| Metric | 11401217:btcusd:triple_med_gx:lsma100_135 | 11401217:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 13.09% | 195.83% |
| Max Drawdown | -28.37% | -67.18% |
| Sharpe | 0.16 | 0.44 |
| Sortino | 0.28 | 0.64 |
| Payoff Ratio | 1.32 | 1.25 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.61 | 0.69 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 71.47 | 3.11 |
| Outlier Loss Ratio | 4.21 | 2.97 |
| Volatility (ann.) | 7.12% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.13 | 0.57 |
| Skew | 6.41 | 0.2 |
| Kurtosis | 162.3 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.68% |
| Expected Yearly % | 3.12% | 31.15% |
| Kelly Criterion | -1.15% | 12.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11401217:BTCUSD | 11401217:btcusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 12.88 | -0.23 | + |
| 2023 | 155.54 | 3.61 | 0.02 | - |
| 2024 | 121.00 | -12.66 | -0.10 | - |
| 2025 | 16.76 | 10.71 | 0.64 | - |
| Metric | 11401217:btcusd:triple_med_gx:lsma100_135 | 11401217:BTCUSD |
|---|---|---|
| MTD | 3.89% | 4.16% |
| 3M | 10.62% | 31.46% |
| 6M | 10.06% | 12.77% |
| YTD | 10.71% | 16.76% |
| 1Y | 6.2% | 56.84% |
| 3Y (ann.) | -3.09% | 55.31% |
| 5Y (ann.) | 3.74% | 38.19% |
| Metric | 11401217:btcusd:triple_med_gx:lsma100_135 | 11401217:BTCUSD |
|---|---|---|
| Max Drawdown | -28.37% | -67.18% |
| Longest DD Days | 772.0 | 683.0 |
| Avg. Drawdown | -5.09% | -6.97% |
| Avg. Drawdown Days | 98.0 | 36.0 |
| Recovery Factor | 0.46 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-01 | 2025-06-11 | -28.37 | 772 |
| 2022-06-21 | 2023-03-13 | -12.51 | 265 |
| 2022-05-16 | 2022-05-19 | -5.10 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-20 | 2022-05-15 | -4.26 | 25 |
| 2023-04-11 | 2023-04-27 | -0.38 | 15 |
| 2022-03-05 | 2022-03-05 | -0.18 | 0 |
| 2022-04-19 | 2022-04-19 | -0.18 | 0 |
| 2022-02-27 | 2022-02-27 | -0.18 | 0 |
| 2023-04-10 | 2023-04-10 | -0.18 | 0 |
| Metric | 11401217:btcusd:triple_med_gx:lsma100_135 | 11401217:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.6% | 35.75% |
| Worst Week | -6.46% | -29.64% |
| Best Month | 11.66% | 43.77% |
| Worst Month | -9.89% | -37.12% |
| Best Year | 12.88% | 155.54% |
| Worst Year | -12.66% | -55.14% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 2.47% | 8.28% |
| Avg. Down Week | -1.6% | -3.09% |
| Avg. Up Month | 3.36% | 12.09% |
| Avg. Down Month | -3.83% | -12.54% |
| Win Days % | 42.52% | 51.32% |
| Win Month % | 54.05% | 60.98% |
| Win Week % | 40.3% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |