| Metric | 11386879:btcusd:triple_med_gx:lsma110_85 | 11386879:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 16.19% | 147.72% |
| Max Drawdown | -9.97% | -67.18% |
| Sharpe | 0.26 | 0.39 |
| Sortino | 0.39 | 0.57 |
| Payoff Ratio | 1.22 | 1.13 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 108.12 | 2.8 |
| Outlier Loss Ratio | 4.08 | 2.68 |
| Volatility (ann.) | 4.81% | 26.27% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.46 | 0.47 |
| Skew | 0.63 | 0.18 |
| Kurtosis | 113.12 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.24% |
| Expected Yearly % | 3.82% | 25.46% |
| Kelly Criterion | 4.35% | 8.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.23% |
| Expected Shortfall (cVaR) | -0.41% | -2.23% |
| Year | 11386879:BTCUSD | 11386879:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 15.84 | -0.25 | + |
| 2023 | 155.54 | -2.44 | -0.02 | - |
| 2024 | 121.00 | -0.95 | -0.01 | - |
| 2025 | 17.02 | 3.80 | 0.22 | - |
| Metric | 11386879:btcusd:triple_med_gx:lsma110_85 | 11386879:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.43% | 31.76% |
| 6M | 3.8% | 12.25% |
| YTD | 3.8% | 17.02% |
| 1Y | 8.58% | 57.19% |
| 3Y (ann.) | 3.54% | 55.42% |
| 5Y (ann.) | 4.63% | 31.44% |
| Metric | 11386879:btcusd:triple_med_gx:lsma110_85 | 11386879:BTCUSD |
|---|---|---|
| Max Drawdown | -9.97% | -67.18% |
| Longest DD Days | 660.0 | 683.0 |
| Avg. Drawdown | -2.9% | -7.67% |
| Avg. Drawdown Days | 75.0 | 38.0 |
| Recovery Factor | 1.62 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2025-03-19 | -9.97 | 660 |
| 2023-03-01 | 2023-05-28 | -6.28 | 88 |
| 2022-10-05 | 2023-03-01 | -4.78 | 147 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-04-21 | -3.63 | 32 |
| 2025-05-19 | 2025-06-11 | -3.40 | 23 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2025-04-21 | 2025-05-18 | -1.13 | 27 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| 2022-09-12 | 2022-09-12 | -0.24 | 0 |
| Metric | 11386879:btcusd:triple_med_gx:lsma110_85 | 11386879:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.64% | 35.75% |
| Worst Week | -4.75% | -29.64% |
| Best Month | 7.64% | 43.77% |
| Worst Month | -3.31% | -37.12% |
| Best Year | 15.84% | 155.54% |
| Worst Year | -2.44% | -62.52% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.62% | -0.67% |
| Avg. Up Week | 2.3% | 9.4% |
| Avg. Down Week | -1.74% | -4.07% |
| Avg. Up Month | 2.47% | 18.31% |
| Avg. Down Month | -1.11% | -7.5% |
| Win Days % | 47.51% | 51.26% |
| Win Month % | 56.0% | 58.54% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 50.0% | 75.0% |