| Metric | 11386911:btcusd:triple_med_gx:lsma100_85 | 11386911:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 17.62% | 174.71% |
| Max Drawdown | -6.27% | -67.18% |
| Sharpe | 0.35 | 0.41 |
| Sortino | 0.6 | 0.6 |
| Payoff Ratio | 1.53 | 1.55 |
| Profit Factor | 1.36 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.91 | 0.85 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 173.14 | 2.62 |
| Outlier Loss Ratio | 4.17 | 2.5 |
| Volatility (ann.) | 3.54% | 26.04% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.78 | 0.51 |
| Skew | 4.3 | 0.18 |
| Kurtosis | 185.27 | 6.56 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.44% |
| Expected Yearly % | 4.14% | 28.74% |
| Kelly Criterion | 6.7% | 19.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.21% |
| Expected Shortfall (cVaR) | -0.3% | -2.21% |
| Year | 11386911:BTCUSD | 11386911:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 7.41 | -0.12 | + |
| 2023 | 155.54 | 4.81 | 0.03 | - |
| 2024 | 121.00 | 0.11 | 0.00 | - |
| 2025 | 27.10 | 4.36 | 0.16 | - |
| Metric | 11386911:btcusd:triple_med_gx:lsma100_85 | 11386911:BTCUSD |
|---|---|---|
| MTD | -0.9% | 10.71% |
| 3M | 0.2% | 41.88% |
| 6M | 4.36% | 22.91% |
| YTD | 4.36% | 27.1% |
| 1Y | 2.44% | 82.29% |
| 3Y (ann.) | 4.67% | 77.48% |
| 5Y (ann.) | 4.87% | 34.48% |
| Metric | 11386911:btcusd:triple_med_gx:lsma100_85 | 11386911:BTCUSD |
|---|---|---|
| Max Drawdown | -6.27% | -67.18% |
| Longest DD Days | 311.0 | 683.0 |
| Avg. Drawdown | -2.34% | -7.35% |
| Avg. Drawdown Days | 81.0 | 37.0 |
| Recovery Factor | 2.81 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-04-17 | -6.27 | 208 |
| 2023-09-08 | 2024-07-15 | -4.28 | 311 |
| 2022-07-05 | 2022-10-04 | -3.83 | 91 |
| 2025-05-19 | 2025-07-17 | -3.29 | 59 |
| 2022-10-05 | 2023-03-17 | -3.06 | 163 |
| 2022-05-26 | 2022-07-03 | -3.04 | 37 |
| 2023-05-29 | 2023-06-21 | -1.68 | 23 |
| 2023-06-21 | 2023-09-07 | -1.67 | 78 |
| 2024-07-15 | 2024-09-19 | -1.60 | 66 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11386911:btcusd:triple_med_gx:lsma100_85 | 11386911:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 4.15% | 35.75% |
| Worst Week | -2.18% | -29.64% |
| Best Month | 4.15% | 43.77% |
| Worst Month | -2.18% | -37.12% |
| Best Year | 7.41% | 155.54% |
| Worst Year | 0.11% | -61.73% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.6% | -0.6% |
| Avg. Up Week | 1.75% | 8.34% |
| Avg. Down Week | -1.56% | -4.0% |
| Avg. Up Month | 1.55% | 14.74% |
| Avg. Down Month | -0.75% | -9.82% |
| Win Days % | 43.56% | 51.29% |
| Win Month % | 59.09% | 61.9% |
| Win Week % | 60.0% | 51.1% |
| Win Quarter % | 53.85% | 60.0% |
| Win Year % | 100.0% | 75.0% |