| Metric | 11402973:btcusd:triple_med_gx:lsma100_140 | 11402973:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 14.1% | 161.99% |
| Max Drawdown | -25.86% | -67.18% |
| Sharpe | 0.17 | 0.41 |
| Sortino | 0.28 | 0.59 |
| Payoff Ratio | 1.28 | 1.18 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.6 | 0.64 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 62.59 | 3.15 |
| Outlier Loss Ratio | 4.23 | 3.0 |
| Volatility (ann.) | 7.69% | 26.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.16 | 0.5 |
| Skew | 6.01 | 0.18 |
| Kurtosis | 142.91 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.38% |
| Expected Yearly % | 3.35% | 27.22% |
| Kelly Criterion | -1.44% | 9.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.23% |
| Expected Shortfall (cVaR) | -0.66% | -2.23% |
| Year | 11402973:BTCUSD | 11402973:btcusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 14.06 | -0.23 | + |
| 2023 | 155.54 | 7.80 | 0.05 | - |
| 2024 | 121.00 | -12.72 | -0.11 | - |
| 2025 | 16.76 | 6.32 | 0.38 | - |
| Metric | 11402973:btcusd:triple_med_gx:lsma100_140 | 11402973:BTCUSD |
|---|---|---|
| MTD | 3.0% | 4.16% |
| 3M | 6.84% | 31.46% |
| 6M | 8.84% | 12.77% |
| YTD | 6.32% | 16.76% |
| 1Y | 0.21% | 56.84% |
| 3Y (ann.) | -1.78% | 55.31% |
| 5Y (ann.) | 4.02% | 33.33% |
| Metric | 11402973:btcusd:triple_med_gx:lsma100_140 | 11402973:BTCUSD |
|---|---|---|
| Max Drawdown | -25.86% | -67.18% |
| Longest DD Days | 791.0 | 683.0 |
| Avg. Drawdown | -3.99% | -6.97% |
| Avg. Drawdown Days | 92.0 | 36.0 |
| Recovery Factor | 0.55 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-11 | 2025-06-11 | -25.86 | 791 |
| 2022-05-16 | 2023-03-13 | -12.19 | 301 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-20 | 2022-04-25 | -3.08 | 5 |
| 2022-04-26 | 2022-04-27 | -0.66 | 1 |
| 2022-03-04 | 2022-03-05 | -0.55 | 0 |
| 2022-05-15 | 2022-05-15 | -0.18 | 0 |
| 2022-02-27 | 2022-02-27 | -0.18 | 0 |
| 2022-03-09 | 2022-03-09 | -0.18 | 0 |
| 2022-04-19 | 2022-04-19 | -0.18 | 0 |
| Metric | 11402973:btcusd:triple_med_gx:lsma100_140 | 11402973:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.4% | 35.75% |
| Worst Week | -6.46% | -29.64% |
| Best Month | 11.66% | 43.77% |
| Worst Month | -7.52% | -37.12% |
| Best Year | 14.06% | 155.54% |
| Worst Year | -12.72% | -60.27% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.7% | -0.79% |
| Avg. Up Week | 2.36% | 7.43% |
| Avg. Down Week | -1.89% | -3.06% |
| Avg. Up Month | 3.22% | 10.97% |
| Avg. Down Month | -3.02% | -11.71% |
| Win Days % | 43.02% | 51.27% |
| Win Month % | 52.63% | 60.98% |
| Win Week % | 43.48% | 50.56% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |