| Metric | 11385138:btcusd:triple_med_gx:lsma100_80 | 11385138:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 40.71% | 188.04% |
| Max Drawdown | -17.23% | -67.18% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.63 | 0.63 |
| Payoff Ratio | 1.33 | 1.27 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.75 | 0.7 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 63.42 | 3.13 |
| Outlier Loss Ratio | 3.98 | 3.0 |
| Volatility (ann.) | 7.22% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.62 | 0.55 |
| Skew | 3.06 | 0.2 |
| Kurtosis | 75.42 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.55% |
| Expected Yearly % | 8.91% | 30.28% |
| Kelly Criterion | 5.25% | 12.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11385138:BTCUSD | 11385138:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -4.31 | 0.08 | + |
| 2023 | 155.54 | 14.73 | 0.09 | - |
| 2024 | 121.00 | 39.93 | 0.33 | - |
| 2025 | 17.02 | -8.40 | -0.49 | - |
| Metric | 11385138:btcusd:triple_med_gx:lsma100_80 | 11385138:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.78% | 31.76% |
| 6M | -5.13% | 12.25% |
| YTD | -8.4% | 17.02% |
| 1Y | -2.29% | 57.19% |
| 3Y (ann.) | 9.82% | 55.42% |
| 5Y (ann.) | 10.69% | 36.99% |
| Metric | 11385138:btcusd:triple_med_gx:lsma100_80 | 11385138:BTCUSD |
|---|---|---|
| Max Drawdown | -17.23% | -67.18% |
| Longest DD Days | 492.0 | 683.0 |
| Avg. Drawdown | -3.24% | -6.61% |
| Avg. Drawdown Days | 43.0 | 33.0 |
| Recovery Factor | 2.36 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-12-05 | -17.23 | 492 |
| 2024-12-17 | 2025-06-11 | -11.61 | 175 |
| 2022-05-25 | 2022-07-18 | -9.20 | 54 |
| 2024-07-02 | 2024-11-10 | -6.81 | 130 |
| 2024-03-05 | 2024-04-04 | -6.30 | 30 |
| 2022-03-06 | 2022-03-24 | -4.08 | 18 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-02 | 2024-01-31 | -3.55 | 29 |
| 2024-04-04 | 2024-05-02 | -3.50 | 27 |
| 2022-07-19 | 2022-07-30 | -2.75 | 11 |
| Metric | 11385138:btcusd:triple_med_gx:lsma100_80 | 11385138:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 10.16% | 35.75% |
| Worst Week | -8.09% | -29.64% |
| Best Month | 18.32% | 43.77% |
| Worst Month | -8.09% | -37.12% |
| Best Year | 39.93% | 155.54% |
| Worst Year | -8.4% | -56.42% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.37% | 8.5% |
| Avg. Down Week | -3.12% | -5.43% |
| Avg. Up Month | 3.43% | 16.52% |
| Avg. Down Month | -2.7% | -12.61% |
| Win Days % | 45.94% | 51.3% |
| Win Month % | 66.67% | 61.9% |
| Win Week % | 53.33% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |