| Metric | 11382461:btcusd:triple_med_gx:lsma100_70 | 11382461:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 39.22% | 189.95% |
| Max Drawdown | -16.5% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.51 | 0.63 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.07 | 1.06 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | 0.93 | 0.99 |
| Outlier Win Ratio | 46.44 | 3.27 |
| Outlier Loss Ratio | 3.96 | 3.19 |
| Volatility (ann.) | 8.87% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.63 | 0.55 |
| Skew | 2.47 | 0.2 |
| Kurtosis | 57.86 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.57% |
| Expected Yearly % | 8.62% | 30.49% |
| Kelly Criterion | 2.58% | 9.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11382461:BTCUSD | 11382461:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 13.91 | -0.25 | + |
| 2023 | 155.54 | 15.19 | 0.10 | - |
| 2024 | 121.00 | 17.75 | 0.15 | - |
| 2025 | 17.02 | -9.89 | -0.58 | - |
| Metric | 11382461:btcusd:triple_med_gx:lsma100_70 | 11382461:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.2% | 31.76% |
| 6M | -5.46% | 12.25% |
| YTD | -9.89% | 17.02% |
| 1Y | -1.43% | 57.19% |
| 3Y (ann.) | 9.29% | 55.42% |
| 5Y (ann.) | 10.33% | 37.22% |
| Metric | 11382461:btcusd:triple_med_gx:lsma100_70 | 11382461:BTCUSD |
|---|---|---|
| Max Drawdown | -16.5% | -67.18% |
| Longest DD Days | 236.0 | 683.0 |
| Avg. Drawdown | -4.81% | -6.63% |
| Avg. Drawdown Days | 63.0 | 33.0 |
| Recovery Factor | 2.38 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2022-10-26 | -16.50 | 236 |
| 2024-03-05 | 2024-05-16 | -15.66 | 72 |
| 2025-01-07 | 2025-06-11 | -15.33 | 155 |
| 2023-04-14 | 2023-06-22 | -10.60 | 68 |
| 2024-05-16 | 2024-11-10 | -6.98 | 177 |
| 2023-06-22 | 2023-10-23 | -6.36 | 123 |
| 2024-01-09 | 2024-03-04 | -5.68 | 55 |
| 2022-10-26 | 2023-04-13 | -3.12 | 168 |
| 2024-12-16 | 2025-01-06 | -1.39 | 20 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11382461:btcusd:triple_med_gx:lsma100_70 | 11382461:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 12.85% | 35.75% |
| Worst Week | -9.79% | -29.64% |
| Best Month | 14.84% | 43.77% |
| Worst Month | -9.59% | -37.12% |
| Best Year | 17.75% | 155.54% |
| Worst Year | -9.89% | -56.13% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 3.42% | 7.96% |
| Avg. Down Week | -2.72% | -2.74% |
| Avg. Up Month | 4.57% | 16.38% |
| Avg. Down Month | -3.31% | -14.22% |
| Win Days % | 47.07% | 51.26% |
| Win Month % | 55.56% | 61.9% |
| Win Week % | 52.11% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |