| Metric | 11385203:btcusd:triple_med_gx:lsma100_80 | 11385203:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 67.1% | 196.5% |
| Max Drawdown | -11.8% | -67.18% |
| Sharpe | 0.59 | 0.44 |
| Sortino | 1.03 | 0.64 |
| Payoff Ratio | 1.34 | 1.29 |
| Profit Factor | 1.42 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.93 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 67.88 | 3.01 |
| Outlier Loss Ratio | 3.98 | 2.83 |
| Volatility (ann.) | 6.84% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.4 | 0.57 |
| Skew | 4.33 | 0.2 |
| Kurtosis | 113.79 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.26% | 2.69% |
| Expected Yearly % | 13.7% | 31.22% |
| Kelly Criterion | 11.38% | 13.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.24% |
| Expected Shortfall (cVaR) | -0.58% | -2.24% |
| Year | 11385203:BTCUSD | 11385203:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 18.16 | -0.33 | + |
| 2023 | 155.54 | 8.09 | 0.05 | - |
| 2024 | 121.00 | 41.06 | 0.34 | - |
| 2025 | 17.02 | -7.25 | -0.43 | - |
| Metric | 11385203:btcusd:triple_med_gx:lsma100_80 | 11385203:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.9% | 31.76% |
| 6M | -6.76% | 12.25% |
| YTD | -7.25% | 17.02% |
| 1Y | 12.53% | 57.19% |
| 3Y (ann.) | 13.52% | 55.42% |
| 5Y (ann.) | 16.56% | 38.32% |
| Metric | 11385203:btcusd:triple_med_gx:lsma100_80 | 11385203:BTCUSD |
|---|---|---|
| Max Drawdown | -11.8% | -67.18% |
| Longest DD Days | 426.0 | 683.0 |
| Avg. Drawdown | -2.08% | -6.97% |
| Avg. Drawdown Days | 35.0 | 36.0 |
| Recovery Factor | 5.68 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -11.80 | 175 |
| 2022-10-05 | 2023-12-05 | -11.09 | 426 |
| 2022-03-27 | 2022-09-09 | -7.11 | 165 |
| 2024-02-03 | 2024-05-03 | -4.58 | 89 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-01-13 | 2024-01-16 | -2.96 | 3 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2022-03-22 | 2022-03-23 | -1.58 | 1 |
| 2024-01-17 | 2024-02-01 | -1.35 | 15 |
| Metric | 11385203:btcusd:triple_med_gx:lsma100_80 | 11385203:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -7.09% | -29.64% |
| Best Month | 15.69% | 43.77% |
| Worst Month | -7.61% | -37.12% |
| Best Year | 41.06% | 155.54% |
| Worst Year | -7.25% | -55.14% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.68% | -0.71% |
| Avg. Up Week | 4.05% | 8.48% |
| Avg. Down Week | -2.96% | -5.01% |
| Avg. Up Month | 6.5% | 19.74% |
| Avg. Down Month | -0.91% | -15.62% |
| Win Days % | 49.28% | 51.33% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 53.06% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |