| Metric | 11383379:btcusd:triple_med_gx:lsma100_75 | 11383379:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 30.67% | 195.42% |
| Max Drawdown | -20.23% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.45 | 0.63 |
| Payoff Ratio | 1.15 | 1.07 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 60.91 | 3.14 |
| Outlier Loss Ratio | 3.8 | 2.99 |
| Volatility (ann.) | 7.51% | 26.36% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.41 | 0.56 |
| Skew | 0.46 | 0.2 |
| Kurtosis | 81.57 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.61% |
| Expected Yearly % | 6.92% | 31.1% |
| Kelly Criterion | 1.73% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.24% |
| Expected Shortfall (cVaR) | -0.64% | -2.24% |
| Year | 11383379:BTCUSD | 11383379:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 8.51 | -0.15 | + |
| 2023 | 155.54 | -5.71 | -0.04 | - |
| 2024 | 121.00 | 37.39 | 0.31 | - |
| 2025 | 17.02 | -7.04 | -0.41 | - |
| Metric | 11383379:btcusd:triple_med_gx:lsma100_75 | 11383379:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.39% | 31.76% |
| 6M | -9.2% | 12.25% |
| YTD | -7.04% | 17.02% |
| 1Y | 10.38% | 57.19% |
| 3Y (ann.) | 9.83% | 55.42% |
| 5Y (ann.) | 8.25% | 37.84% |
| Metric | 11383379:btcusd:triple_med_gx:lsma100_75 | 11383379:BTCUSD |
|---|---|---|
| Max Drawdown | -20.23% | -67.18% |
| Longest DD Days | 737.0 | 683.0 |
| Avg. Drawdown | -3.23% | -6.6% |
| Avg. Drawdown Days | 51.0 | 32.0 |
| Recovery Factor | 1.52 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-07-27 | -20.23 | 737 |
| 2024-12-20 | 2025-06-11 | -15.45 | 173 |
| 2022-02-16 | 2022-05-30 | -11.52 | 103 |
| 2022-05-31 | 2022-07-04 | -4.04 | 34 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-08 | 2022-07-18 | -3.14 | 9 |
| 2024-09-28 | 2024-11-21 | -2.93 | 53 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 11383379:btcusd:triple_med_gx:lsma100_75 | 11383379:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.0% | 35.75% |
| Worst Week | -8.69% | -29.64% |
| Best Month | 21.99% | 43.77% |
| Worst Month | -7.82% | -37.12% |
| Best Year | 37.39% | 155.54% |
| Worst Year | -7.04% | -55.3% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.78% | -0.85% |
| Avg. Up Week | 3.2% | 6.55% |
| Avg. Down Week | -1.94% | -5.01% |
| Avg. Up Month | 4.29% | 18.03% |
| Avg. Down Month | -3.08% | -13.08% |
| Win Days % | 47.53% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 46.75% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |