| Metric | 11383770:btcusd:triple_med_gx:lsma100_75 | 11383770:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 30.68% | 189.95% |
| Max Drawdown | -17.23% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.44 | 0.63 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.49 | 1.06 |
| CPC Index | 0.64 | 0.64 |
| Tail Ratio | 0.43 | 0.99 |
| Outlier Win Ratio | 52.01 | 3.24 |
| Outlier Loss Ratio | 3.89 | 3.16 |
| Volatility (ann.) | 8.44% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.48 | 0.55 |
| Skew | 2.55 | 0.2 |
| Kurtosis | 65.85 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.57% |
| Expected Yearly % | 6.92% | 30.49% |
| Kelly Criterion | 1.62% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.24% |
| Expected Shortfall (cVaR) | -0.72% | -2.24% |
| Year | 11383770:BTCUSD | 11383770:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 8.30 | -0.15 | + |
| 2023 | 155.54 | 17.95 | 0.12 | - |
| 2024 | 121.00 | 14.13 | 0.12 | - |
| 2025 | 17.02 | -10.36 | -0.61 | - |
| Metric | 11383770:btcusd:triple_med_gx:lsma100_75 | 11383770:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.34% | 31.76% |
| 6M | -6.23% | 12.25% |
| YTD | -10.36% | 17.02% |
| 1Y | -4.26% | 57.19% |
| 3Y (ann.) | 8.9% | 55.42% |
| 5Y (ann.) | 8.28% | 37.22% |
| Metric | 11383770:btcusd:triple_med_gx:lsma100_75 | 11383770:BTCUSD |
|---|---|---|
| Max Drawdown | -17.23% | -67.18% |
| Longest DD Days | 598.0 | 683.0 |
| Avg. Drawdown | -4.15% | -6.63% |
| Avg. Drawdown Days | 71.0 | 33.0 |
| Recovery Factor | 1.78 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-04 | 2023-10-23 | -17.23 | 598 |
| 2025-01-07 | 2025-06-11 | -15.61 | 155 |
| 2024-03-05 | 2024-05-15 | -13.81 | 71 |
| 2024-05-16 | 2024-12-15 | -7.44 | 212 |
| 2024-01-12 | 2024-03-04 | -6.04 | 52 |
| 2023-12-05 | 2024-01-01 | -1.62 | 27 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2025-01-06 | -0.96 | 20 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2022-02-05 | 2022-02-06 | -0.51 | 0 |
| Metric | 11383770:btcusd:triple_med_gx:lsma100_75 | 11383770:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 12.8% | 35.75% |
| Worst Week | -7.8% | -29.64% |
| Best Month | 11.74% | 43.77% |
| Worst Month | -6.77% | -37.12% |
| Best Year | 17.95% | 155.54% |
| Worst Year | -10.36% | -56.13% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.33% | 7.95% |
| Avg. Down Week | -2.36% | -3.44% |
| Avg. Up Month | 4.75% | 18.18% |
| Avg. Down Month | -3.04% | -13.98% |
| Win Days % | 46.17% | 51.26% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 47.14% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |