| Metric | 11383546:btcusd:triple_med_gx:lsma100_75 | 11383546:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 45.29% | 195.42% |
| Max Drawdown | -22.41% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.64 | 0.63 |
| Payoff Ratio | 1.3 | 1.2 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 0.85 | 1.06 |
| CPC Index | 0.71 | 0.66 |
| Tail Ratio | 0.71 | 0.99 |
| Outlier Win Ratio | 51.15 | 3.16 |
| Outlier Loss Ratio | 4.5 | 3.06 |
| Volatility (ann.) | 7.8% | 26.36% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.52 | 0.56 |
| Skew | 2.92 | 0.2 |
| Kurtosis | 69.81 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.61% |
| Expected Yearly % | 9.79% | 31.1% |
| Kelly Criterion | 3.41% | 10.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11383546:BTCUSD | 11383546:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 3.40 | -0.06 | + |
| 2023 | 155.54 | -6.58 | -0.04 | - |
| 2024 | 121.00 | 39.95 | 0.33 | - |
| 2025 | 17.02 | 7.49 | 0.44 | - |
| Metric | 11383546:btcusd:triple_med_gx:lsma100_75 | 11383546:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.64% | 31.76% |
| 6M | 10.53% | 12.25% |
| YTD | 7.49% | 17.02% |
| 1Y | 27.45% | 57.19% |
| 3Y (ann.) | 10.59% | 55.42% |
| 5Y (ann.) | 11.7% | 37.84% |
| Metric | 11383546:btcusd:triple_med_gx:lsma100_75 | 11383546:BTCUSD |
|---|---|---|
| Max Drawdown | -22.41% | -67.18% |
| Longest DD Days | 664.0 | 683.0 |
| Avg. Drawdown | -2.54% | -6.6% |
| Avg. Drawdown Days | 40.0 | 32.0 |
| Recovery Factor | 2.02 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-20 | 2024-07-15 | -22.41 | 664 |
| 2022-06-01 | 2022-09-09 | -10.86 | 100 |
| 2025-01-30 | 2025-06-11 | -8.22 | 132 |
| 2022-03-11 | 2022-05-30 | -6.05 | 79 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-08-26 | 2024-09-27 | -3.29 | 32 |
| 2024-11-23 | 2024-12-15 | -3.11 | 22 |
| 2025-01-10 | 2025-01-15 | -2.09 | 4 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2025-01-28 | 2025-01-29 | -1.62 | 1 |
| Metric | 11383546:btcusd:triple_med_gx:lsma100_75 | 11383546:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.55% | -9.32% |
| Best Week | 11.03% | 35.75% |
| Worst Week | -7.68% | -29.64% |
| Best Month | 16.0% | 43.77% |
| Worst Month | -10.1% | -37.12% |
| Best Year | 39.95% | 155.54% |
| Worst Year | -6.58% | -55.3% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.66% | -0.72% |
| Avg. Up Week | 2.92% | 6.28% |
| Avg. Down Week | -1.97% | -6.84% |
| Avg. Up Month | 5.13% | 15.95% |
| Avg. Down Month | -3.43% | -12.91% |
| Win Days % | 45.47% | 51.27% |
| Win Month % | 45.0% | 61.9% |
| Win Week % | 47.19% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |