| Metric | 11388250:btcusd:triple_med_gx:lsma110_90 | 11388250:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 30.35% | 158.34% |
| Max Drawdown | -6.42% | -67.18% |
| Sharpe | 0.45 | 0.4 |
| Sortino | 0.74 | 0.58 |
| Payoff Ratio | 1.45 | 1.45 |
| Profit Factor | 1.35 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.89 | 0.79 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 108.28 | 2.83 |
| Outlier Loss Ratio | 4.35 | 2.64 |
| Volatility (ann.) | 4.73% | 26.26% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.29 | 0.49 |
| Skew | 2.87 | 0.18 |
| Kurtosis | 103.59 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.34% |
| Expected Yearly % | 6.85% | 26.78% |
| Kelly Criterion | 8.13% | 17.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.23% |
| Expected Shortfall (cVaR) | -0.4% | -2.23% |
| Year | 11388250:BTCUSD | 11388250:btcusd:triple_med_gx:lsma110_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 11.75 | -0.19 | + |
| 2023 | 155.54 | 2.48 | 0.02 | - |
| 2024 | 121.00 | 3.41 | 0.03 | - |
| 2025 | 17.02 | 10.07 | 0.59 | - |
| Metric | 11388250:btcusd:triple_med_gx:lsma110_90 | 11388250:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.18% | 31.76% |
| 6M | 10.07% | 12.25% |
| YTD | 10.07% | 17.02% |
| 1Y | 16.83% | 57.19% |
| 3Y (ann.) | 7.12% | 55.42% |
| 5Y (ann.) | 8.3% | 33.06% |
| Metric | 11388250:btcusd:triple_med_gx:lsma110_90 | 11388250:BTCUSD |
|---|---|---|
| Max Drawdown | -6.42% | -67.18% |
| Longest DD Days | 687.0 | 683.0 |
| Avg. Drawdown | -1.92% | -6.83% |
| Avg. Drawdown Days | 60.0 | 36.0 |
| Recovery Factor | 4.73 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -6.42 | 180 |
| 2022-10-06 | 2024-08-23 | -6.36 | 687 |
| 2025-03-20 | 2025-04-22 | -4.38 | 33 |
| 2022-07-05 | 2022-09-10 | -3.83 | 67 |
| 2022-03-13 | 2022-03-14 | -3.41 | 1 |
| 2022-03-15 | 2022-05-04 | -2.56 | 50 |
| 2022-05-05 | 2022-05-29 | -2.45 | 24 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-05-25 | 2025-06-11 | -1.15 | 17 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| Metric | 11388250:btcusd:triple_med_gx:lsma110_90 | 11388250:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 8.12% | 35.75% |
| Worst Week | -3.68% | -29.64% |
| Best Month | 7.3% | 43.77% |
| Worst Month | -4.49% | -37.12% |
| Best Year | 11.75% | 155.54% |
| Worst Year | 2.48% | -60.91% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.58% | -0.6% |
| Avg. Up Week | 2.31% | 8.5% |
| Avg. Down Week | -1.26% | -3.45% |
| Avg. Up Month | 2.34% | 16.99% |
| Avg. Down Month | -1.62% | -7.33% |
| Win Days % | 45.55% | 51.26% |
| Win Month % | 61.54% | 60.98% |
| Win Week % | 57.14% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |