| Metric | 11385488:btcusd:triple_med_gx:lsma100_80 | 11385488:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 17.78% | 147.72% |
| Max Drawdown | -10.98% | -67.18% |
| Sharpe | 0.28 | 0.39 |
| Sortino | 0.43 | 0.57 |
| Payoff Ratio | 1.28 | 1.28 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.72 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 118.96 | 2.77 |
| Outlier Loss Ratio | 3.74 | 2.61 |
| Volatility (ann.) | 4.81% | 26.27% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.46 | 0.47 |
| Skew | 1.4 | 0.18 |
| Kurtosis | 130.16 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.24% |
| Expected Yearly % | 4.18% | 25.46% |
| Kelly Criterion | 3.92% | 13.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.23% |
| Expected Shortfall (cVaR) | -0.41% | -2.23% |
| Year | 11385488:BTCUSD | 11385488:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 5.74 | -0.09 | + |
| 2023 | 155.54 | 11.77 | 0.08 | - |
| 2024 | 121.00 | -1.37 | -0.01 | - |
| 2025 | 17.02 | 1.05 | 0.06 | - |
| Metric | 11385488:btcusd:triple_med_gx:lsma100_80 | 11385488:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.88% | 31.76% |
| 6M | 1.05% | 12.25% |
| YTD | 1.05% | 17.02% |
| 1Y | 9.5% | 57.19% |
| 3Y (ann.) | 6.32% | 55.42% |
| 5Y (ann.) | 5.06% | 31.44% |
| Metric | 11385488:btcusd:triple_med_gx:lsma100_80 | 11385488:BTCUSD |
|---|---|---|
| Max Drawdown | -10.98% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -3.14% | -7.67% |
| Avg. Drawdown Days | 85.0 | 38.0 |
| Recovery Factor | 1.62 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-08 | 2024-09-18 | -10.98 | 376 |
| 2024-09-20 | 2025-06-11 | -9.47 | 264 |
| 2022-05-26 | 2022-07-04 | -4.66 | 39 |
| 2022-07-05 | 2022-10-04 | -4.18 | 91 |
| 2022-10-05 | 2022-11-30 | -2.75 | 56 |
| 2022-12-01 | 2023-03-17 | -2.67 | 106 |
| 2023-06-21 | 2023-09-07 | -1.69 | 78 |
| 2023-05-29 | 2023-06-21 | -1.51 | 23 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2023-03-18 | 2023-05-28 | -0.97 | 70 |
| Metric | 11385488:btcusd:triple_med_gx:lsma100_80 | 11385488:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 5.53% | 35.75% |
| Worst Week | -7.57% | -29.64% |
| Best Month | 5.53% | 43.77% |
| Worst Month | -7.54% | -37.12% |
| Best Year | 11.77% | 155.54% |
| Worst Year | -1.37% | -62.52% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.68% | -0.69% |
| Avg. Up Week | 2.13% | 9.3% |
| Avg. Down Week | -3.19% | -3.23% |
| Avg. Up Month | 2.42% | 14.32% |
| Avg. Down Month | -1.38% | -10.19% |
| Win Days % | 46.06% | 51.26% |
| Win Month % | 62.5% | 58.54% |
| Win Week % | 67.74% | 50.28% |
| Win Quarter % | 58.33% | 57.14% |
| Win Year % | 75.0% | 75.0% |