| Metric | 11383490:btcusd:triple_med_gx:lsma100_75 | 11383490:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 28.55% | 195.42% |
| Max Drawdown | -26.76% | -67.18% |
| Sharpe | 0.28 | 0.44 |
| Sortino | 0.44 | 0.63 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.47 | 1.06 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 0.41 | 0.99 |
| Outlier Win Ratio | 54.89 | 3.14 |
| Outlier Loss Ratio | 4.22 | 3.04 |
| Volatility (ann.) | 7.64% | 26.36% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.29 | 0.56 |
| Skew | 2.22 | 0.2 |
| Kurtosis | 68.92 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.61% |
| Expected Yearly % | 6.48% | 31.1% |
| Kelly Criterion | 0.5% | 8.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11383490:BTCUSD | 11383490:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 12.79 | -0.23 | + |
| 2023 | 155.54 | -18.65 | -0.12 | - |
| 2024 | 121.00 | 42.26 | 0.35 | - |
| 2025 | 17.02 | -1.52 | -0.09 | - |
| Metric | 11383490:btcusd:triple_med_gx:lsma100_75 | 11383490:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.66% | 31.76% |
| 6M | -0.41% | 12.25% |
| YTD | -1.52% | 17.02% |
| 1Y | 7.92% | 57.19% |
| 3Y (ann.) | 5.46% | 55.42% |
| 5Y (ann.) | 7.73% | 37.84% |
| Metric | 11383490:btcusd:triple_med_gx:lsma100_75 | 11383490:BTCUSD |
|---|---|---|
| Max Drawdown | -26.76% | -67.18% |
| Longest DD Days | 676.0 | 683.0 |
| Avg. Drawdown | -3.52% | -6.6% |
| Avg. Drawdown Days | 50.0 | 32.0 |
| Recovery Factor | 1.07 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-20 | 2024-07-27 | -26.76 | 676 |
| 2022-07-20 | 2022-09-19 | -11.15 | 61 |
| 2025-02-25 | 2025-06-11 | -10.05 | 106 |
| 2022-06-11 | 2022-07-06 | -5.08 | 25 |
| 2024-11-23 | 2025-01-14 | -4.21 | 52 |
| 2025-01-19 | 2025-01-29 | -3.96 | 10 |
| 2022-04-02 | 2022-05-30 | -3.59 | 57 |
| 2022-07-08 | 2022-07-19 | -3.36 | 11 |
| 2024-07-27 | 2024-08-23 | -3.10 | 26 |
| 2022-02-17 | 2022-04-01 | -3.05 | 43 |
| Metric | 11383490:btcusd:triple_med_gx:lsma100_75 | 11383490:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 10.25% | 35.75% |
| Worst Week | -7.61% | -29.64% |
| Best Month | 14.86% | 43.77% |
| Worst Month | -6.21% | -37.12% |
| Best Year | 42.26% | 155.54% |
| Worst Year | -18.65% | -55.3% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 2.96% | 5.09% |
| Avg. Down Week | -1.81% | -6.55% |
| Avg. Up Month | 4.1% | 16.02% |
| Avg. Down Month | -2.94% | -12.91% |
| Win Days % | 45.95% | 51.27% |
| Win Month % | 42.5% | 61.9% |
| Win Week % | 41.86% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |