| Metric | 11399826:btcusd:triple_med_gx:lsma100_130 | 11399826:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 31.54% | 182.99% |
| Max Drawdown | -16.42% | -67.18% |
| Sharpe | 0.4 | 0.43 |
| Sortino | 0.66 | 0.62 |
| Payoff Ratio | 1.28 | 1.14 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 86.01 | 3.04 |
| Outlier Loss Ratio | 4.41 | 2.87 |
| Volatility (ann.) | 5.49% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.52 | 0.54 |
| Skew | 3.16 | 0.2 |
| Kurtosis | 78.75 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.57% |
| Expected Yearly % | 7.09% | 29.7% |
| Kelly Criterion | 5.73% | 8.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.24% |
| Expected Shortfall (cVaR) | -0.47% | -2.24% |
| Year | 11399826:BTCUSD | 11399826:btcusd:triple_med_gx:lsma100_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 9.86 | -0.17 | + |
| 2023 | 155.54 | -5.00 | -0.03 | - |
| 2024 | 121.00 | 21.55 | 0.18 | - |
| 2025 | 16.76 | 3.69 | 0.22 | - |
| Metric | 11399826:btcusd:triple_med_gx:lsma100_130 | 11399826:BTCUSD |
|---|---|---|
| MTD | 0.5% | 4.16% |
| 3M | 0.92% | 31.46% |
| 6M | 10.26% | 12.77% |
| YTD | 3.69% | 16.76% |
| 1Y | 16.88% | 56.84% |
| 3Y (ann.) | 7.69% | 55.31% |
| 5Y (ann.) | 8.51% | 36.34% |
| Metric | 11399826:btcusd:triple_med_gx:lsma100_130 | 11399826:BTCUSD |
|---|---|---|
| Max Drawdown | -16.42% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -2.24% | -6.9% |
| Avg. Drawdown Days | 46.0 | 35.0 |
| Recovery Factor | 1.92 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-14 | 2024-12-15 | -16.42 | 642 |
| 2022-10-25 | 2023-02-17 | -6.08 | 114 |
| 2022-04-21 | 2022-05-19 | -4.68 | 28 |
| 2022-08-13 | 2022-10-23 | -4.20 | 71 |
| 2022-06-25 | 2022-08-13 | -3.17 | 49 |
| 2025-03-15 | 2025-06-11 | -2.40 | 87 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2025-03-07 | 2025-03-11 | -1.90 | 4 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-10-24 | 2022-10-25 | -1.44 | 1 |
| Metric | 11399826:btcusd:triple_med_gx:lsma100_130 | 11399826:BTCUSD |
|---|---|---|
| Best Day | 4.28% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 7.25% | 35.75% |
| Worst Week | -5.43% | -29.64% |
| Best Month | 5.65% | 43.77% |
| Worst Month | -5.16% | -37.12% |
| Best Year | 21.55% | 155.54% |
| Worst Year | -5.0% | -57.08% |
| Avg. Up Day | 0.8% | 0.83% |
| Avg. Down Day | -0.63% | -0.73% |
| Avg. Up Week | 2.06% | 7.6% |
| Avg. Down Week | -1.6% | -3.05% |
| Avg. Up Month | 2.25% | 12.4% |
| Avg. Down Month | -2.28% | -9.72% |
| Win Days % | 47.06% | 51.31% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 51.72% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |