| Metric | 11385159:btcusd:triple_med_gx:lsma100_80 | 11385159:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 56.37% | 183.93% |
| Max Drawdown | -13.17% | -67.18% |
| Sharpe | 0.47 | 0.43 |
| Sortino | 0.77 | 0.62 |
| Payoff Ratio | 1.3 | 1.23 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.79 | 0.68 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 60.0 | 3.18 |
| Outlier Loss Ratio | 3.77 | 3.0 |
| Volatility (ann.) | 7.72% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.08 | 0.54 |
| Skew | 2.95 | 0.2 |
| Kurtosis | 76.66 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.1% | 2.58% |
| Expected Yearly % | 11.83% | 29.81% |
| Kelly Criterion | 7.15% | 11.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11385159:BTCUSD | 11385159:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 18.23 | -0.32 | + |
| 2023 | 155.54 | 11.27 | 0.07 | - |
| 2024 | 121.00 | 21.65 | 0.18 | - |
| 2025 | 17.02 | -2.28 | -0.13 | - |
| Metric | 11385159:btcusd:triple_med_gx:lsma100_80 | 11385159:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.64% | 31.76% |
| 6M | -2.22% | 12.25% |
| YTD | -2.28% | 17.02% |
| 1Y | 1.59% | 57.19% |
| 3Y (ann.) | 11.43% | 55.42% |
| 5Y (ann.) | 14.24% | 36.44% |
| Metric | 11385159:btcusd:triple_med_gx:lsma100_80 | 11385159:BTCUSD |
|---|---|---|
| Max Drawdown | -13.17% | -67.18% |
| Longest DD Days | 263.0 | 683.0 |
| Avg. Drawdown | -3.35% | -6.73% |
| Avg. Drawdown Days | 44.0 | 34.0 |
| Recovery Factor | 4.28 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -13.17 | 175 |
| 2022-07-30 | 2023-03-17 | -12.21 | 229 |
| 2024-07-03 | 2024-11-10 | -9.39 | 130 |
| 2023-03-17 | 2023-12-05 | -9.00 | 263 |
| 2022-04-26 | 2022-07-19 | -8.34 | 84 |
| 2024-01-03 | 2024-03-04 | -7.71 | 61 |
| 2024-03-05 | 2024-05-03 | -7.34 | 59 |
| 2024-05-05 | 2024-05-15 | -2.58 | 10 |
| 2022-03-06 | 2022-03-23 | -2.51 | 17 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11385159:btcusd:triple_med_gx:lsma100_80 | 11385159:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.57% | 35.75% |
| Worst Week | -6.72% | -29.64% |
| Best Month | 17.35% | 43.77% |
| Worst Month | -6.72% | -37.12% |
| Best Year | 21.65% | 155.54% |
| Worst Year | -2.28% | -57.04% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 3.39% | 8.16% |
| Avg. Down Week | -2.78% | -5.74% |
| Avg. Up Month | 4.5% | 16.42% |
| Avg. Down Month | -1.97% | -14.19% |
| Win Days % | 47.54% | 51.31% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 56.67% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |