| Metric | 11383045:btcusd:triple_med_gx:lsma100_75 | 11383045:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 13.08% | 195.42% |
| Max Drawdown | -15.1% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.28 | 0.63 |
| Payoff Ratio | 1.25 | 1.05 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 75.77 | 2.93 |
| Outlier Loss Ratio | 4.46 | 2.85 |
| Volatility (ann.) | 6.27% | 26.36% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.25 | 0.56 |
| Skew | 2.66 | 0.2 |
| Kurtosis | 110.32 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.61% |
| Expected Yearly % | 3.12% | 31.1% |
| Kelly Criterion | 0.31% | 4.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.24% |
| Expected Shortfall (cVaR) | -0.54% | -2.24% |
| Year | 11383045:BTCUSD | 11383045:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 10.30 | -0.19 | + |
| 2023 | 155.54 | 1.68 | 0.01 | - |
| 2024 | 121.00 | 5.24 | 0.04 | - |
| 2025 | 17.02 | -4.19 | -0.25 | - |
| Metric | 11383045:btcusd:triple_med_gx:lsma100_75 | 11383045:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.91% | 31.76% |
| 6M | -4.72% | 12.25% |
| YTD | -4.19% | 17.02% |
| 1Y | -2.19% | 57.19% |
| 3Y (ann.) | 1.44% | 55.42% |
| 5Y (ann.) | 3.71% | 37.84% |
| Metric | 11383045:btcusd:triple_med_gx:lsma100_75 | 11383045:BTCUSD |
|---|---|---|
| Max Drawdown | -15.1% | -67.18% |
| Longest DD Days | 1000.0 | 683.0 |
| Avg. Drawdown | -3.02% | -6.6% |
| Avg. Drawdown Days | 91.0 | 32.0 |
| Recovery Factor | 0.87 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2025-06-11 | -15.10 | 1000 |
| 2022-06-08 | 2022-07-30 | -8.29 | 52 |
| 2022-04-26 | 2022-05-30 | -7.26 | 33 |
| 2022-03-11 | 2022-04-01 | -2.96 | 21 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2022-02-12 | 2022-03-06 | -1.20 | 21 |
| 2022-04-01 | 2022-04-25 | -0.70 | 23 |
| 2022-09-08 | 2022-09-08 | -0.55 | 0 |
| 2022-03-10 | 2022-03-10 | -0.53 | 0 |
| 2022-08-11 | 2022-09-07 | -0.37 | 27 |
| Metric | 11383045:btcusd:triple_med_gx:lsma100_75 | 11383045:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.15% | 35.75% |
| Worst Week | -7.8% | -29.64% |
| Best Month | 8.99% | 43.77% |
| Worst Month | -9.78% | -37.12% |
| Best Year | 10.3% | 155.54% |
| Worst Year | -4.19% | -55.3% |
| Avg. Up Day | 0.76% | 0.79% |
| Avg. Down Day | -0.61% | -0.75% |
| Avg. Up Week | 4.06% | 6.41% |
| Avg. Down Week | -1.52% | -4.44% |
| Avg. Up Month | 4.15% | 17.74% |
| Avg. Down Month | -2.78% | -12.57% |
| Win Days % | 44.61% | 51.27% |
| Win Month % | 36.84% | 61.9% |
| Win Week % | 35.53% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |