| Metric | 11385180:btcusd:triple_med_gx:lsma100_80 | 11385180:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 66.83% | 183.63% |
| Max Drawdown | -13.3% | -67.18% |
| Sharpe | 0.57 | 0.43 |
| Sortino | 0.98 | 0.62 |
| Payoff Ratio | 1.32 | 1.21 |
| Profit Factor | 1.39 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.9 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 64.42 | 3.02 |
| Outlier Loss Ratio | 3.96 | 2.87 |
| Volatility (ann.) | 7.09% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.24 | 0.54 |
| Skew | 4.06 | 0.2 |
| Kurtosis | 104.34 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.26% | 2.58% |
| Expected Yearly % | 13.65% | 29.77% |
| Kelly Criterion | 11.06% | 10.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.24% |
| Expected Shortfall (cVaR) | -0.6% | -2.24% |
| Year | 11385180:BTCUSD | 11385180:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 13.14 | -0.23 | + |
| 2023 | 155.54 | 16.19 | 0.10 | - |
| 2024 | 121.00 | 36.20 | 0.30 | - |
| 2025 | 17.02 | -6.82 | -0.40 | - |
| Metric | 11385180:btcusd:triple_med_gx:lsma100_80 | 11385180:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.21% | 31.76% |
| 6M | -6.76% | 12.25% |
| YTD | -6.82% | 17.02% |
| 1Y | 0.74% | 57.19% |
| 3Y (ann.) | 12.76% | 55.42% |
| 5Y (ann.) | 16.47% | 36.43% |
| Metric | 11385180:btcusd:triple_med_gx:lsma100_80 | 11385180:BTCUSD |
|---|---|---|
| Max Drawdown | -13.3% | -67.18% |
| Longest DD Days | 175.0 | 683.0 |
| Avg. Drawdown | -2.21% | -6.9% |
| Avg. Drawdown Days | 28.0 | 35.0 |
| Recovery Factor | 5.03 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -13.30 | 175 |
| 2022-10-05 | 2023-03-17 | -9.15 | 163 |
| 2024-07-04 | 2024-11-10 | -9.12 | 128 |
| 2022-04-26 | 2022-09-09 | -8.48 | 135 |
| 2023-04-15 | 2023-06-22 | -6.20 | 67 |
| 2023-08-08 | 2023-12-04 | -6.06 | 118 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-01-13 | 2024-02-01 | -3.23 | 19 |
| 2024-05-05 | 2024-05-15 | -2.79 | 9 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11385180:btcusd:triple_med_gx:lsma100_80 | 11385180:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 11.06% | 35.75% |
| Worst Week | -7.58% | -29.64% |
| Best Month | 17.7% | 43.77% |
| Worst Month | -8.09% | -37.12% |
| Best Year | 36.2% | 155.54% |
| Worst Year | -6.82% | -57.08% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.68% | -0.76% |
| Avg. Up Week | 3.72% | 8.07% |
| Avg. Down Week | -2.66% | -4.81% |
| Avg. Up Month | 6.07% | 15.47% |
| Avg. Down Month | -1.7% | -14.64% |
| Win Days % | 49.43% | 51.32% |
| Win Month % | 54.29% | 60.98% |
| Win Week % | 55.36% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |