| Metric | 11389476:btcusd:triple_med_gx:lsma110_95 | 11389476:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 53.78% | 183.63% |
| Max Drawdown | -16.01% | -67.18% |
| Sharpe | 0.52 | 0.43 |
| Sortino | 0.93 | 0.62 |
| Payoff Ratio | 1.36 | 1.22 |
| Profit Factor | 1.4 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.91 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 76.26 | 2.94 |
| Outlier Loss Ratio | 3.83 | 2.85 |
| Volatility (ann.) | 6.64% | 26.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.85 | 0.54 |
| Skew | 6.18 | 0.2 |
| Kurtosis | 143.64 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.06% | 2.58% |
| Expected Yearly % | 11.36% | 29.77% |
| Kelly Criterion | 9.95% | 11.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.24% |
| Expected Shortfall (cVaR) | -0.56% | -2.24% |
| Year | 11389476:BTCUSD | 11389476:btcusd:triple_med_gx:lsma110_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 38.99 | -0.68 | + |
| 2023 | 155.54 | 1.28 | 0.01 | - |
| 2024 | 121.00 | 3.06 | 0.03 | - |
| 2025 | 17.02 | 5.99 | 0.35 | - |
| Metric | 11389476:btcusd:triple_med_gx:lsma110_95 | 11389476:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.93% | 31.76% |
| 6M | -9.09% | 12.25% |
| YTD | 5.99% | 17.02% |
| 1Y | 3.96% | 57.19% |
| 3Y (ann.) | 8.29% | 55.42% |
| 5Y (ann.) | 13.68% | 36.43% |
| Metric | 11389476:btcusd:triple_med_gx:lsma110_95 | 11389476:BTCUSD |
|---|---|---|
| Max Drawdown | -16.01% | -67.18% |
| Longest DD Days | 576.0 | 683.0 |
| Avg. Drawdown | -2.04% | -6.9% |
| Avg. Drawdown Days | 41.0 | 35.0 |
| Recovery Factor | 3.36 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -16.01 | 211 |
| 2022-09-10 | 2024-04-08 | -12.99 | 576 |
| 2022-07-20 | 2022-09-09 | -4.71 | 50 |
| 2022-05-26 | 2022-07-18 | -3.47 | 52 |
| 2024-04-08 | 2024-05-18 | -2.70 | 39 |
| 2024-09-20 | 2024-11-11 | -2.10 | 52 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2022-03-28 | 2022-04-28 | -1.20 | 30 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| Metric | 11389476:btcusd:triple_med_gx:lsma110_95 | 11389476:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 12.72% | 35.75% |
| Worst Week | -14.23% | -29.64% |
| Best Month | 14.6% | 43.77% |
| Worst Month | -14.23% | -37.12% |
| Best Year | 38.99% | 155.54% |
| Worst Year | 1.28% | -57.08% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.72% | -0.82% |
| Avg. Up Week | 3.48% | 9.57% |
| Avg. Down Week | -2.51% | -5.2% |
| Avg. Up Month | 4.35% | 16.54% |
| Avg. Down Month | -4.53% | -8.86% |
| Win Days % | 48.1% | 51.32% |
| Win Month % | 62.16% | 60.98% |
| Win Week % | 51.79% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |