| Metric | 11381238:btcusd:triple_med_gx:lsma100_65 | 11381238:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 42.06% | 183.93% |
| Max Drawdown | -17.91% | -67.18% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.51 | 0.62 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 44.83 | 3.32 |
| Outlier Loss Ratio | 3.79 | 3.25 |
| Volatility (ann.) | 9.15% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.62 | 0.54 |
| Skew | 1.95 | 0.2 |
| Kurtosis | 55.45 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.86% | 2.58% |
| Expected Yearly % | 9.17% | 29.81% |
| Kelly Criterion | 2.8% | 7.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.24% |
| Expected Shortfall (cVaR) | -0.78% | -2.24% |
| Year | 11381238:BTCUSD | 11381238:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 21.72 | -0.38 | + |
| 2023 | 155.54 | 18.59 | 0.12 | - |
| 2024 | 121.00 | -3.27 | -0.03 | - |
| 2025 | 17.02 | 1.75 | 0.10 | - |
| Metric | 11381238:btcusd:triple_med_gx:lsma100_65 | 11381238:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.51% | 31.76% |
| 6M | -0.01% | 12.25% |
| YTD | 1.75% | 17.02% |
| 1Y | 5.27% | 57.19% |
| 3Y (ann.) | 7.65% | 55.42% |
| 5Y (ann.) | 11.02% | 36.44% |
| Metric | 11381238:btcusd:triple_med_gx:lsma100_65 | 11381238:BTCUSD |
|---|---|---|
| Max Drawdown | -17.91% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.27% | -6.73% |
| Avg. Drawdown Days | 67.0 | 34.0 |
| Recovery Factor | 2.35 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -17.91 | 463 |
| 2022-04-26 | 2022-07-30 | -14.19 | 95 |
| 2023-03-17 | 2023-06-21 | -10.04 | 96 |
| 2022-07-30 | 2022-10-03 | -9.54 | 65 |
| 2023-08-31 | 2023-12-05 | -8.75 | 96 |
| 2022-03-04 | 2022-04-23 | -8.74 | 50 |
| 2024-01-03 | 2024-03-04 | -7.74 | 61 |
| 2022-10-26 | 2023-03-16 | -4.53 | 141 |
| 2022-04-23 | 2022-04-25 | -2.49 | 2 |
| 2022-10-05 | 2022-10-26 | -2.04 | 21 |
| Metric | 11381238:btcusd:triple_med_gx:lsma100_65 | 11381238:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.57% | 35.75% |
| Worst Week | -10.28% | -29.64% |
| Best Month | 15.83% | 43.77% |
| Worst Month | -7.95% | -37.12% |
| Best Year | 21.72% | 155.54% |
| Worst Year | -3.27% | -57.04% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 3.97% | 7.95% |
| Avg. Down Week | -3.02% | -3.49% |
| Avg. Up Month | 5.75% | 17.67% |
| Avg. Down Month | -3.32% | -15.6% |
| Win Days % | 48.51% | 51.31% |
| Win Month % | 51.43% | 60.98% |
| Win Week % | 50.79% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |