| Metric | 11382502:btcusd:triple_med_gx:lsma100_70 | 11382502:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 61.2% | 183.93% |
| Max Drawdown | -16.04% | -67.18% |
| Sharpe | 0.45 | 0.43 |
| Sortino | 0.72 | 0.62 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 0.96 | 1.06 |
| CPC Index | 0.74 | 0.66 |
| Tail Ratio | 0.78 | 0.99 |
| Outlier Win Ratio | 46.96 | 3.27 |
| Outlier Loss Ratio | 3.86 | 3.18 |
| Volatility (ann.) | 8.82% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.95 | 0.54 |
| Skew | 2.53 | 0.2 |
| Kurtosis | 62.5 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.17% | 2.58% |
| Expected Yearly % | 12.68% | 29.81% |
| Kelly Criterion | 6.78% | 10.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11382502:BTCUSD | 11382502:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 30.15 | -0.53 | + |
| 2023 | 155.54 | 15.55 | 0.10 | - |
| 2024 | 121.00 | 6.22 | 0.05 | - |
| 2025 | 17.02 | 0.92 | 0.05 | - |
| Metric | 11382502:btcusd:triple_med_gx:lsma100_70 | 11382502:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.01% | 31.76% |
| 6M | -0.82% | 12.25% |
| YTD | 0.92% | 17.02% |
| 1Y | 3.02% | 57.19% |
| 3Y (ann.) | 10.44% | 55.42% |
| 5Y (ann.) | 15.27% | 36.44% |
| Metric | 11382502:btcusd:triple_med_gx:lsma100_70 | 11382502:BTCUSD |
|---|---|---|
| Max Drawdown | -16.04% | -67.18% |
| Longest DD Days | 263.0 | 683.0 |
| Avg. Drawdown | -3.86% | -6.73% |
| Avg. Drawdown Days | 46.0 | 34.0 |
| Recovery Factor | 3.82 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2024-11-10 | -16.04 | 250 |
| 2022-04-26 | 2022-07-30 | -13.29 | 95 |
| 2022-07-30 | 2022-10-04 | -11.26 | 65 |
| 2023-03-17 | 2023-12-05 | -10.95 | 263 |
| 2025-01-07 | 2025-06-11 | -10.58 | 155 |
| 2024-01-03 | 2024-03-04 | -6.85 | 61 |
| 2024-12-17 | 2025-01-06 | -4.04 | 19 |
| 2022-03-06 | 2022-03-22 | -3.73 | 15 |
| 2022-10-26 | 2023-03-16 | -3.73 | 140 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11382502:btcusd:triple_med_gx:lsma100_70 | 11382502:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.57% | 35.75% |
| Worst Week | -7.8% | -29.64% |
| Best Month | 15.83% | 43.77% |
| Worst Month | -5.88% | -37.12% |
| Best Year | 30.15% | 155.54% |
| Worst Year | 0.92% | -57.04% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 4.37% | 8.6% |
| Avg. Down Week | -2.43% | -3.65% |
| Avg. Up Month | 5.43% | 16.42% |
| Avg. Down Month | -2.48% | -13.62% |
| Win Days % | 48.47% | 51.31% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 48.39% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |