| Metric | 11385394:btcusd:triple_med_gx:lsma110_80 | 11385394:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 12.61% | 157.49% |
| Max Drawdown | -14.46% | -67.18% |
| Sharpe | 0.18 | 0.4 |
| Sortino | 0.26 | 0.58 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 75.87 | 2.96 |
| Outlier Loss Ratio | 3.99 | 2.98 |
| Volatility (ann.) | 6.02% | 26.25% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.25 | 0.49 |
| Skew | 0.66 | 0.18 |
| Kurtosis | 59.29 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.33% |
| Expected Yearly % | 3.01% | 26.67% |
| Kelly Criterion | 0.3% | 7.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.23% |
| Expected Shortfall (cVaR) | -0.52% | -2.23% |
| Year | 11385394:BTCUSD | 11385394:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 5.32 | -0.09 | + |
| 2023 | 155.54 | 6.44 | 0.04 | - |
| 2024 | 121.00 | 8.70 | 0.07 | - |
| 2025 | 17.02 | -7.59 | -0.45 | - |
| Metric | 11385394:btcusd:triple_med_gx:lsma110_80 | 11385394:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.17% | 31.76% |
| 6M | -7.59% | 12.25% |
| YTD | -7.59% | 17.02% |
| 1Y | 2.36% | 57.19% |
| 3Y (ann.) | 4.71% | 55.42% |
| 5Y (ann.) | 3.63% | 32.86% |
| Metric | 11385394:btcusd:triple_med_gx:lsma110_80 | 11385394:BTCUSD |
|---|---|---|
| Max Drawdown | -14.46% | -67.18% |
| Longest DD Days | 264.0 | 683.0 |
| Avg. Drawdown | -3.04% | -7.07% |
| Avg. Drawdown Days | 72.0 | 37.0 |
| Recovery Factor | 0.87 | 2.34 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -14.46 | 264 |
| 2022-10-05 | 2023-05-27 | -8.13 | 234 |
| 2023-05-29 | 2024-02-02 | -6.55 | 249 |
| 2022-03-11 | 2022-07-05 | -6.18 | 115 |
| 2022-07-05 | 2022-09-10 | -3.83 | 67 |
| 2024-02-03 | 2024-08-23 | -3.83 | 201 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-25 | 2024-09-18 | -1.14 | 24 |
| 2024-02-03 | 2024-02-03 | -0.47 | 0 |
| Metric | 11385394:btcusd:triple_med_gx:lsma110_80 | 11385394:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 5.11% | 35.75% |
| Worst Week | -12.46% | -29.64% |
| Best Month | 5.91% | 43.77% |
| Worst Month | -12.46% | -37.12% |
| Best Year | 8.7% | 155.54% |
| Worst Year | -7.59% | -61.04% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 2.55% | 8.94% |
| Avg. Down Week | -2.81% | -5.28% |
| Avg. Up Month | 3.11% | 15.51% |
| Avg. Down Month | -4.08% | -12.06% |
| Win Days % | 46.9% | 51.27% |
| Win Month % | 53.57% | 60.98% |
| Win Week % | 53.49% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |