| Metric | 11384244:btcusd:triple_med_gx:lsma100_80 | 11384244:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 3.4% | 195.42% |
| Max Drawdown | -15.04% | -67.18% |
| Sharpe | 0.07 | 0.44 |
| Sortino | 0.12 | 0.63 |
| Payoff Ratio | 1.3 | 1.21 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.57 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 104.68 | 2.81 |
| Outlier Loss Ratio | 4.81 | 2.7 |
| Volatility (ann.) | 5.06% | 26.36% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.07 | 0.56 |
| Skew | 5.63 | 0.2 |
| Kurtosis | 177.18 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.08% | 2.61% |
| Expected Yearly % | 0.84% | 31.1% |
| Kelly Criterion | -3.23% | 11.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.24% |
| Expected Shortfall (cVaR) | -0.43% | -2.24% |
| Year | 11384244:BTCUSD | 11384244:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 2.65 | -0.05 | + |
| 2023 | 155.54 | -6.04 | -0.04 | - |
| 2024 | 121.00 | 21.39 | 0.18 | - |
| 2025 | 17.02 | -11.68 | -0.69 | - |
| Metric | 11384244:btcusd:triple_med_gx:lsma100_80 | 11384244:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.83% | 31.76% |
| 6M | -11.0% | 12.25% |
| YTD | -11.68% | 17.02% |
| 1Y | -8.93% | 57.19% |
| 3Y (ann.) | 2.28% | 55.42% |
| 5Y (ann.) | 0.99% | 37.84% |
| Metric | 11384244:btcusd:triple_med_gx:lsma100_80 | 11384244:BTCUSD |
|---|---|---|
| Max Drawdown | -15.04% | -67.18% |
| Longest DD Days | 461.0 | 683.0 |
| Avg. Drawdown | -3.68% | -6.6% |
| Avg. Drawdown Days | 72.0 | 32.0 |
| Recovery Factor | 0.23 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-24 | 2024-04-29 | -15.04 | 461 |
| 2025-01-08 | 2025-06-11 | -11.68 | 153 |
| 2022-01-26 | 2022-05-30 | -8.73 | 123 |
| 2022-06-03 | 2022-07-04 | -5.84 | 31 |
| 2022-09-15 | 2023-01-20 | -4.61 | 127 |
| 2024-07-24 | 2024-09-27 | -4.16 | 64 |
| 2022-08-01 | 2022-09-07 | -2.47 | 37 |
| 2024-09-28 | 2024-11-18 | -1.42 | 51 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-04-30 | 2024-07-24 | -1.16 | 85 |
| Metric | 11384244:btcusd:triple_med_gx:lsma100_80 | 11384244:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -3.98% | -9.32% |
| Best Week | 9.15% | 35.75% |
| Worst Week | -4.21% | -29.64% |
| Best Month | 9.02% | 43.77% |
| Worst Month | -6.84% | -37.12% |
| Best Year | 21.39% | 155.54% |
| Worst Year | -11.68% | -55.3% |
| Avg. Up Day | 0.72% | 0.75% |
| Avg. Down Day | -0.55% | -0.62% |
| Avg. Up Week | 3.79% | 6.54% |
| Avg. Down Week | -1.3% | -4.95% |
| Avg. Up Month | 3.55% | 22.47% |
| Avg. Down Month | -2.22% | -13.63% |
| Win Days % | 41.6% | 51.27% |
| Win Month % | 37.84% | 61.9% |
| Win Week % | 30.77% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |