| Metric | 11389719:btcusd:triple_med_gx:lsma110_95 | 11389719:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 15.33% | 158.34% |
| Max Drawdown | -10.66% | -67.18% |
| Sharpe | 0.27 | 0.4 |
| Sortino | 0.43 | 0.58 |
| Payoff Ratio | 1.34 | 1.32 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.75 | 0.72 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 138.63 | 2.71 |
| Outlier Loss Ratio | 4.18 | 2.58 |
| Volatility (ann.) | 4.23% | 26.26% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.41 | 0.49 |
| Skew | 2.21 | 0.18 |
| Kurtosis | 135.3 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.34% |
| Expected Yearly % | 3.63% | 26.78% |
| Kelly Criterion | 4.6% | 14.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.23% |
| Expected Shortfall (cVaR) | -0.36% | -2.23% |
| Year | 11389719:BTCUSD | 11389719:btcusd:triple_med_gx:lsma110_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 5.78 | -0.09 | + |
| 2023 | 155.54 | 2.67 | 0.02 | - |
| 2024 | 121.00 | -4.64 | -0.04 | - |
| 2025 | 17.02 | 11.35 | 0.67 | - |
| Metric | 11389719:btcusd:triple_med_gx:lsma110_95 | 11389719:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.55% | 31.76% |
| 6M | 11.35% | 12.25% |
| YTD | 11.35% | 17.02% |
| 1Y | 7.94% | 57.19% |
| 3Y (ann.) | 3.76% | 55.42% |
| 5Y (ann.) | 4.39% | 33.06% |
| Metric | 11389719:btcusd:triple_med_gx:lsma110_95 | 11389719:BTCUSD |
|---|---|---|
| Max Drawdown | -10.66% | -67.18% |
| Longest DD Days | 928.0 | 683.0 |
| Avg. Drawdown | -3.52% | -6.83% |
| Avg. Drawdown Days | 179.0 | 36.0 |
| Recovery Factor | 1.44 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2025-04-22 | -10.66 | 928 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2022-03-13 | 2022-03-14 | -3.17 | 1 |
| 2022-03-15 | 2022-05-05 | -2.56 | 51 |
| 2022-05-05 | 2022-05-29 | -0.69 | 24 |
| 2022-07-04 | 2022-07-04 | -0.18 | 0 |
| Metric | 11389719:btcusd:triple_med_gx:lsma110_95 | 11389719:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 7.02% | 35.75% |
| Worst Week | -3.1% | -29.64% |
| Best Month | 7.02% | 43.77% |
| Worst Month | -4.26% | -37.12% |
| Best Year | 11.35% | 155.54% |
| Worst Year | -4.64% | -60.91% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.6% | -0.62% |
| Avg. Up Week | 2.33% | 7.95% |
| Avg. Down Week | -0.77% | -3.68% |
| Avg. Up Month | 2.59% | 18.72% |
| Avg. Down Month | -0.96% | -7.68% |
| Win Days % | 45.33% | 51.26% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 46.67% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |