| Metric | 11384685:btcusd:triple_med_gx:lsma100_80 | 11384685:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 47.95% | 195.42% |
| Max Drawdown | -16.58% | -67.18% |
| Sharpe | 0.49 | 0.44 |
| Sortino | 0.79 | 0.63 |
| Payoff Ratio | 1.28 | 1.08 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.81 | 0.59 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 73.53 | 3.0 |
| Outlier Loss Ratio | 3.98 | 2.85 |
| Volatility (ann.) | 6.39% | 26.36% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.74 | 0.56 |
| Skew | 2.86 | 0.2 |
| Kurtosis | 103.54 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.94% | 2.61% |
| Expected Yearly % | 10.29% | 31.1% |
| Kelly Criterion | 7.12% | 6.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.24% |
| Expected Shortfall (cVaR) | -0.54% | -2.24% |
| Year | 11384685:BTCUSD | 11384685:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 18.41 | -0.33 | + |
| 2023 | 155.54 | -5.66 | -0.04 | - |
| 2024 | 121.00 | 26.39 | 0.22 | - |
| 2025 | 17.02 | 4.78 | 0.28 | - |
| Metric | 11384685:btcusd:triple_med_gx:lsma100_80 | 11384685:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.32% | 31.76% |
| 6M | 1.4% | 12.25% |
| YTD | 4.78% | 17.02% |
| 1Y | 18.27% | 57.19% |
| 3Y (ann.) | 12.42% | 55.42% |
| 5Y (ann.) | 12.3% | 37.84% |
| Metric | 11384685:btcusd:triple_med_gx:lsma100_80 | 11384685:BTCUSD |
|---|---|---|
| Max Drawdown | -16.58% | -67.18% |
| Longest DD Days | 736.0 | 683.0 |
| Avg. Drawdown | -2.71% | -6.6% |
| Avg. Drawdown Days | 51.0 | 32.0 |
| Recovery Factor | 2.89 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-07-26 | -16.58 | 736 |
| 2025-01-28 | 2025-06-11 | -8.13 | 134 |
| 2022-03-11 | 2022-05-30 | -5.59 | 79 |
| 2024-12-20 | 2025-01-27 | -4.74 | 38 |
| 2022-05-31 | 2022-07-04 | -4.05 | 34 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-08 | 2022-07-18 | -2.54 | 9 |
| 2024-08-25 | 2024-09-26 | -2.42 | 32 |
| 2022-02-16 | 2022-03-11 | -2.31 | 23 |
| 2024-10-25 | 2024-11-21 | -2.20 | 26 |
| Metric | 11384685:btcusd:triple_med_gx:lsma100_80 | 11384685:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 11.19% | 35.75% |
| Worst Week | -5.05% | -29.64% |
| Best Month | 21.64% | 43.77% |
| Worst Month | -5.05% | -37.12% |
| Best Year | 26.39% | 155.54% |
| Worst Year | -5.66% | -55.3% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.71% | -0.87% |
| Avg. Up Week | 3.17% | 5.61% |
| Avg. Down Week | -1.61% | -5.35% |
| Avg. Up Month | 4.25% | 16.08% |
| Avg. Down Month | -2.53% | -12.61% |
| Win Days % | 47.86% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 52.31% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |