| Metric | 11386570:btcusd:triple_med_gx:lsma100_85 | 11386570:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 41.05% | 183.63% |
| Max Drawdown | -9.17% | -67.18% |
| Sharpe | 0.44 | 0.43 |
| Sortino | 0.73 | 0.62 |
| Payoff Ratio | 1.22 | 1.11 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.8 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 79.71 | 2.89 |
| Outlier Loss Ratio | 3.83 | 2.73 |
| Volatility (ann.) | 6.33% | 26.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.18 | 0.54 |
| Skew | 4.42 | 0.2 |
| Kurtosis | 142.67 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.84% | 2.58% |
| Expected Yearly % | 8.98% | 29.77% |
| Kelly Criterion | 7.97% | 7.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.24% |
| Expected Shortfall (cVaR) | -0.54% | -2.24% |
| Year | 11386570:BTCUSD | 11386570:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 8.93 | -0.16 | + |
| 2023 | 155.54 | 11.44 | 0.07 | - |
| 2024 | 121.00 | 19.05 | 0.16 | - |
| 2025 | 17.02 | -2.40 | -0.14 | - |
| Metric | 11386570:btcusd:triple_med_gx:lsma100_85 | 11386570:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.01% | 31.76% |
| 6M | -2.91% | 12.25% |
| YTD | -2.4% | 17.02% |
| 1Y | 7.06% | 57.19% |
| 3Y (ann.) | 7.43% | 55.42% |
| 5Y (ann.) | 10.79% | 36.43% |
| Metric | 11386570:btcusd:triple_med_gx:lsma100_85 | 11386570:BTCUSD |
|---|---|---|
| Max Drawdown | -9.17% | -67.18% |
| Longest DD Days | 175.0 | 683.0 |
| Avg. Drawdown | -2.33% | -6.9% |
| Avg. Drawdown Days | 34.0 | 35.0 |
| Recovery Factor | 4.48 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -9.17 | 175 |
| 2022-03-25 | 2022-09-09 | -8.83 | 167 |
| 2022-10-04 | 2023-03-17 | -7.78 | 164 |
| 2024-07-04 | 2024-08-20 | -6.04 | 46 |
| 2023-08-08 | 2023-12-05 | -5.91 | 119 |
| 2024-01-17 | 2024-05-04 | -4.31 | 108 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-01-13 | 2024-01-16 | -3.23 | 3 |
| 2024-05-05 | 2024-05-15 | -2.79 | 9 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11386570:btcusd:triple_med_gx:lsma100_85 | 11386570:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.83% | 35.75% |
| Worst Week | -4.88% | -29.64% |
| Best Month | 9.83% | 43.77% |
| Worst Month | -5.04% | -37.12% |
| Best Year | 19.05% | 155.54% |
| Worst Year | -2.4% | -57.08% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.69% | -0.79% |
| Avg. Up Week | 3.27% | 8.14% |
| Avg. Down Week | -1.44% | -5.02% |
| Avg. Up Month | 4.87% | 19.78% |
| Avg. Down Month | -1.14% | -15.38% |
| Win Days % | 49.45% | 51.32% |
| Win Month % | 48.57% | 60.98% |
| Win Week % | 44.64% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |