| Metric | 11386948:btcusd:triple_med_gx:lsma110_85 | 11386948:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 22.48% | 172.77% |
| Max Drawdown | -6.71% | -67.18% |
| Sharpe | 0.36 | 0.42 |
| Sortino | 0.57 | 0.61 |
| Payoff Ratio | 1.31 | 1.28 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.8 | 0.7 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 115.5 | 2.79 |
| Outlier Loss Ratio | 4.05 | 2.65 |
| Volatility (ann.) | 4.56% | 26.26% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.94 | 0.53 |
| Skew | 2.03 | 0.19 |
| Kurtosis | 128.3 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.5% | 2.48% |
| Expected Yearly % | 5.2% | 28.51% |
| Kelly Criterion | 7.74% | 13.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.23% |
| Expected Shortfall (cVaR) | -0.39% | -2.23% |
| Year | 11386948:BTCUSD | 11386948:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 10.51 | -0.18 | + |
| 2023 | 155.54 | 4.90 | 0.03 | - |
| 2024 | 121.00 | 6.11 | 0.05 | - |
| 2025 | 17.02 | -0.43 | -0.03 | - |
| Metric | 11386948:btcusd:triple_med_gx:lsma110_85 | 11386948:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.79% | 31.76% |
| 6M | -0.43% | 12.25% |
| YTD | -0.43% | 17.02% |
| 1Y | 4.91% | 57.19% |
| 3Y (ann.) | 5.33% | 55.42% |
| 5Y (ann.) | 6.32% | 35.42% |
| Metric | 11386948:btcusd:triple_med_gx:lsma110_85 | 11386948:BTCUSD |
|---|---|---|
| Max Drawdown | -6.71% | -67.18% |
| Longest DD Days | 374.0 | 683.0 |
| Avg. Drawdown | -2.05% | -7.19% |
| Avg. Drawdown Days | 52.0 | 37.0 |
| Recovery Factor | 3.35 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2023-10-16 | -6.71 | 374 |
| 2025-03-20 | 2025-06-11 | -6.17 | 83 |
| 2024-09-20 | 2025-03-19 | -5.90 | 180 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-08-26 | 2024-09-18 | -3.11 | 23 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2023-12-07 | 2024-07-15 | -2.67 | 220 |
| 2022-07-07 | 2022-09-12 | -1.60 | 67 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2022-10-05 | 2022-10-06 | -1.03 | 1 |
| Metric | 11386948:btcusd:triple_med_gx:lsma110_85 | 11386948:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.12% | 35.75% |
| Worst Week | -5.79% | -29.64% |
| Best Month | 6.11% | 43.77% |
| Worst Month | -4.02% | -37.12% |
| Best Year | 10.51% | 155.54% |
| Worst Year | -0.43% | -58.73% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.61% | -0.64% |
| Avg. Up Week | 2.82% | 9.4% |
| Avg. Down Week | -2.28% | -4.87% |
| Avg. Up Month | 3.2% | 20.39% |
| Avg. Down Month | -1.22% | -7.91% |
| Win Days % | 47.73% | 51.3% |
| Win Month % | 59.09% | 60.98% |
| Win Week % | 53.12% | 50.28% |
| Win Quarter % | 58.33% | 57.14% |
| Win Year % | 75.0% | 75.0% |