| Metric | 11383878:btcusd:triple_med_gx:lsma100_75 | 11383878:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 38.88% | 162.58% |
| Max Drawdown | -12.08% | -67.18% |
| Sharpe | 0.38 | 0.41 |
| Sortino | 0.61 | 0.59 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 66.1 | 3.02 |
| Outlier Loss Ratio | 3.86 | 2.92 |
| Volatility (ann.) | 7.02% | 26.28% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.85 | 0.5 |
| Skew | 2.7 | 0.18 |
| Kurtosis | 112.59 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.38% |
| Expected Yearly % | 8.56% | 27.3% |
| Kelly Criterion | 6.55% | 7.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.23% |
| Expected Shortfall (cVaR) | -0.6% | -2.23% |
| Year | 11383878:BTCUSD | 11383878:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 16.61 | -0.28 | + |
| 2023 | 155.54 | 8.82 | 0.06 | - |
| 2024 | 121.00 | 20.09 | 0.17 | - |
| 2025 | 17.02 | -8.86 | -0.52 | - |
| Metric | 11383878:btcusd:triple_med_gx:lsma100_75 | 11383878:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.1% | 31.76% |
| 6M | -11.03% | 12.25% |
| YTD | -8.86% | 17.02% |
| 1Y | 7.83% | 57.19% |
| 3Y (ann.) | 8.15% | 55.42% |
| 5Y (ann.) | 10.31% | 33.42% |
| Metric | 11383878:btcusd:triple_med_gx:lsma100_75 | 11383878:BTCUSD |
|---|---|---|
| Max Drawdown | -12.08% | -67.18% |
| Longest DD Days | 426.0 | 683.0 |
| Avg. Drawdown | -2.9% | -6.97% |
| Avg. Drawdown Days | 42.0 | 36.0 |
| Recovery Factor | 3.22 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -12.08 | 175 |
| 2022-10-05 | 2023-12-05 | -11.04 | 426 |
| 2024-04-07 | 2024-08-20 | -10.80 | 134 |
| 2022-03-09 | 2022-04-28 | -8.02 | 49 |
| 2022-04-28 | 2022-09-09 | -7.43 | 133 |
| 2024-02-03 | 2024-04-07 | -4.23 | 63 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-01-14 | 2024-01-16 | -2.94 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| Metric | 11383878:btcusd:triple_med_gx:lsma100_75 | 11383878:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.79% | 35.75% |
| Worst Week | -9.33% | -29.64% |
| Best Month | 14.58% | 43.77% |
| Worst Month | -7.47% | -37.12% |
| Best Year | 20.09% | 155.54% |
| Worst Year | -8.86% | -60.27% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 3.81% | 8.38% |
| Avg. Down Week | -3.76% | -4.73% |
| Avg. Up Month | 4.51% | 18.32% |
| Avg. Down Month | -3.05% | -13.44% |
| Win Days % | 49.56% | 51.28% |
| Win Month % | 56.25% | 60.98% |
| Win Week % | 59.18% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |