| Metric | 11385558:btcusd:triple_med_gx:lsma100_80 | 11385558:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 31.75% | 196.26% |
| Max Drawdown | -6.02% | -67.18% |
| Sharpe | 0.5 | 0.44 |
| Sortino | 0.87 | 0.63 |
| Payoff Ratio | 1.45 | 1.36 |
| Profit Factor | 1.42 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.97 | 0.75 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 123.48 | 2.8 |
| Outlier Loss Ratio | 4.04 | 2.63 |
| Volatility (ann.) | 4.22% | 26.03% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.4 | 0.56 |
| Skew | 4.28 | 0.18 |
| Kurtosis | 115.64 | 6.58 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.62% |
| Expected Yearly % | 7.14% | 31.19% |
| Kelly Criterion | 10.27% | 15.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.21% |
| Expected Shortfall (cVaR) | -0.36% | -2.21% |
| Year | 11385558:BTCUSD | 11385558:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 8.17 | -0.14 | + |
| 2023 | 155.54 | 8.00 | 0.05 | - |
| 2024 | 121.00 | 6.82 | 0.06 | - |
| 2025 | 27.10 | 5.58 | 0.21 | - |
| Metric | 11385558:btcusd:triple_med_gx:lsma100_80 | 11385558:BTCUSD |
|---|---|---|
| MTD | 1.43% | 10.71% |
| 3M | 0.38% | 41.88% |
| 6M | 5.58% | 22.91% |
| YTD | 5.58% | 27.1% |
| 1Y | 13.13% | 82.29% |
| 3Y (ann.) | 8.84% | 77.48% |
| 5Y (ann.) | 8.43% | 37.53% |
| Metric | 11385558:btcusd:triple_med_gx:lsma100_80 | 11385558:BTCUSD |
|---|---|---|
| Max Drawdown | -6.02% | -67.18% |
| Longest DD Days | 375.0 | 683.0 |
| Avg. Drawdown | -2.56% | -6.96% |
| Avg. Drawdown Days | 67.0 | 36.0 |
| Recovery Factor | 5.27 | 2.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-08 | 2024-09-17 | -6.02 | 375 |
| 2024-09-20 | 2025-03-16 | -5.69 | 177 |
| 2022-05-26 | 2022-07-04 | -4.66 | 39 |
| 2025-05-21 | 2025-07-17 | -4.47 | 56 |
| 2022-10-05 | 2023-05-28 | -4.10 | 235 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2025-03-17 | 2025-04-17 | -3.25 | 30 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2023-05-29 | 2023-06-20 | -1.68 | 22 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| Metric | 11385558:btcusd:triple_med_gx:lsma100_80 | 11385558:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 7.33% | 35.75% |
| Worst Week | -3.82% | -29.64% |
| Best Month | 7.33% | 43.77% |
| Worst Month | -2.79% | -37.12% |
| Best Year | 8.17% | 155.54% |
| Worst Year | 5.58% | -58.73% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.62% | -0.68% |
| Avg. Up Week | 2.32% | 7.83% |
| Avg. Down Week | -1.6% | -3.65% |
| Avg. Up Month | 2.71% | 13.26% |
| Avg. Down Month | -1.33% | -10.19% |
| Win Days % | 46.93% | 51.32% |
| Win Month % | 66.67% | 61.9% |
| Win Week % | 65.52% | 51.1% |
| Win Quarter % | 53.85% | 60.0% |
| Win Year % | 100.0% | 75.0% |