| Metric | 11391228:btcusd:triple_med_gx:lsma110_100 | 11391228:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 13.2% | 158.34% |
| Max Drawdown | -9.69% | -67.18% |
| Sharpe | 0.3 | 0.4 |
| Sortino | 0.49 | 0.58 |
| Payoff Ratio | 1.66 | 1.42 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.89 | 0.78 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 189.12 | 2.52 |
| Outlier Loss Ratio | 4.75 | 2.47 |
| Volatility (ann.) | 3.34% | 26.26% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.39 | 0.49 |
| Skew | 3.75 | 0.18 |
| Kurtosis | 182.49 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.34% |
| Expected Yearly % | 3.15% | 26.78% |
| Kelly Criterion | 5.96% | 16.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.23% |
| Expected Shortfall (cVaR) | -0.29% | -2.23% |
| Year | 11391228:BTCUSD | 11391228:btcusd:triple_med_gx:lsma110_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 4.48 | -0.07 | + |
| 2023 | 155.54 | -2.02 | -0.01 | - |
| 2024 | 121.00 | -2.56 | -0.02 | - |
| 2025 | 17.02 | 13.48 | 0.79 | - |
| Metric | 11391228:btcusd:triple_med_gx:lsma110_100 | 11391228:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.57% | 31.76% |
| 6M | 13.48% | 12.25% |
| YTD | 13.48% | 17.02% |
| 1Y | 10.86% | 57.19% |
| 3Y (ann.) | 3.07% | 55.42% |
| 5Y (ann.) | 3.8% | 33.06% |
| Metric | 11391228:btcusd:triple_med_gx:lsma110_100 | 11391228:BTCUSD |
|---|---|---|
| Max Drawdown | -9.69% | -67.18% |
| Longest DD Days | 659.0 | 683.0 |
| Avg. Drawdown | -2.15% | -6.83% |
| Avg. Drawdown Days | 77.0 | 36.0 |
| Recovery Factor | 1.36 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-30 | 2025-03-19 | -9.69 | 659 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2025-03-20 | 2025-04-22 | -3.44 | 33 |
| 2023-03-01 | 2023-03-19 | -3.05 | 18 |
| 2022-03-15 | 2022-05-05 | -2.56 | 51 |
| 2023-02-28 | 2023-03-01 | -1.67 | 0 |
| 2022-10-08 | 2023-01-10 | -1.59 | 94 |
| 2022-05-05 | 2022-05-29 | -0.63 | 24 |
| 2022-03-14 | 2022-03-14 | -0.60 | 0 |
| 2023-01-11 | 2023-02-28 | -0.40 | 48 |
| Metric | 11391228:btcusd:triple_med_gx:lsma110_100 | 11391228:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 7.03% | 35.75% |
| Worst Week | -2.42% | -29.64% |
| Best Month | 7.03% | 43.77% |
| Worst Month | -1.93% | -37.12% |
| Best Year | 13.48% | 155.54% |
| Worst Year | -2.56% | -60.91% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.51% | -0.61% |
| Avg. Up Week | 2.17% | 7.89% |
| Avg. Down Week | -0.56% | -3.59% |
| Avg. Up Month | 2.89% | 21.13% |
| Avg. Down Month | -0.6% | -6.56% |
| Win Days % | 41.36% | 51.26% |
| Win Month % | 38.46% | 60.98% |
| Win Week % | 41.94% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |