| Metric | 11380728:btcusd:triple_med_gx:lsma100_65 | 11380728:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 10.85% | 228.52% |
| Max Drawdown | -21.38% | -67.18% |
| Sharpe | 0.14 | 0.46 |
| Sortino | 0.22 | 0.67 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 0.46 | 1.07 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 0.43 | 1.0 |
| Outlier Win Ratio | 58.9 | 3.11 |
| Outlier Loss Ratio | 4.39 | 3.15 |
| Volatility (ann.) | 7.05% | 26.15% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.14 | 0.61 |
| Skew | 2.45 | 0.2 |
| Kurtosis | 67.28 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.8% |
| Expected Yearly % | 2.61% | 34.63% |
| Kelly Criterion | -2.15% | 5.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.22% |
| Expected Shortfall (cVaR) | -0.6% | -2.22% |
| Year | 11380728:BTCUSD | 11380728:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 10.53 | -0.19 | + |
| 2023 | 155.54 | -15.49 | -0.10 | - |
| 2024 | 121.00 | 31.66 | 0.26 | - |
| 2025 | 30.14 | -9.87 | -0.33 | - |
| Metric | 11380728:btcusd:triple_med_gx:lsma100_65 | 11380728:BTCUSD |
|---|---|---|
| MTD | -0.96% | 13.36% |
| 3M | 7.64% | 45.08% |
| 6M | -8.41% | 28.47% |
| YTD | -9.87% | 30.14% |
| 1Y | 2.89% | 105.13% |
| 3Y (ann.) | 0.87% | 81.7% |
| 5Y (ann.) | 3.02% | 40.94% |
| Metric | 11380728:btcusd:triple_med_gx:lsma100_65 | 11380728:BTCUSD |
|---|---|---|
| Max Drawdown | -21.38% | -67.18% |
| Longest DD Days | 847.0 | 683.0 |
| Avg. Drawdown | -4.78% | -6.34% |
| Avg. Drawdown Days | 74.0 | 31.0 |
| Recovery Factor | 0.51 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-25 | 2024-11-19 | -21.38 | 847 |
| 2025-01-10 | 2025-07-14 | -16.41 | 184 |
| 2022-04-28 | 2022-06-07 | -10.94 | 40 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-07 | 2022-07-14 | -4.03 | 7 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-03-08 | 2022-04-28 | -2.84 | 50 |
| 2022-02-13 | 2022-03-08 | -2.51 | 23 |
| 2022-06-08 | 2022-06-30 | -2.22 | 22 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11380728:btcusd:triple_med_gx:lsma100_65 | 11380728:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 10.65% | 35.75% |
| Worst Week | -7.08% | -29.64% |
| Best Month | 10.54% | 43.77% |
| Worst Month | -6.67% | -37.12% |
| Best Year | 31.66% | 155.54% |
| Worst Year | -15.49% | -55.3% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 2.74% | 5.99% |
| Avg. Down Week | -2.11% | -4.88% |
| Avg. Up Month | 4.09% | 17.33% |
| Avg. Down Month | -3.87% | -12.89% |
| Win Days % | 46.46% | 51.3% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 47.73% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |