| Metric | 11382169:btcusd:triple_med_gx:lsma100_70 | 11382169:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 27.59% | 195.42% |
| Max Drawdown | -21.61% | -67.18% |
| Sharpe | 0.26 | 0.44 |
| Sortino | 0.38 | 0.63 |
| Payoff Ratio | 1.16 | 1.09 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.1 | 1.06 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 49.44 | 3.18 |
| Outlier Loss Ratio | 4.01 | 3.11 |
| Volatility (ann.) | 8.25% | 26.36% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.35 | 0.56 |
| Skew | 0.49 | 0.2 |
| Kurtosis | 61.87 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.61% |
| Expected Yearly % | 6.28% | 31.1% |
| Kelly Criterion | 0.79% | 6.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11382169:BTCUSD | 11382169:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 19.83 | -0.36 | + |
| 2023 | 155.54 | -13.74 | -0.09 | - |
| 2024 | 121.00 | 45.33 | 0.37 | - |
| 2025 | 17.02 | -15.07 | -0.89 | - |
| Metric | 11382169:btcusd:triple_med_gx:lsma100_70 | 11382169:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -8.39% | 31.76% |
| 6M | -17.8% | 12.25% |
| YTD | -15.07% | 17.02% |
| 1Y | -1.55% | 57.19% |
| 3Y (ann.) | 9.23% | 55.42% |
| 5Y (ann.) | 7.48% | 37.84% |
| Metric | 11382169:btcusd:triple_med_gx:lsma100_70 | 11382169:BTCUSD |
|---|---|---|
| Max Drawdown | -21.61% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -3.08% | -6.6% |
| Avg. Drawdown Days | 36.0 | 32.0 |
| Recovery Factor | 1.28 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-06-11 | -21.61 | 173 |
| 2022-07-30 | 2024-05-03 | -20.21 | 642 |
| 2022-02-16 | 2022-07-04 | -13.92 | 138 |
| 2024-05-27 | 2024-07-26 | -6.62 | 60 |
| 2022-07-20 | 2022-07-28 | -4.75 | 8 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-09-28 | 2024-11-21 | -3.09 | 53 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-07-27 | 2024-08-21 | -2.02 | 25 |
| Metric | 11382169:btcusd:triple_med_gx:lsma100_70 | 11382169:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.02% | 35.75% |
| Worst Week | -8.29% | -29.64% |
| Best Month | 28.2% | 43.77% |
| Worst Month | -7.8% | -37.12% |
| Best Year | 45.33% | 155.54% |
| Worst Year | -15.07% | -55.3% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.75% | -0.82% |
| Avg. Up Week | 3.45% | 6.22% |
| Avg. Down Week | -2.07% | -5.82% |
| Avg. Up Month | 5.52% | 14.61% |
| Avg. Down Month | -4.11% | -12.8% |
| Win Days % | 46.68% | 51.27% |
| Win Month % | 43.59% | 61.9% |
| Win Week % | 43.53% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |