| Metric | 11383270:btcusd:triple_med_gx:lsma100_75 | 11383270:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 38.62% | 195.42% |
| Max Drawdown | -16.84% | -67.18% |
| Sharpe | 0.38 | 0.44 |
| Sortino | 0.61 | 0.63 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.71 | 0.66 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 64.01 | 3.03 |
| Outlier Loss Ratio | 4.09 | 2.97 |
| Volatility (ann.) | 7.1% | 26.36% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.6 | 0.56 |
| Skew | 2.97 | 0.2 |
| Kurtosis | 106.53 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.61% |
| Expected Yearly % | 8.51% | 31.1% |
| Kelly Criterion | 3.41% | 10.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.24% |
| Expected Shortfall (cVaR) | -0.6% | -2.24% |
| Year | 11383270:BTCUSD | 11383270:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 24.41 | -0.44 | + |
| 2023 | 155.54 | -7.59 | -0.05 | - |
| 2024 | 121.00 | 42.74 | 0.35 | - |
| 2025 | 17.02 | -15.52 | -0.91 | - |
| Metric | 11383270:btcusd:triple_med_gx:lsma100_75 | 11383270:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.25% | 31.76% |
| 6M | -11.1% | 12.25% |
| YTD | -15.52% | 17.02% |
| 1Y | 9.7% | 57.19% |
| 3Y (ann.) | 9.33% | 55.42% |
| 5Y (ann.) | 10.16% | 37.84% |
| Metric | 11383270:btcusd:triple_med_gx:lsma100_75 | 11383270:BTCUSD |
|---|---|---|
| Max Drawdown | -16.84% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -2.93% | -6.6% |
| Avg. Drawdown Days | 38.0 | 32.0 |
| Recovery Factor | 2.29 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-11 | 2025-06-11 | -16.84 | 151 |
| 2022-09-17 | 2024-04-04 | -13.63 | 564 |
| 2022-03-09 | 2022-07-04 | -12.64 | 117 |
| 2024-04-04 | 2024-08-20 | -9.76 | 137 |
| 2022-07-17 | 2022-07-19 | -4.57 | 2 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2022-08-11 | 2022-08-12 | -2.91 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 11383270:btcusd:triple_med_gx:lsma100_75 | 11383270:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.25% | 35.75% |
| Worst Week | -7.22% | -29.64% |
| Best Month | 20.75% | 43.77% |
| Worst Month | -7.22% | -37.12% |
| Best Year | 42.74% | 155.54% |
| Worst Year | -15.52% | -55.3% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 4.3% | 5.96% |
| Avg. Down Week | -2.08% | -4.42% |
| Avg. Up Month | 4.37% | 16.85% |
| Avg. Down Month | -2.35% | -11.83% |
| Win Days % | 46.41% | 51.27% |
| Win Month % | 48.72% | 61.9% |
| Win Week % | 45.71% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |