| Metric | 11383157:btcusd:triple_med_gx:lsma100_75 | 11383157:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 11.26% | 195.42% |
| Max Drawdown | -17.31% | -67.18% |
| Sharpe | 0.16 | 0.44 |
| Sortino | 0.24 | 0.63 |
| Payoff Ratio | 1.17 | 1.07 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 81.13 | 3.0 |
| Outlier Loss Ratio | 4.3 | 2.87 |
| Volatility (ann.) | 6.1% | 26.36% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.19 | 0.56 |
| Skew | 0.65 | 0.2 |
| Kurtosis | 96.76 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.25% | 2.61% |
| Expected Yearly % | 2.7% | 31.1% |
| Kelly Criterion | -2.3% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.24% |
| Expected Shortfall (cVaR) | -0.52% | -2.24% |
| Year | 11383157:BTCUSD | 11383157:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 8.26 | -0.15 | + |
| 2023 | 155.54 | -6.29 | -0.04 | - |
| 2024 | 121.00 | 30.38 | 0.25 | - |
| 2025 | 17.02 | -15.89 | -0.93 | - |
| Metric | 11383157:btcusd:triple_med_gx:lsma100_75 | 11383157:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -7.19% | 31.76% |
| 6M | -15.04% | 12.25% |
| YTD | -15.89% | 17.02% |
| 1Y | -6.94% | 57.19% |
| 3Y (ann.) | 3.29% | 55.42% |
| 5Y (ann.) | 3.21% | 37.84% |
| Metric | 11383157:btcusd:triple_med_gx:lsma100_75 | 11383157:BTCUSD |
|---|---|---|
| Max Drawdown | -17.31% | -67.18% |
| Longest DD Days | 586.0 | 683.0 |
| Avg. Drawdown | -4.7% | -6.6% |
| Avg. Drawdown Days | 67.0 | 32.0 |
| Recovery Factor | 0.65 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-06-11 | -17.31 | 151 |
| 2022-07-31 | 2024-03-08 | -16.05 | 586 |
| 2022-06-06 | 2022-07-18 | -11.84 | 41 |
| 2024-03-11 | 2024-05-15 | -7.25 | 65 |
| 2022-04-28 | 2022-05-30 | -6.59 | 31 |
| 2024-05-16 | 2024-08-21 | -5.11 | 97 |
| 2022-02-13 | 2022-04-28 | -4.03 | 74 |
| 2024-10-22 | 2025-01-10 | -3.78 | 79 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| Metric | 11383157:btcusd:triple_med_gx:lsma100_75 | 11383157:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 11.36% | 35.75% |
| Worst Week | -5.3% | -29.64% |
| Best Month | 13.02% | 43.77% |
| Worst Month | -5.3% | -37.12% |
| Best Year | 30.38% | 155.54% |
| Worst Year | -15.89% | -55.3% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.67% | -0.76% |
| Avg. Up Week | 4.08% | 5.44% |
| Avg. Down Week | -1.67% | -4.6% |
| Avg. Up Month | 4.06% | 19.1% |
| Avg. Down Month | -2.75% | -14.09% |
| Win Days % | 44.75% | 51.27% |
| Win Month % | 38.46% | 61.9% |
| Win Week % | 35.62% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |