| Metric | 11386548:btcusd:triple_med_gx:lsma100_85 | 11386548:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 37.52% | 183.93% |
| Max Drawdown | -8.67% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.63 | 0.62 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.77 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 73.46 | 3.0 |
| Outlier Loss Ratio | 3.71 | 2.83 |
| Volatility (ann.) | 6.86% | 26.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.15 | 0.54 |
| Skew | 3.61 | 0.2 |
| Kurtosis | 104.09 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.58% |
| Expected Yearly % | 8.29% | 29.81% |
| Kelly Criterion | 5.73% | 12.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.24% |
| Expected Shortfall (cVaR) | -0.58% | -2.24% |
| Year | 11386548:BTCUSD | 11386548:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 12.63 | -0.22 | + |
| 2023 | 155.54 | 5.68 | 0.04 | - |
| 2024 | 121.00 | 13.79 | 0.11 | - |
| 2025 | 17.02 | 1.53 | 0.09 | - |
| Metric | 11386548:btcusd:triple_med_gx:lsma100_85 | 11386548:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.57% | 31.76% |
| 6M | -0.22% | 12.25% |
| YTD | 1.53% | 17.02% |
| 1Y | 6.38% | 57.19% |
| 3Y (ann.) | 10.26% | 55.42% |
| 5Y (ann.) | 9.95% | 36.44% |
| Metric | 11386548:btcusd:triple_med_gx:lsma100_85 | 11386548:BTCUSD |
|---|---|---|
| Max Drawdown | -8.67% | -67.18% |
| Longest DD Days | 353.0 | 683.0 |
| Avg. Drawdown | -2.75% | -6.73% |
| Avg. Drawdown Days | 44.0 | 34.0 |
| Recovery Factor | 4.33 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -8.67 | 175 |
| 2022-04-26 | 2022-07-19 | -8.62 | 84 |
| 2023-03-17 | 2024-03-04 | -8.49 | 353 |
| 2022-07-30 | 2022-09-09 | -7.22 | 40 |
| 2024-03-05 | 2024-05-04 | -6.63 | 60 |
| 2024-07-03 | 2024-09-17 | -5.96 | 76 |
| 2022-10-05 | 2023-03-17 | -4.75 | 163 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-12-16 | 2024-12-16 | -1.38 | 0 |
| Metric | 11386548:btcusd:triple_med_gx:lsma100_85 | 11386548:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.57% | 35.75% |
| Worst Week | -4.81% | -29.64% |
| Best Month | 9.05% | 43.77% |
| Worst Month | -4.24% | -37.12% |
| Best Year | 13.79% | 155.54% |
| Worst Year | 1.53% | -57.04% |
| Avg. Up Day | 0.97% | 1.0% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 2.99% | 8.35% |
| Avg. Down Week | -2.09% | -5.23% |
| Avg. Up Month | 3.37% | 18.24% |
| Avg. Down Month | -1.83% | -14.33% |
| Win Days % | 46.44% | 51.31% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 52.63% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |