| Metric | 11381198:btcusd:triple_med_gx:lsma100_65 | 11381198:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 50.07% | 189.95% |
| Max Drawdown | -17.83% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.59 | 0.63 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.72 | 1.06 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.47 | 0.99 |
| Outlier Win Ratio | 42.71 | 3.34 |
| Outlier Loss Ratio | 3.99 | 3.26 |
| Volatility (ann.) | 9.21% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.72 | 0.55 |
| Skew | 2.11 | 0.2 |
| Kurtosis | 51.36 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.57% |
| Expected Yearly % | 10.68% | 30.49% |
| Kelly Criterion | 4.41% | 7.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.24% |
| Expected Shortfall (cVaR) | -0.78% | -2.24% |
| Year | 11381198:BTCUSD | 11381198:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 8.14 | -0.15 | + |
| 2023 | 155.54 | 24.63 | 0.16 | - |
| 2024 | 121.00 | 23.16 | 0.19 | - |
| 2025 | 17.02 | -9.59 | -0.56 | - |
| Metric | 11381198:btcusd:triple_med_gx:lsma100_65 | 11381198:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.13% | 31.76% |
| 6M | -5.12% | 12.25% |
| YTD | -9.59% | 17.02% |
| 1Y | 0.49% | 57.19% |
| 3Y (ann.) | 14.24% | 55.42% |
| 5Y (ann.) | 12.82% | 37.22% |
| Metric | 11381198:btcusd:triple_med_gx:lsma100_65 | 11381198:BTCUSD |
|---|---|---|
| Max Drawdown | -17.83% | -67.18% |
| Longest DD Days | 306.0 | 683.0 |
| Avg. Drawdown | -3.92% | -6.63% |
| Avg. Drawdown Days | 44.0 | 33.0 |
| Recovery Factor | 2.81 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-01-04 | -17.83 | 306 |
| 2025-01-07 | 2025-06-11 | -15.34 | 155 |
| 2024-03-05 | 2024-05-15 | -14.13 | 71 |
| 2023-05-06 | 2023-06-21 | -10.62 | 46 |
| 2023-06-22 | 2023-10-23 | -8.19 | 123 |
| 2024-08-20 | 2024-11-10 | -6.38 | 81 |
| 2024-01-08 | 2024-03-04 | -6.18 | 55 |
| 2024-05-16 | 2024-08-20 | -5.13 | 95 |
| 2022-02-02 | 2022-02-04 | -4.63 | 2 |
| 2023-02-20 | 2023-04-13 | -2.58 | 52 |
| Metric | 11381198:btcusd:triple_med_gx:lsma100_65 | 11381198:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 14.08% | 35.75% |
| Worst Week | -10.13% | -29.64% |
| Best Month | 13.59% | 43.77% |
| Worst Month | -9.12% | -37.12% |
| Best Year | 24.63% | 155.54% |
| Worst Year | -9.59% | -56.13% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.38% | 7.62% |
| Avg. Down Week | -2.91% | -2.8% |
| Avg. Up Month | 5.12% | 16.38% |
| Avg. Down Month | -3.98% | -13.55% |
| Win Days % | 48.92% | 51.26% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 56.34% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |