| Metric | 11381471:btcusd:triple_med_gx:lsma100_65 | 11381471:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 12.64% | 157.49% |
| Max Drawdown | -19.5% | -67.18% |
| Sharpe | 0.17 | 0.4 |
| Sortino | 0.25 | 0.58 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 73.22 | 3.03 |
| Outlier Loss Ratio | 3.73 | 2.98 |
| Volatility (ann.) | 6.64% | 26.25% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.19 | 0.49 |
| Skew | 0.1 | 0.18 |
| Kurtosis | 85.89 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.33% |
| Expected Yearly % | 3.02% | 26.67% |
| Kelly Criterion | 1.8% | 6.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.23% |
| Expected Shortfall (cVaR) | -0.57% | -2.23% |
| Year | 11381471:BTCUSD | 11381471:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 0.77 | -0.01 | + |
| 2023 | 155.54 | 12.54 | 0.08 | - |
| 2024 | 121.00 | 14.14 | 0.12 | - |
| 2025 | 17.02 | -12.98 | -0.76 | - |
| Metric | 11381471:btcusd:triple_med_gx:lsma100_65 | 11381471:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.99% | 31.76% |
| 6M | -12.98% | 12.25% |
| YTD | -12.98% | 17.02% |
| 1Y | -2.25% | 57.19% |
| 3Y (ann.) | 6.71% | 55.42% |
| 5Y (ann.) | 3.64% | 32.86% |
| Metric | 11381471:btcusd:triple_med_gx:lsma100_65 | 11381471:BTCUSD |
|---|---|---|
| Max Drawdown | -19.5% | -67.18% |
| Longest DD Days | 266.0 | 683.0 |
| Avg. Drawdown | -3.08% | -7.07% |
| Avg. Drawdown Days | 43.0 | 37.0 |
| Recovery Factor | 0.65 | 2.34 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -19.50 | 233 |
| 2022-03-09 | 2022-11-30 | -14.26 | 266 |
| 2023-03-18 | 2023-06-22 | -10.97 | 95 |
| 2023-02-21 | 2023-03-17 | -6.17 | 23 |
| 2024-02-03 | 2024-08-23 | -4.60 | 201 |
| 2023-12-05 | 2024-01-10 | -2.26 | 36 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2024-09-19 | 2024-10-18 | -1.58 | 28 |
| 2022-12-01 | 2023-01-09 | -1.52 | 39 |
| Metric | 11381471:btcusd:triple_med_gx:lsma100_65 | 11381471:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.82% | 35.75% |
| Worst Week | -7.74% | -29.64% |
| Best Month | 10.35% | 43.77% |
| Worst Month | -7.74% | -37.12% |
| Best Year | 14.14% | 155.54% |
| Worst Year | -12.98% | -61.04% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 2.89% | 8.94% |
| Avg. Down Week | -3.96% | -5.08% |
| Avg. Up Month | 3.54% | 16.15% |
| Avg. Down Month | -2.94% | -13.86% |
| Win Days % | 47.52% | 51.27% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 57.78% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 75.0% |