| Metric | 11389854:btcusd:triple_med_gx:lsma110_95 | 11389854:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 9.29% | 172.77% |
| Max Drawdown | -6.11% | -67.18% |
| Sharpe | 0.21 | 0.42 |
| Sortino | 0.33 | 0.61 |
| Payoff Ratio | 1.25 | 1.25 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.68 | 0.69 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 182.15 | 2.62 |
| Outlier Loss Ratio | 4.1 | 2.51 |
| Volatility (ann.) | 3.45% | 26.26% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.45 | 0.53 |
| Skew | 2.39 | 0.19 |
| Kurtosis | 175.45 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.48% |
| Expected Yearly % | 2.25% | 28.51% |
| Kelly Criterion | 2.29% | 12.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.23% |
| Expected Shortfall (cVaR) | -0.3% | -2.23% |
| Year | 11389854:BTCUSD | 11389854:btcusd:triple_med_gx:lsma110_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 3.95 | -0.07 | + |
| 2023 | 155.54 | 1.44 | 0.01 | - |
| 2024 | 121.00 | 1.57 | 0.01 | - |
| 2025 | 17.02 | 2.05 | 0.12 | - |
| Metric | 11389854:btcusd:triple_med_gx:lsma110_95 | 11389854:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.68% | 31.76% |
| 6M | 2.05% | 12.25% |
| YTD | 2.05% | 17.02% |
| 1Y | 1.94% | 57.19% |
| 3Y (ann.) | 1.3% | 55.42% |
| 5Y (ann.) | 2.72% | 35.42% |
| Metric | 11389854:btcusd:triple_med_gx:lsma110_95 | 11389854:BTCUSD |
|---|---|---|
| Max Drawdown | -6.11% | -67.18% |
| Longest DD Days | 648.0 | 683.0 |
| Avg. Drawdown | -2.69% | -7.19% |
| Avg. Drawdown Days | 139.0 | 37.0 |
| Recovery Factor | 1.52 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2024-07-15 | -6.11 | 648 |
| 2024-08-25 | 2025-03-19 | -5.18 | 206 |
| 2022-05-30 | 2022-07-06 | -4.06 | 37 |
| 2025-03-20 | 2025-06-11 | -3.94 | 83 |
| 2022-07-07 | 2022-09-12 | -1.60 | 67 |
| 2022-03-17 | 2022-05-29 | -0.44 | 73 |
| 2022-10-05 | 2022-10-06 | -0.18 | 0 |
| 2022-09-13 | 2022-09-13 | -0.01 | 0 |
| Metric | 11389854:btcusd:triple_med_gx:lsma110_95 | 11389854:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 5.41% | 35.75% |
| Worst Week | -3.3% | -29.64% |
| Best Month | 5.41% | 43.77% |
| Worst Month | -3.75% | -37.12% |
| Best Year | 3.95% | 155.54% |
| Worst Year | 1.44% | -58.73% |
| Avg. Up Day | 0.75% | 0.78% |
| Avg. Down Day | -0.6% | -0.63% |
| Avg. Up Week | 1.72% | 7.41% |
| Avg. Down Week | -0.83% | -5.41% |
| Avg. Up Month | 1.97% | 21.46% |
| Avg. Down Month | -0.91% | -7.91% |
| Win Days % | 45.71% | 51.3% |
| Win Month % | 47.83% | 60.98% |
| Win Week % | 46.67% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |