| Metric | 11384630:btcusd:triple_med_gx:lsma100_80 | 11384630:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 47.82% | 195.42% |
| Max Drawdown | -17.57% | -67.18% |
| Sharpe | 0.46 | 0.44 |
| Sortino | 0.73 | 0.63 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 71.28 | 3.08 |
| Outlier Loss Ratio | 3.77 | 2.92 |
| Volatility (ann.) | 6.82% | 26.36% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.7 | 0.56 |
| Skew | 2.14 | 0.2 |
| Kurtosis | 104.13 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.61% |
| Expected Yearly % | 10.26% | 31.1% |
| Kelly Criterion | 5.41% | 9.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.24% |
| Expected Shortfall (cVaR) | -0.58% | -2.24% |
| Year | 11384630:BTCUSD | 11384630:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 18.23 | -0.33 | + |
| 2023 | 155.54 | -7.56 | -0.05 | - |
| 2024 | 121.00 | 49.04 | 0.41 | - |
| 2025 | 17.02 | -9.25 | -0.54 | - |
| Metric | 11384630:btcusd:triple_med_gx:lsma100_80 | 11384630:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.59% | 31.76% |
| 6M | -6.53% | 12.25% |
| YTD | -9.25% | 17.02% |
| 1Y | 13.77% | 57.19% |
| 3Y (ann.) | 14.05% | 55.42% |
| 5Y (ann.) | 12.28% | 37.84% |
| Metric | 11384630:btcusd:triple_med_gx:lsma100_80 | 11384630:BTCUSD |
|---|---|---|
| Max Drawdown | -17.57% | -67.18% |
| Longest DD Days | 641.0 | 683.0 |
| Avg. Drawdown | -2.7% | -6.6% |
| Avg. Drawdown Days | 44.0 | 32.0 |
| Recovery Factor | 2.72 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2024-05-15 | -17.57 | 641 |
| 2024-12-16 | 2025-06-11 | -10.28 | 176 |
| 2022-03-09 | 2022-07-04 | -8.42 | 116 |
| 2024-06-12 | 2024-07-25 | -4.00 | 43 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-08 | 2022-07-18 | -3.58 | 9 |
| 2024-05-27 | 2024-06-12 | -3.02 | 15 |
| 2022-07-20 | 2022-08-12 | -2.48 | 23 |
| 2024-08-25 | 2024-09-26 | -2.42 | 32 |
| 2024-10-25 | 2024-11-21 | -2.40 | 27 |
| Metric | 11384630:btcusd:triple_med_gx:lsma100_80 | 11384630:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.09% | 35.75% |
| Worst Week | -5.2% | -29.64% |
| Best Month | 23.24% | 43.77% |
| Worst Month | -5.2% | -37.12% |
| Best Year | 49.04% | 155.54% |
| Worst Year | -9.25% | -55.3% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -0.78% | -0.87% |
| Avg. Up Week | 4.71% | 6.16% |
| Avg. Down Week | -1.34% | -4.27% |
| Avg. Up Month | 5.05% | 16.02% |
| Avg. Down Month | -2.33% | -12.05% |
| Win Days % | 47.31% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 40.91% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |