| Metric | 11387037:btcusd:triple_med_gx:lsma100_90 | 11387037:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 0.76% | 195.42% |
| Max Drawdown | -13.11% | -67.18% |
| Sharpe | 0.03 | 0.44 |
| Sortino | 0.05 | 0.63 |
| Payoff Ratio | 1.47 | 1.28 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.57 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 198.78 | 2.49 |
| Outlier Loss Ratio | 4.8 | 2.47 |
| Volatility (ann.) | 3.56% | 26.36% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.02 | 0.56 |
| Skew | 7.69 | 0.2 |
| Kurtosis | 387.25 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.02% | 2.61% |
| Expected Yearly % | 0.19% | 31.1% |
| Kelly Criterion | -4.89% | 13.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.24% |
| Expected Shortfall (cVaR) | -0.31% | -2.24% |
| Year | 11387037:BTCUSD | 11387037:btcusd:triple_med_gx:lsma100_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -3.03 | 0.05 | + |
| 2023 | 155.54 | 6.22 | 0.04 | - |
| 2024 | 121.00 | 9.26 | 0.08 | - |
| 2025 | 17.02 | -10.47 | -0.62 | - |
| Metric | 11387037:btcusd:triple_med_gx:lsma100_90 | 11387037:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.27% | 31.76% |
| 6M | -10.47% | 12.25% |
| YTD | -10.47% | 17.02% |
| 1Y | -11.33% | 57.19% |
| 3Y (ann.) | 1.13% | 55.42% |
| 5Y (ann.) | 0.22% | 37.84% |
| Metric | 11387037:btcusd:triple_med_gx:lsma100_90 | 11387037:BTCUSD |
|---|---|---|
| Max Drawdown | -13.11% | -67.18% |
| Longest DD Days | 359.0 | 683.0 |
| Avg. Drawdown | -2.72% | -6.6% |
| Avg. Drawdown Days | 95.0 | 32.0 |
| Recovery Factor | 0.06 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-06-11 | -13.11 | 256 |
| 2022-01-26 | 2023-01-20 | -4.55 | 359 |
| 2024-07-24 | 2024-09-27 | -3.93 | 64 |
| 2023-08-15 | 2024-02-07 | -3.35 | 176 |
| 2023-01-25 | 2023-06-29 | -2.27 | 155 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2024-03-13 | 2024-04-07 | -0.62 | 24 |
| 2024-04-07 | 2024-07-24 | -0.44 | 108 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11387037:btcusd:triple_med_gx:lsma100_90 | 11387037:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 7.94% | 35.75% |
| Worst Week | -4.84% | -29.64% |
| Best Month | 8.11% | 43.77% |
| Worst Month | -4.84% | -37.12% |
| Best Year | 9.26% | 155.54% |
| Worst Year | -10.47% | -55.3% |
| Avg. Up Day | 0.77% | 0.82% |
| Avg. Down Day | -0.52% | -0.64% |
| Avg. Up Week | 2.13% | 4.97% |
| Avg. Down Week | -1.11% | -4.5% |
| Avg. Up Month | 2.3% | 17.84% |
| Avg. Down Month | -1.84% | -14.68% |
| Win Days % | 37.63% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 42.86% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |