| Metric | 11381217:btcusd:triple_med_gx:lsma100_65 | 11381217:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 45.33% | 188.04% |
| Max Drawdown | -14.32% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.55 | 0.63 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.64 | 1.06 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 1.4 | 0.99 |
| Outlier Win Ratio | 44.18 | 3.31 |
| Outlier Loss Ratio | 3.85 | 3.19 |
| Volatility (ann.) | 8.95% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.82 | 0.55 |
| Skew | 1.97 | 0.2 |
| Kurtosis | 52.24 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.55% |
| Expected Yearly % | 9.8% | 30.28% |
| Kelly Criterion | 3.72% | 8.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11381217:BTCUSD | 11381217:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 9.13 | -0.16 | + |
| 2023 | 155.54 | 19.45 | 0.13 | - |
| 2024 | 121.00 | 14.32 | 0.12 | - |
| 2025 | 17.02 | -2.48 | -0.15 | - |
| Metric | 11381217:btcusd:triple_med_gx:lsma100_65 | 11381217:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.53% | 31.76% |
| 6M | 0.01% | 12.25% |
| YTD | -2.48% | 17.02% |
| 1Y | 3.07% | 57.19% |
| 3Y (ann.) | 9.64% | 55.42% |
| 5Y (ann.) | 11.76% | 36.99% |
| Metric | 11381217:btcusd:triple_med_gx:lsma100_65 | 11381217:BTCUSD |
|---|---|---|
| Max Drawdown | -14.32% | -67.18% |
| Longest DD Days | 474.0 | 683.0 |
| Avg. Drawdown | -3.39% | -6.61% |
| Avg. Drawdown Days | 51.0 | 33.0 |
| Recovery Factor | 3.17 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2024-05-15 | -14.32 | 71 |
| 2022-03-03 | 2023-06-21 | -12.97 | 474 |
| 2025-01-07 | 2025-06-11 | -11.47 | 155 |
| 2023-08-31 | 2023-10-23 | -8.67 | 53 |
| 2024-07-02 | 2024-11-10 | -6.82 | 130 |
| 2024-01-02 | 2024-03-04 | -5.14 | 62 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-12-17 | 2025-01-06 | -2.04 | 19 |
| 2023-06-22 | 2023-08-31 | -1.48 | 70 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11381217:btcusd:triple_med_gx:lsma100_65 | 11381217:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 12.48% | 35.75% |
| Worst Week | -7.93% | -29.64% |
| Best Month | 14.47% | 43.77% |
| Worst Month | -9.56% | -37.12% |
| Best Year | 19.45% | 155.54% |
| Worst Year | -2.48% | -56.42% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 4.48% | 8.96% |
| Avg. Down Week | -3.28% | -3.45% |
| Avg. Up Month | 5.99% | 18.72% |
| Avg. Down Month | -3.92% | -15.37% |
| Win Days % | 48.42% | 51.3% |
| Win Month % | 54.29% | 61.9% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |