| Metric | 11403082:btcusd:triple_med_gx:lsma100_140 | 11403082:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 8.28% | 161.99% |
| Max Drawdown | -23.84% | -67.18% |
| Sharpe | 0.12 | 0.41 |
| Sortino | 0.18 | 0.59 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 75.4 | 3.09 |
| Outlier Loss Ratio | 4.08 | 2.9 |
| Volatility (ann.) | 6.87% | 26.28% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.1 | 0.5 |
| Skew | 2.57 | 0.18 |
| Kurtosis | 148.53 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.38% |
| Expected Yearly % | 2.01% | 27.22% |
| Kelly Criterion | -2.23% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.23% |
| Expected Shortfall (cVaR) | -0.59% | -2.23% |
| Year | 11403082:BTCUSD | 11403082:btcusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 20.47 | -0.34 | + |
| 2023 | 155.54 | 2.19 | 0.01 | - |
| 2024 | 121.00 | -10.84 | -0.09 | - |
| 2025 | 16.76 | -1.35 | -0.08 | - |
| Metric | 11403082:btcusd:triple_med_gx:lsma100_140 | 11403082:BTCUSD |
|---|---|---|
| MTD | 0.71% | 4.16% |
| 3M | 2.78% | 31.46% |
| 6M | -0.88% | 12.77% |
| YTD | -1.35% | 16.76% |
| 1Y | -1.36% | 56.84% |
| 3Y (ann.) | -1.46% | 55.31% |
| 5Y (ann.) | 2.4% | 33.33% |
| Metric | 11403082:btcusd:triple_med_gx:lsma100_140 | 11403082:BTCUSD |
|---|---|---|
| Max Drawdown | -23.84% | -67.18% |
| Longest DD Days | 646.0 | 683.0 |
| Avg. Drawdown | -3.75% | -6.97% |
| Avg. Drawdown Days | 66.0 | 36.0 |
| Recovery Factor | 0.35 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-04 | 2025-06-11 | -23.84 | 646 |
| 2022-11-18 | 2023-04-11 | -6.50 | 144 |
| 2022-04-21 | 2022-06-23 | -6.17 | 62 |
| 2023-04-11 | 2023-05-26 | -4.09 | 44 |
| 2022-08-11 | 2022-09-28 | -4.03 | 48 |
| 2022-02-27 | 2022-02-28 | -3.43 | 1 |
| 2023-06-18 | 2023-08-29 | -3.15 | 72 |
| 2022-03-06 | 2022-04-20 | -3.07 | 45 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-06-23 | 2022-06-23 | -1.54 | 0 |
| Metric | 11403082:btcusd:triple_med_gx:lsma100_140 | 11403082:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 11.53% | 35.75% |
| Worst Week | -6.52% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -10.46% | -37.12% |
| Best Year | 20.47% | 155.54% |
| Worst Year | -10.84% | -60.27% |
| Avg. Up Day | 0.8% | 0.83% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 1.7% | 7.61% |
| Avg. Down Week | -1.79% | -3.49% |
| Avg. Up Month | 2.71% | 8.98% |
| Avg. Down Month | -3.14% | -8.84% |
| Win Days % | 45.26% | 51.27% |
| Win Month % | 51.28% | 60.98% |
| Win Week % | 45.9% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |