |
| Worst Week | -7.0% | -29.64% |
| Best Month | 13.11% | 43.77% |
| Worst Month | -7.0% | -37.12% |
| Best Year | 51.87% | 155.54% |
| Worst Year | -4.92% | -55.3% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.67% | -0.72% |
| Avg. Up Week | 3.51% | 6.42% |
| Avg. Down Week | -1.54% | -5.06% |
| Avg. Up Month | 4.59% | 16.99% |
| Avg. Down Month | -2.91% | -13.17% |
| Win Days % | 47.51% | 51.27% |
| Win Month % | 48.72% | 61.9% |
| Win Week % | 42.86% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |