| Metric | 11386812:btcusd:triple_med_gx:lsma100_85 | 11386812:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 12.72% | 158.34% |
| Max Drawdown | -8.84% | -67.18% |
| Sharpe | 0.24 | 0.4 |
| Sortino | 0.4 | 0.58 |
| Payoff Ratio | 1.47 | 1.38 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.73 | 0.76 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 144.71 | 2.69 |
| Outlier Loss Ratio | 4.36 | 2.59 |
| Volatility (ann.) | 4.04% | 26.26% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.41 | 0.49 |
| Skew | 3.96 | 0.18 |
| Kurtosis | 149.14 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.34% |
| Expected Yearly % | 3.04% | 26.78% |
| Kelly Criterion | 1.82% | 16.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.23% |
| Expected Shortfall (cVaR) | -0.35% | -2.23% |
| Year | 11386812:BTCUSD | 11386812:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 2.80 | -0.05 | + |
| 2023 | 155.54 | 8.46 | 0.05 | - |
| 2024 | 121.00 | 6.23 | 0.05 | - |
| 2025 | 17.02 | -4.84 | -0.28 | - |
| Metric | 11386812:btcusd:triple_med_gx:lsma100_85 | 11386812:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.97% | 31.76% |
| 6M | -4.84% | 12.25% |
| YTD | -4.84% | 17.02% |
| 1Y | 5.38% | 57.19% |
| 3Y (ann.) | 4.74% | 55.42% |
| 5Y (ann.) | 3.67% | 33.06% |
| Metric | 11386812:btcusd:triple_med_gx:lsma100_85 | 11386812:BTCUSD |
|---|---|---|
| Max Drawdown | -8.84% | -67.18% |
| Longest DD Days | 233.0 | 683.0 |
| Avg. Drawdown | -3.08% | -6.83% |
| Avg. Drawdown Days | 98.0 | 36.0 |
| Recovery Factor | 1.44 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -8.84 | 233 |
| 2022-10-05 | 2023-03-17 | -5.57 | 163 |
| 2022-05-04 | 2022-07-04 | -4.72 | 61 |
| 2024-01-11 | 2024-08-23 | -4.24 | 225 |
| 2022-03-12 | 2022-05-04 | -3.71 | 53 |
| 2023-05-29 | 2023-12-05 | -3.05 | 190 |
| 2023-03-18 | 2023-05-28 | -1.34 | 71 |
| 2024-09-19 | 2024-10-20 | -1.23 | 31 |
| 2024-08-24 | 2024-09-18 | -0.59 | 25 |
| 2022-09-11 | 2022-10-04 | -0.45 | 23 |
| Metric | 11386812:btcusd:triple_med_gx:lsma100_85 | 11386812:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 5.94% | 35.75% |
| Worst Week | -3.9% | -29.64% |
| Best Month | 5.93% | 43.77% |
| Worst Month | -3.9% | -37.12% |
| Best Year | 8.46% | 155.54% |
| Worst Year | -4.84% | -60.91% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.6% | -0.64% |
| Avg. Up Week | 2.61% | 9.36% |
| Avg. Down Week | -1.47% | -3.68% |
| Avg. Up Month | 2.61% | 10.03% |
| Avg. Down Month | -0.88% | -10.19% |
| Win Days % | 41.59% | 51.26% |
| Win Month % | 48.15% | 60.98% |
| Win Week % | 45.71% | 50.28% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |