| Metric | 11388312:btcusd:triple_med_gx:lsma100_90 | 11388312:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 6.63% | 147.72% |
| Max Drawdown | -9.89% | -67.18% |
| Sharpe | 0.17 | 0.39 |
| Sortino | 0.29 | 0.57 |
| Payoff Ratio | 1.6 | 1.53 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.74 | 0.84 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 219.79 | 2.44 |
| Outlier Loss Ratio | 4.72 | 2.46 |
| Volatility (ann.) | 3.2% | 26.27% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.2 | 0.47 |
| Skew | 6.09 | 0.18 |
| Kurtosis | 272.87 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.24% |
| Expected Yearly % | 1.62% | 25.46% |
| Kelly Criterion | 1.14% | 19.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.27% | -2.23% |
| Expected Shortfall (cVaR) | -0.27% | -2.23% |
| Year | 11388312:BTCUSD | 11388312:btcusd:triple_med_gx:lsma100_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 4.21 | -0.07 | + |
| 2023 | 155.54 | 3.32 | 0.02 | - |
| 2024 | 121.00 | -5.59 | -0.05 | - |
| 2025 | 17.02 | 4.90 | 0.29 | - |
| Metric | 11388312:btcusd:triple_med_gx:lsma100_90 | 11388312:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.74% | 31.76% |
| 6M | 4.9% | 12.25% |
| YTD | 4.9% | 17.02% |
| 1Y | 3.77% | 57.19% |
| 3Y (ann.) | 1.25% | 55.42% |
| 5Y (ann.) | 1.95% | 31.44% |
| Metric | 11388312:btcusd:triple_med_gx:lsma100_90 | 11388312:BTCUSD |
|---|---|---|
| Max Drawdown | -9.89% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -2.59% | -7.67% |
| Avg. Drawdown Days | 163.0 | 38.0 |
| Recovery Factor | 0.67 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-08 | 2025-06-11 | -9.89 | 642 |
| 2022-07-05 | 2023-06-21 | -4.62 | 351 |
| 2023-06-21 | 2023-09-07 | -1.67 | 78 |
| 2022-07-03 | 2022-07-04 | -1.10 | 0 |
| 2022-03-15 | 2022-03-15 | -0.45 | 0 |
| 2022-03-15 | 2022-05-28 | -0.38 | 73 |
| 2022-05-28 | 2022-05-28 | -0.05 | 0 |
| Metric | 11388312:btcusd:triple_med_gx:lsma100_90 | 11388312:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -4.01% | -9.32% |
| Best Week | 4.31% | 35.75% |
| Worst Week | -3.1% | -29.64% |
| Best Month | 4.31% | 43.77% |
| Worst Month | -3.1% | -37.12% |
| Best Year | 4.9% | 155.54% |
| Worst Year | -5.59% | -62.52% |
| Avg. Up Day | 0.83% | 0.86% |
| Avg. Down Day | -0.52% | -0.56% |
| Avg. Up Week | 1.39% | 7.5% |
| Avg. Down Week | -1.38% | -3.7% |
| Avg. Up Month | 1.48% | 13.73% |
| Avg. Down Month | -0.83% | -7.91% |
| Win Days % | 39.16% | 51.26% |
| Win Month % | 51.85% | 58.54% |
| Win Week % | 51.72% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |