| Metric | 11382832:btcusd:triple_med_gx:lsma100_70 | 11382832:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 31.51% | 147.72% |
| Max Drawdown | -12.51% | -67.18% |
| Sharpe | 0.37 | 0.39 |
| Sortino | 0.61 | 0.57 |
| Payoff Ratio | 1.34 | 1.3 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 83.53 | 2.95 |
| Outlier Loss Ratio | 3.85 | 2.81 |
| Volatility (ann.) | 6.0% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.69 | 0.47 |
| Skew | 2.74 | 0.18 |
| Kurtosis | 91.43 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.24% |
| Expected Yearly % | 7.09% | 25.46% |
| Kelly Criterion | 6.35% | 13.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.23% |
| Expected Shortfall (cVaR) | -0.51% | -2.23% |
| Year | 11382832:BTCUSD | 11382832:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 5.99 | -0.10 | + |
| 2023 | 155.54 | 25.68 | 0.17 | - |
| 2024 | 121.00 | 1.31 | 0.01 | - |
| 2025 | 17.02 | -2.55 | -0.15 | - |
| Metric | 11382832:btcusd:triple_med_gx:lsma100_70 | 11382832:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.05% | 31.76% |
| 6M | -2.55% | 12.25% |
| YTD | -2.55% | 17.02% |
| 1Y | 8.91% | 57.19% |
| 3Y (ann.) | 10.25% | 55.42% |
| 5Y (ann.) | 8.61% | 31.44% |
| Metric | 11382832:btcusd:triple_med_gx:lsma100_70 | 11382832:BTCUSD |
|---|---|---|
| Max Drawdown | -12.51% | -67.18% |
| Longest DD Days | 264.0 | 683.0 |
| Avg. Drawdown | -3.43% | -7.67% |
| Avg. Drawdown Days | 61.0 | 38.0 |
| Recovery Factor | 2.52 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -12.51 | 264 |
| 2024-01-11 | 2024-09-17 | -11.43 | 250 |
| 2023-03-18 | 2023-05-28 | -5.86 | 71 |
| 2022-07-05 | 2022-10-04 | -5.08 | 91 |
| 2022-05-25 | 2022-06-30 | -4.98 | 36 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2023-06-21 | 2023-12-05 | -2.97 | 166 |
| 2022-12-01 | 2023-03-01 | -2.86 | 90 |
| 2022-10-05 | 2022-11-30 | -2.67 | 56 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| Metric | 11382832:btcusd:triple_med_gx:lsma100_70 | 11382832:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 11.12% | 35.75% |
| Worst Week | -7.39% | -29.64% |
| Best Month | 11.9% | 43.77% |
| Worst Month | -8.1% | -37.12% |
| Best Year | 25.68% | 155.54% |
| Worst Year | -2.55% | -62.52% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 3.41% | 9.14% |
| Avg. Down Week | -3.17% | -4.28% |
| Avg. Up Month | 4.82% | 9.79% |
| Avg. Down Month | -1.71% | -7.93% |
| Win Days % | 46.29% | 51.26% |
| Win Month % | 52.0% | 58.54% |
| Win Week % | 60.0% | 50.28% |
| Win Quarter % | 58.33% | 57.14% |
| Win Year % | 75.0% | 75.0% |