| Metric | 11383789:btcusd:triple_med_gx:lsma100_75 | 11383789:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 28.05% | 188.04% |
| Max Drawdown | -14.05% | -67.18% |
| Sharpe | 0.27 | 0.43 |
| Sortino | 0.42 | 0.63 |
| Payoff Ratio | 1.21 | 1.2 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.33 | 1.06 |
| CPC Index | 0.64 | 0.66 |
| Tail Ratio | 0.29 | 0.99 |
| Outlier Win Ratio | 53.46 | 3.15 |
| Outlier Loss Ratio | 3.87 | 3.13 |
| Volatility (ann.) | 8.1% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.54 | 0.55 |
| Skew | 2.68 | 0.2 |
| Kurtosis | 69.44 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.59% | 2.55% |
| Expected Yearly % | 6.38% | 30.28% |
| Kelly Criterion | 2.0% | 10.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.24% |
| Expected Shortfall (cVaR) | -0.69% | -2.24% |
| Year | 11383789:BTCUSD | 11383789:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 6.75 | -0.12 | + |
| 2023 | 155.54 | 16.62 | 0.11 | - |
| 2024 | 121.00 | 10.47 | 0.09 | - |
| 2025 | 17.02 | -6.88 | -0.40 | - |
| Metric | 11383789:btcusd:triple_med_gx:lsma100_75 | 11383789:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.44% | 31.76% |
| 6M | -2.48% | 12.25% |
| YTD | -6.88% | 17.02% |
| 1Y | -4.77% | 57.19% |
| 3Y (ann.) | 4.77% | 55.42% |
| 5Y (ann.) | 7.63% | 36.99% |
| Metric | 11383789:btcusd:triple_med_gx:lsma100_75 | 11383789:BTCUSD |
|---|---|---|
| Max Drawdown | -14.05% | -67.18% |
| Longest DD Days | 559.0 | 683.0 |
| Avg. Drawdown | -3.69% | -6.61% |
| Avg. Drawdown Days | 57.0 | 33.0 |
| Recovery Factor | 2.0 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2024-05-15 | -14.05 | 71 |
| 2022-05-23 | 2023-12-04 | -13.16 | 559 |
| 2025-01-07 | 2025-06-11 | -12.15 | 155 |
| 2024-07-02 | 2024-12-15 | -10.96 | 166 |
| 2022-03-06 | 2022-04-25 | -6.25 | 50 |
| 2024-01-02 | 2024-03-04 | -4.51 | 61 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-12-17 | 2025-01-06 | -1.65 | 19 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11383789:btcusd:triple_med_gx:lsma100_75 | 11383789:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 10.54% | 35.75% |
| Worst Week | -6.4% | -29.64% |
| Best Month | 12.49% | 43.77% |
| Worst Month | -8.23% | -37.12% |
| Best Year | 16.62% | 155.54% |
| Worst Year | -6.88% | -56.42% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.96% | 9.54% |
| Avg. Down Week | -3.28% | -4.14% |
| Avg. Up Month | 4.27% | 17.8% |
| Avg. Down Month | -3.19% | -13.2% |
| Win Days % | 46.33% | 51.3% |
| Win Month % | 55.56% | 61.9% |
| Win Week % | 49.18% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |