| Metric | 11381891:btcusd:triple_med_gx:lsma100_70 | 11381891:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 10.71% | 195.42% |
| Max Drawdown | -19.06% | -67.18% |
| Sharpe | 0.15 | 0.44 |
| Sortino | 0.22 | 0.63 |
| Payoff Ratio | 1.13 | 1.01 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 71.38 | 3.04 |
| Outlier Loss Ratio | 4.33 | 2.98 |
| Volatility (ann.) | 6.42% | 26.36% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.16 | 0.56 |
| Skew | -0.0 | 0.2 |
| Kurtosis | 77.91 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.61% |
| Expected Yearly % | 2.58% | 31.1% |
| Kelly Criterion | -2.2% | 3.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.24% |
| Expected Shortfall (cVaR) | -0.55% | -2.24% |
| Year | 11381891:BTCUSD | 11381891:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 7.69 | -0.14 | + |
| 2023 | 155.54 | -11.45 | -0.07 | - |
| 2024 | 121.00 | 27.66 | 0.23 | - |
| 2025 | 17.02 | -9.05 | -0.53 | - |
| Metric | 11381891:btcusd:triple_med_gx:lsma100_70 | 11381891:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.1% | 31.76% |
| 6M | -8.14% | 12.25% |
| YTD | -9.05% | 17.02% |
| 1Y | -2.87% | 57.19% |
| 3Y (ann.) | 3.62% | 55.42% |
| 5Y (ann.) | 3.06% | 37.84% |
| Metric | 11381891:btcusd:triple_med_gx:lsma100_70 | 11381891:BTCUSD |
|---|---|---|
| Max Drawdown | -19.06% | -67.18% |
| Longest DD Days | 653.0 | 683.0 |
| Avg. Drawdown | -4.38% | -6.6% |
| Avg. Drawdown Days | 62.0 | 32.0 |
| Recovery Factor | 0.56 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2024-05-25 | -19.06 | 653 |
| 2025-01-10 | 2025-06-11 | -17.90 | 151 |
| 2022-06-06 | 2022-07-18 | -11.66 | 41 |
| 2022-04-28 | 2022-05-29 | -6.59 | 31 |
| 2024-07-11 | 2024-08-20 | -5.83 | 39 |
| 2022-02-13 | 2022-04-28 | -4.28 | 74 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-22 | 2024-11-19 | -2.64 | 28 |
| 2024-08-22 | 2024-09-26 | -2.44 | 35 |
| 2024-11-19 | 2024-12-15 | -1.46 | 25 |
| Metric | 11381891:btcusd:triple_med_gx:lsma100_70 | 11381891:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 11.14% | 35.75% |
| Worst Week | -9.49% | -29.64% |
| Best Month | 15.32% | 43.77% |
| Worst Month | -9.33% | -37.12% |
| Best Year | 27.66% | 155.54% |
| Worst Year | -11.45% | -55.3% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.68% | -0.78% |
| Avg. Up Week | 4.62% | 5.99% |
| Avg. Down Week | -2.29% | -5.03% |
| Avg. Up Month | 5.74% | 19.0% |
| Avg. Down Month | -3.17% | -14.09% |
| Win Days % | 45.83% | 51.27% |
| Win Month % | 35.9% | 61.9% |
| Win Week % | 40.79% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |