| Metric | 11382868:btcusd:triple_med_gx:lsma110_70 | 11382868:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 32.66% | 152.93% |
| Max Drawdown | -11.43% | -67.18% |
| Sharpe | 0.38 | 0.4 |
| Sortino | 0.63 | 0.58 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 76.06 | 2.93 |
| Outlier Loss Ratio | 4.04 | 2.89 |
| Volatility (ann.) | 6.01% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.78 | 0.48 |
| Skew | 2.82 | 0.18 |
| Kurtosis | 83.84 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.29% |
| Expected Yearly % | 7.32% | 26.11% |
| Kelly Criterion | 6.92% | 11.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.23% |
| Expected Shortfall (cVaR) | -0.51% | -2.23% |
| Year | 11382868:BTCUSD | 11382868:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 13.02 | -0.21 | + |
| 2023 | 155.54 | 14.10 | 0.09 | - |
| 2024 | 121.00 | 3.75 | 0.03 | - |
| 2025 | 17.02 | -0.86 | -0.05 | - |
| Metric | 11382868:btcusd:triple_med_gx:lsma110_70 | 11382868:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.51% | 31.76% |
| 6M | -0.86% | 12.25% |
| YTD | -0.86% | 17.02% |
| 1Y | 10.95% | 57.19% |
| 3Y (ann.) | 8.73% | 55.42% |
| 5Y (ann.) | 8.9% | 32.3% |
| Metric | 11382868:btcusd:triple_med_gx:lsma110_70 | 11382868:BTCUSD |
|---|---|---|
| Max Drawdown | -11.43% | -67.18% |
| Longest DD Days | 262.0 | 683.0 |
| Avg. Drawdown | -3.26% | -7.61% |
| Avg. Drawdown Days | 55.0 | 38.0 |
| Recovery Factor | 2.86 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-11 | 2024-09-17 | -11.43 | 250 |
| 2024-10-21 | 2025-06-11 | -10.56 | 233 |
| 2023-03-18 | 2023-12-05 | -6.73 | 262 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-10-05 | 2022-11-30 | -4.58 | 56 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-12-01 | 2023-01-11 | -2.99 | 41 |
| 2023-02-27 | 2023-03-17 | -2.11 | 18 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| Metric | 11382868:btcusd:triple_med_gx:lsma110_70 | 11382868:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 9.39% | 35.75% |
| Worst Week | -7.39% | -29.64% |
| Best Month | 8.32% | 43.77% |
| Worst Month | -7.65% | -37.12% |
| Best Year | 14.1% | 155.54% |
| Worst Year | -0.86% | -61.73% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.66% | -0.69% |
| Avg. Up Week | 4.25% | 10.78% |
| Avg. Down Week | -2.27% | -4.64% |
| Avg. Up Month | 3.51% | 18.99% |
| Avg. Down Month | -2.51% | -5.7% |
| Win Days % | 48.35% | 51.27% |
| Win Month % | 62.5% | 60.98% |
| Win Week % | 46.15% | 50.28% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 75.0% | 75.0% |