| Metric | 11382114:btcusd:triple_med_gx:lsma100_70 | 11382114:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 12.72% | 195.42% |
| Max Drawdown | -25.77% | -67.18% |
| Sharpe | 0.15 | 0.44 |
| Sortino | 0.22 | 0.63 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 0.51 | 1.06 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 0.47 | 0.99 |
| Outlier Win Ratio | 53.42 | 3.19 |
| Outlier Loss Ratio | 3.8 | 3.12 |
| Volatility (ann.) | 8.34% | 26.36% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.14 | 0.56 |
| Skew | 0.69 | 0.2 |
| Kurtosis | 73.27 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.61% |
| Expected Yearly % | 3.04% | 31.1% |
| Kelly Criterion | -1.4% | 7.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11382114:BTCUSD | 11382114:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 16.59 | -0.30 | + |
| 2023 | 155.54 | -11.83 | -0.08 | - |
| 2024 | 121.00 | 26.03 | 0.22 | - |
| 2025 | 17.02 | -13.00 | -0.76 | - |
| Metric | 11382114:btcusd:triple_med_gx:lsma100_70 | 11382114:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.06% | 31.76% |
| 6M | -22.48% | 12.25% |
| YTD | -13.0% | 17.02% |
| 1Y | -4.8% | 57.19% |
| 3Y (ann.) | 2.3% | 55.42% |
| 5Y (ann.) | 3.61% | 37.84% |
| Metric | 11382114:btcusd:triple_med_gx:lsma100_70 | 11382114:BTCUSD |
|---|---|---|
| Max Drawdown | -25.77% | -67.18% |
| Longest DD Days | 765.0 | 683.0 |
| Avg. Drawdown | -4.49% | -6.6% |
| Avg. Drawdown Days | 63.0 | 32.0 |
| Recovery Factor | 0.49 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-11 | -25.77 | 200 |
| 2022-07-20 | 2024-08-23 | -25.55 | 765 |
| 2022-03-09 | 2022-07-04 | -13.23 | 117 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-10-25 | 2024-11-20 | -2.34 | 26 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2022-07-08 | 2022-07-16 | -1.29 | 8 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| Metric | 11382114:btcusd:triple_med_gx:lsma100_70 | 11382114:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.79% | 35.75% |
| Worst Week | -10.53% | -29.64% |
| Best Month | 24.42% | 43.77% |
| Worst Month | -10.9% | -37.12% |
| Best Year | 26.03% | 155.54% |
| Worst Year | -13.0% | -55.3% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 3.46% | 6.81% |
| Avg. Down Week | -2.44% | -5.05% |
| Avg. Up Month | 4.66% | 14.76% |
| Avg. Down Month | -5.17% | -11.99% |
| Win Days % | 46.21% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 46.91% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |