| Metric | 11384173:btcusd:triple_med_gx:lsma100_75 | 11384173:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 32.17% | 152.93% |
| Max Drawdown | -11.29% | -67.18% |
| Sharpe | 0.43 | 0.4 |
| Sortino | 0.71 | 0.58 |
| Payoff Ratio | 1.39 | 1.38 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.88 | 0.75 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 100.55 | 2.81 |
| Outlier Loss Ratio | 3.8 | 2.68 |
| Volatility (ann.) | 5.19% | 26.28% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.78 | 0.48 |
| Skew | 2.68 | 0.18 |
| Kurtosis | 114.59 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.29% |
| Expected Yearly % | 7.22% | 26.11% |
| Kelly Criterion | 9.53% | 15.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.23% |
| Expected Shortfall (cVaR) | -0.44% | -2.23% |
| Year | 11384173:BTCUSD | 11384173:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 8.47 | -0.14 | + |
| 2023 | 155.54 | 18.34 | 0.12 | - |
| 2024 | 121.00 | 2.73 | 0.02 | - |
| 2025 | 17.02 | 0.23 | 0.01 | - |
| Metric | 11384173:btcusd:triple_med_gx:lsma100_75 | 11384173:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.41% | 31.76% |
| 6M | 0.23% | 12.25% |
| YTD | 0.23% | 17.02% |
| 1Y | 13.53% | 57.19% |
| 3Y (ann.) | 10.49% | 55.42% |
| 5Y (ann.) | 8.78% | 32.3% |
| Metric | 11384173:btcusd:triple_med_gx:lsma100_75 | 11384173:BTCUSD |
|---|---|---|
| Max Drawdown | -11.29% | -67.18% |
| Longest DD Days | 375.0 | 683.0 |
| Avg. Drawdown | -2.6% | -7.61% |
| Avg. Drawdown Days | 65.0 | 38.0 |
| Recovery Factor | 2.85 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-08 | 2024-09-17 | -11.29 | 375 |
| 2024-09-20 | 2025-06-11 | -7.63 | 264 |
| 2022-05-25 | 2022-07-04 | -4.68 | 40 |
| 2022-07-05 | 2022-10-03 | -3.83 | 90 |
| 2022-10-05 | 2022-11-30 | -2.18 | 56 |
| 2023-06-21 | 2023-09-07 | -1.98 | 78 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2023-05-29 | 2023-06-20 | -1.68 | 22 |
| 2023-02-28 | 2023-03-01 | -1.67 | 0 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11384173:btcusd:triple_med_gx:lsma100_75 | 11384173:BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 7.56% | 35.75% |
| Worst Week | -8.14% | -29.64% |
| Best Month | 7.56% | 43.77% |
| Worst Month | -8.4% | -37.12% |
| Best Year | 18.34% | 155.54% |
| Worst Year | 0.23% | -61.73% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.66% | -0.68% |
| Avg. Up Week | 3.18% | 9.2% |
| Avg. Down Week | -2.29% | -4.02% |
| Avg. Up Month | 3.81% | 14.92% |
| Avg. Down Month | -1.26% | -10.19% |
| Win Days % | 47.37% | 51.27% |
| Win Month % | 54.17% | 60.98% |
| Win Week % | 54.84% | 50.28% |
| Win Quarter % | 58.33% | 57.14% |
| Win Year % | 100.0% | 75.0% |