| Metric | 11385252:btcusd:triple_med_gx:lsma100_80 | 11385252:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 26.49% | 162.54% |
| Max Drawdown | -16.65% | -67.18% |
| Sharpe | 0.3 | 0.41 |
| Sortino | 0.5 | 0.59 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.7 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 78.65 | 2.9 |
| Outlier Loss Ratio | 3.85 | 2.83 |
| Volatility (ann.) | 6.47% | 26.29% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.44 | 0.5 |
| Skew | 3.81 | 0.18 |
| Kurtosis | 142.45 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.38% |
| Expected Yearly % | 6.05% | 27.29% |
| Kelly Criterion | 3.33% | 10.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.23% |
| Expected Shortfall (cVaR) | -0.55% | -2.23% |
| Year | 11385252:BTCUSD | 11385252:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 7.43 | -0.12 | + |
| 2023 | 155.54 | 3.48 | 0.02 | - |
| 2024 | 121.00 | 27.32 | 0.23 | - |
| 2025 | 17.02 | -10.63 | -0.62 | - |
| Metric | 11385252:btcusd:triple_med_gx:lsma100_80 | 11385252:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.57% | 31.76% |
| 6M | -16.17% | 12.25% |
| YTD | -10.63% | 17.02% |
| 1Y | -3.32% | 57.19% |
| 3Y (ann.) | 8.14% | 55.42% |
| 5Y (ann.) | 7.28% | 33.45% |
| Metric | 11385252:btcusd:triple_med_gx:lsma100_80 | 11385252:BTCUSD |
|---|---|---|
| Max Drawdown | -16.65% | -67.18% |
| Longest DD Days | 451.0 | 683.0 |
| Avg. Drawdown | -2.48% | -7.17% |
| Avg. Drawdown Days | 51.0 | 37.0 |
| Recovery Factor | 1.59 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -16.65 | 175 |
| 2022-09-10 | 2023-12-05 | -10.64 | 451 |
| 2022-03-09 | 2022-09-09 | -8.84 | 183 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-19 | 2024-11-10 | -2.51 | 51 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-02-03 | 2024-04-06 | -1.13 | 63 |
| 2022-03-08 | 2022-03-09 | -1.06 | 0 |
| 2024-08-22 | 2024-09-17 | -1.04 | 26 |
| 2024-05-05 | 2024-05-05 | -0.86 | 0 |
| Metric | 11385252:btcusd:triple_med_gx:lsma100_80 | 11385252:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -6.2% | -29.64% |
| Best Month | 11.04% | 43.77% |
| Worst Month | -6.2% | -37.12% |
| Best Year | 27.32% | 155.54% |
| Worst Year | -10.63% | -60.27% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.14% | 8.97% |
| Avg. Down Week | -2.45% | -4.95% |
| Avg. Up Month | 4.74% | 18.05% |
| Avg. Down Month | -3.15% | -10.48% |
| Win Days % | 46.47% | 51.29% |
| Win Month % | 46.88% | 60.98% |
| Win Week % | 50.0% | 50.56% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |