| Metric | 11381161:btcusd:triple_med_gx:lsma100_65 | 11381161:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 12.55% | 203.48% |
| Max Drawdown | -24.89% | -67.18% |
| Sharpe | 0.14 | 0.44 |
| Sortino | 0.2 | 0.65 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.53 | 0.57 |
| Tail Ratio | 1.31 | 0.99 |
| Outlier Win Ratio | 42.07 | 3.34 |
| Outlier Loss Ratio | 3.91 | 3.29 |
| Volatility (ann.) | 9.6% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.14 | 0.58 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 54.06 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.68% |
| Expected Yearly % | 3.0% | 31.99% |
| Kelly Criterion | -1.11% | 4.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.24% |
| Expected Shortfall (cVaR) | -0.82% | -2.24% |
| Year | 11381161:BTCUSD | 11381161:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 2.12 | -0.04 | + |
| 2023 | 155.54 | 28.22 | 0.18 | - |
| 2024 | 121.00 | 2.05 | 0.02 | - |
| 2025 | 17.02 | -15.78 | -0.93 | - |
| Metric | 11381161:btcusd:triple_med_gx:lsma100_65 | 11381161:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.12% | 31.76% |
| 6M | -11.17% | 12.25% |
| YTD | -15.78% | 17.02% |
| 1Y | -9.74% | 57.19% |
| 3Y (ann.) | 7.26% | 55.42% |
| 5Y (ann.) | 3.57% | 38.98% |
| Metric | 11381161:btcusd:triple_med_gx:lsma100_65 | 11381161:BTCUSD |
|---|---|---|
| Max Drawdown | -24.89% | -67.18% |
| Longest DD Days | 401.0 | 683.0 |
| Avg. Drawdown | -6.49% | -6.06% |
| Avg. Drawdown Days | 90.0 | 30.0 |
| Recovery Factor | 0.5 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2023-03-14 | -24.89 | 401 |
| 2025-01-07 | 2025-06-11 | -20.20 | 155 |
| 2023-12-28 | 2025-01-06 | -17.09 | 375 |
| 2023-06-22 | 2023-10-23 | -8.38 | 123 |
| 2023-03-14 | 2023-06-20 | -6.89 | 97 |
| 2022-02-02 | 2022-02-04 | -4.63 | 2 |
| 2023-11-18 | 2023-12-02 | -0.85 | 14 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| 2023-06-21 | 2023-06-22 | -0.26 | 0 |
| Metric | 11381161:btcusd:triple_med_gx:lsma100_65 | 11381161:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.2% | 35.75% |
| Worst Week | -10.69% | -29.64% |
| Best Month | 15.71% | 43.77% |
| Worst Month | -12.26% | -37.12% |
| Best Year | 28.22% | 155.54% |
| Worst Year | -15.78% | -54.08% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.63% | 6.31% |
| Avg. Down Week | -3.91% | -2.74% |
| Avg. Up Month | 5.98% | 17.14% |
| Avg. Down Month | -5.05% | -14.03% |
| Win Days % | 48.42% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 49.38% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |