| Metric | 11385118:btcusd:triple_med_gx:lsma100_80 | 11385118:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 18.85% | 189.95% |
| Max Drawdown | -20.67% | -67.18% |
| Sharpe | 0.21 | 0.43 |
| Sortino | 0.33 | 0.63 |
| Payoff Ratio | 1.23 | 1.14 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 64.77 | 3.11 |
| Outlier Loss Ratio | 3.96 | 3.01 |
| Volatility (ann.) | 7.31% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.25 | 0.55 |
| Skew | 2.45 | 0.2 |
| Kurtosis | 75.67 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.57% |
| Expected Yearly % | 4.41% | 30.49% |
| Kelly Criterion | 0.36% | 8.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11385118:BTCUSD | 11385118:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -15.15 | 0.27 | + |
| 2023 | 155.54 | 17.56 | 0.11 | - |
| 2024 | 121.00 | 36.40 | 0.30 | - |
| 2025 | 17.02 | -12.64 | -0.74 | - |
| Metric | 11385118:btcusd:triple_med_gx:lsma100_80 | 11385118:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.14% | 31.76% |
| 6M | -8.32% | 12.25% |
| YTD | -12.64% | 17.02% |
| 1Y | -4.44% | 57.19% |
| 3Y (ann.) | 7.96% | 55.42% |
| 5Y (ann.) | 5.27% | 37.22% |
| Metric | 11385118:btcusd:triple_med_gx:lsma100_80 | 11385118:BTCUSD |
|---|---|---|
| Max Drawdown | -20.67% | -67.18% |
| Longest DD Days | 668.0 | 683.0 |
| Avg. Drawdown | -4.6% | -6.63% |
| Avg. Drawdown Days | 83.0 | 33.0 |
| Recovery Factor | 0.91 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-04 | 2024-01-01 | -20.67 | 668 |
| 2024-12-16 | 2025-06-11 | -14.78 | 176 |
| 2024-08-20 | 2024-11-10 | -6.54 | 82 |
| 2024-03-05 | 2024-04-04 | -6.30 | 30 |
| 2024-01-12 | 2024-03-04 | -4.78 | 52 |
| 2024-05-16 | 2024-08-20 | -4.17 | 95 |
| 2024-04-04 | 2024-05-02 | -3.50 | 27 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2022-02-04 | 2022-02-06 | -0.66 | 2 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| Metric | 11385118:btcusd:triple_med_gx:lsma100_80 | 11385118:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 12.78% | 35.75% |
| Worst Week | -9.33% | -29.64% |
| Best Month | 15.81% | 43.77% |
| Worst Month | -9.32% | -37.12% |
| Best Year | 36.4% | 155.54% |
| Worst Year | -15.15% | -56.13% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.74% | -0.82% |
| Avg. Up Week | 2.83% | 6.19% |
| Avg. Down Week | -2.28% | -3.78% |
| Avg. Up Month | 3.2% | 15.92% |
| Avg. Down Month | -2.02% | -13.88% |
| Win Days % | 44.97% | 51.26% |
| Win Month % | 52.78% | 61.9% |
| Win Week % | 44.78% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |