| Metric | 11385227:btcusd:triple_med_gx:lsma100_80 | 11385227:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 56.8% | 162.58% |
| Max Drawdown | -12.51% | -67.18% |
| Sharpe | 0.55 | 0.41 |
| Sortino | 0.91 | 0.59 |
| Payoff Ratio | 1.3 | 1.24 |
| Profit Factor | 1.39 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.91 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 73.6 | 3.0 |
| Outlier Loss Ratio | 3.96 | 2.8 |
| Volatility (ann.) | 6.54% | 26.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.15 | 0.5 |
| Skew | 3.41 | 0.18 |
| Kurtosis | 137.62 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.1% | 2.38% |
| Expected Yearly % | 11.9% | 27.3% |
| Kelly Criterion | 11.54% | 11.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.23% |
| Expected Shortfall (cVaR) | -0.55% | -2.23% |
| Year | 11385227:BTCUSD | 11385227:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 10.24 | -0.17 | + |
| 2023 | 155.54 | 10.39 | 0.07 | - |
| 2024 | 121.00 | 42.07 | 0.35 | - |
| 2025 | 17.02 | -9.31 | -0.55 | - |
| Metric | 11385227:btcusd:triple_med_gx:lsma100_80 | 11385227:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.05% | 31.76% |
| 6M | -10.87% | 12.25% |
| YTD | -9.31% | 17.02% |
| 1Y | 10.39% | 57.19% |
| 3Y (ann.) | 13.49% | 55.42% |
| 5Y (ann.) | 14.38% | 33.42% |
| Metric | 11385227:btcusd:triple_med_gx:lsma100_80 | 11385227:BTCUSD |
|---|---|---|
| Max Drawdown | -12.51% | -67.18% |
| Longest DD Days | 307.0 | 683.0 |
| Avg. Drawdown | -1.97% | -6.97% |
| Avg. Drawdown Days | 31.0 | 36.0 |
| Recovery Factor | 4.54 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -12.51 | 175 |
| 2022-10-05 | 2023-08-08 | -9.47 | 307 |
| 2022-03-09 | 2022-04-28 | -8.02 | 49 |
| 2022-04-28 | 2022-09-09 | -7.49 | 133 |
| 2023-09-03 | 2023-12-04 | -5.96 | 92 |
| 2024-08-20 | 2024-09-17 | -3.50 | 27 |
| 2024-01-14 | 2024-01-16 | -2.94 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-04-07 | 2024-05-02 | -1.55 | 24 |
| 2024-02-03 | 2024-04-05 | -1.40 | 61 |
| Metric | 11385227:btcusd:triple_med_gx:lsma100_80 | 11385227:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.56% | 35.75% |
| Worst Week | -6.24% | -29.64% |
| Best Month | 11.32% | 43.77% |
| Worst Month | -6.51% | -37.12% |
| Best Year | 42.07% | 155.54% |
| Worst Year | -9.31% | -60.27% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.66% | -0.71% |
| Avg. Up Week | 3.49% | 8.38% |
| Avg. Down Week | -2.53% | -5.86% |
| Avg. Up Month | 4.33% | 18.15% |
| Avg. Down Month | -0.94% | -13.13% |
| Win Days % | 50.0% | 51.28% |
| Win Month % | 59.38% | 60.98% |
| Win Week % | 60.42% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |