| Metric | 11385423:btcusd:triple_med_gx:lsma100_80 | 11385423:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 11.07% | 158.34% |
| Max Drawdown | -9.33% | -67.18% |
| Sharpe | 0.19 | 0.4 |
| Sortino | 0.3 | 0.58 |
| Payoff Ratio | 1.31 | 1.27 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.65 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 115.72 | 2.78 |
| Outlier Loss Ratio | 3.97 | 2.66 |
| Volatility (ann.) | 4.74% | 26.26% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.34 | 0.49 |
| Skew | 2.47 | 0.18 |
| Kurtosis | 110.67 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.34% |
| Expected Yearly % | 2.66% | 26.78% |
| Kelly Criterion | 0.92% | 12.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.23% |
| Expected Shortfall (cVaR) | -0.41% | -2.23% |
| Year | 11385423:BTCUSD | 11385423:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 6.20 | -0.10 | + |
| 2023 | 155.54 | 6.32 | 0.04 | - |
| 2024 | 121.00 | 5.09 | 0.04 | - |
| 2025 | 17.02 | -6.40 | -0.38 | - |
| Metric | 11385423:btcusd:triple_med_gx:lsma100_80 | 11385423:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.9% | 31.76% |
| 6M | -6.4% | 12.25% |
| YTD | -6.4% | 17.02% |
| 1Y | 3.77% | 57.19% |
| 3Y (ann.) | 4.6% | 55.42% |
| 5Y (ann.) | 3.21% | 33.06% |
| Metric | 11385423:btcusd:triple_med_gx:lsma100_80 | 11385423:BTCUSD |
|---|---|---|
| Max Drawdown | -9.33% | -67.18% |
| Longest DD Days | 233.0 | 683.0 |
| Avg. Drawdown | -3.43% | -6.83% |
| Avg. Drawdown Days | 95.0 | 36.0 |
| Recovery Factor | 1.19 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -9.33 | 233 |
| 2022-03-11 | 2022-09-10 | -7.08 | 183 |
| 2022-12-01 | 2023-05-28 | -6.17 | 178 |
| 2024-01-11 | 2024-08-23 | -5.38 | 225 |
| 2022-10-05 | 2022-11-30 | -4.88 | 56 |
| 2023-06-22 | 2023-12-05 | -4.01 | 166 |
| 2023-05-29 | 2023-06-21 | -1.65 | 23 |
| 2024-09-19 | 2024-10-20 | -1.23 | 30 |
| 2024-08-24 | 2024-09-18 | -0.59 | 25 |
| 2022-09-11 | 2022-10-04 | -0.45 | 23 |
| Metric | 11385423:btcusd:triple_med_gx:lsma100_80 | 11385423:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 6.24% | 35.75% |
| Worst Week | -4.33% | -29.64% |
| Best Month | 6.24% | 43.77% |
| Worst Month | -5.55% | -37.12% |
| Best Year | 6.32% | 155.54% |
| Worst Year | -6.4% | -60.91% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.65% | -0.68% |
| Avg. Up Week | 2.52% | 9.21% |
| Avg. Down Week | -1.34% | -4.17% |
| Avg. Up Month | 2.78% | 11.51% |
| Avg. Down Month | -1.99% | -10.19% |
| Win Days % | 43.87% | 51.26% |
| Win Month % | 48.15% | 60.98% |
| Win Week % | 47.5% | 50.28% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |