| Metric | 11382800:btcusd:triple_med_gx:lsma100_70 | 11382800:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 15.94% | 156.76% |
| Max Drawdown | -11.77% | -67.18% |
| Sharpe | 0.22 | 0.4 |
| Sortino | 0.35 | 0.58 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.65 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 88.67 | 2.91 |
| Outlier Loss Ratio | 3.92 | 2.81 |
| Volatility (ann.) | 5.75% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.39 | 0.49 |
| Skew | 2.3 | 0.18 |
| Kurtosis | 96.83 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.33% |
| Expected Yearly % | 3.77% | 26.58% |
| Kelly Criterion | 1.34% | 11.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.23% |
| Expected Shortfall (cVaR) | -0.49% | -2.23% |
| Year | 11382800:BTCUSD | 11382800:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 15.89 | -0.26 | + |
| 2023 | 155.54 | 8.85 | 0.06 | - |
| 2024 | 121.00 | -2.62 | -0.02 | - |
| 2025 | 17.02 | -5.62 | -0.33 | - |
| Metric | 11382800:btcusd:triple_med_gx:lsma100_70 | 11382800:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.05% | 31.76% |
| 6M | -5.62% | 12.25% |
| YTD | -5.62% | 17.02% |
| 1Y | 1.76% | 57.19% |
| 3Y (ann.) | 5.0% | 55.42% |
| 5Y (ann.) | 4.56% | 32.84% |
| Metric | 11382800:btcusd:triple_med_gx:lsma100_70 | 11382800:BTCUSD |
|---|---|---|
| Max Drawdown | -11.77% | -67.18% |
| Longest DD Days | 553.0 | 683.0 |
| Avg. Drawdown | -2.7% | -7.23% |
| Avg. Drawdown Days | 61.0 | 38.0 |
| Recovery Factor | 1.35 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-06 | 2025-06-11 | -11.77 | 553 |
| 2023-03-18 | 2023-05-28 | -6.07 | 71 |
| 2022-12-01 | 2023-03-17 | -5.62 | 106 |
| 2022-05-25 | 2022-06-30 | -4.98 | 36 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2023-06-22 | 2023-12-05 | -4.30 | 166 |
| 2022-10-05 | 2022-11-30 | -2.04 | 56 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2022-09-11 | 2022-10-03 | -1.58 | 22 |
| 2023-05-29 | 2023-06-21 | -1.45 | 23 |
| Metric | 11382800:btcusd:triple_med_gx:lsma100_70 | 11382800:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 6.71% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 6.68% | 43.77% |
| Worst Month | -8.48% | -37.12% |
| Best Year | 15.89% | 155.54% |
| Worst Year | -5.62% | -61.15% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 3.12% | 9.49% |
| Avg. Down Week | -3.04% | -4.53% |
| Avg. Up Month | 2.83% | 11.0% |
| Avg. Down Month | -1.39% | -7.93% |
| Win Days % | 45.22% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 54.05% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 50.0% | 75.0% |