| Metric | 11384741:btcusd:triple_med_gx:lsma100_80 | 11384741:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 36.95% | 195.42% |
| Max Drawdown | -15.4% | -67.18% |
| Sharpe | 0.4 | 0.44 |
| Sortino | 0.65 | 0.63 |
| Payoff Ratio | 1.27 | 1.18 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.73 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 69.79 | 3.02 |
| Outlier Loss Ratio | 4.24 | 2.93 |
| Volatility (ann.) | 6.35% | 26.36% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.63 | 0.56 |
| Skew | 3.3 | 0.2 |
| Kurtosis | 84.82 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.61% |
| Expected Yearly % | 8.18% | 31.1% |
| Kelly Criterion | 4.34% | 10.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.24% |
| Expected Shortfall (cVaR) | -0.54% | -2.24% |
| Year | 11384741:BTCUSD | 11384741:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 17.96 | -0.32 | + |
| 2023 | 155.54 | -8.89 | -0.06 | - |
| 2024 | 121.00 | 31.43 | 0.26 | - |
| 2025 | 17.02 | -3.05 | -0.18 | - |
| Metric | 11384741:btcusd:triple_med_gx:lsma100_80 | 11384741:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.18% | 31.76% |
| 6M | -2.39% | 12.25% |
| YTD | -3.05% | 17.02% |
| 1Y | 14.12% | 57.19% |
| 3Y (ann.) | 9.87% | 55.42% |
| 5Y (ann.) | 9.76% | 37.84% |
| Metric | 11384741:btcusd:triple_med_gx:lsma100_80 | 11384741:BTCUSD |
|---|---|---|
| Max Drawdown | -15.4% | -67.18% |
| Longest DD Days | 643.0 | 683.0 |
| Avg. Drawdown | -2.69% | -6.6% |
| Avg. Drawdown Days | 48.0 | 32.0 |
| Recovery Factor | 2.4 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-10 | 2024-07-15 | -15.40 | 643 |
| 2025-01-28 | 2025-06-11 | -9.35 | 134 |
| 2022-02-16 | 2022-05-30 | -7.45 | 103 |
| 2022-07-20 | 2022-09-19 | -6.63 | 61 |
| 2022-05-31 | 2022-07-04 | -4.18 | 34 |
| 2024-07-27 | 2024-08-23 | -3.91 | 26 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-12-19 | 2025-01-27 | -2.59 | 39 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-08 | 2022-07-09 | -1.56 | 1 |
| Metric | 11384741:btcusd:triple_med_gx:lsma100_80 | 11384741:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 12.47% | 35.75% |
| Worst Week | -3.95% | -29.64% |
| Best Month | 15.48% | 43.77% |
| Worst Month | -4.69% | -37.12% |
| Best Year | 31.43% | 155.54% |
| Worst Year | -8.89% | -55.3% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.68% | -0.75% |
| Avg. Up Week | 2.58% | 6.56% |
| Avg. Down Week | -1.2% | -6.04% |
| Avg. Up Month | 3.53% | 17.94% |
| Avg. Down Month | -2.04% | -12.48% |
| Win Days % | 46.46% | 51.27% |
| Win Month % | 44.74% | 61.9% |
| Win Week % | 47.14% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |