| Metric | 11391951:btcusd:triple_med_gx:lsma100_105 | 11391951:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -6.89% | 202.8% |
| Max Drawdown | -12.0% | -67.18% |
| Sharpe | -0.17 | 0.44 |
| Sortino | -0.26 | 0.64 |
| Payoff Ratio | 1.45 | 1.26 |
| Profit Factor | 0.84 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.39 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 284.75 | 2.38 |
| Outlier Loss Ratio | 4.74 | 2.46 |
| Volatility (ann.) | 2.83% | 26.34% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.17 | 0.58 |
| Skew | 3.23 | 0.2 |
| Kurtosis | 216.54 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.17% | 2.67% |
| Expected Yearly % | -1.77% | 31.91% |
| Kelly Criterion | -15.04% | 12.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.25% | -2.24% |
| Expected Shortfall (cVaR) | -0.25% | -2.24% |
| Year | 11391951:BTCUSD | 11391951:btcusd:triple_med_gx:lsma100_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -1.17 | 0.02 | + |
| 2023 | 155.54 | 3.11 | 0.02 | - |
| 2024 | 121.00 | -5.28 | -0.04 | - |
| 2025 | 16.76 | -3.54 | -0.21 | - |
| Metric | 11391951:btcusd:triple_med_gx:lsma100_105 | 11391951:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.34% | 31.46% |
| 6M | -2.6% | 12.77% |
| YTD | -3.54% | 16.76% |
| 1Y | -6.51% | 56.84% |
| 3Y (ann.) | -2.18% | 55.31% |
| 5Y (ann.) | -2.1% | 38.89% |
| Metric | 11391951:btcusd:triple_med_gx:lsma100_105 | 11391951:BTCUSD |
|---|---|---|
| Max Drawdown | -12.0% | -67.18% |
| Longest DD Days | 1035.0 | 683.0 |
| Avg. Drawdown | -7.3% | -6.06% |
| Avg. Drawdown Days | 612.0 | 30.0 |
| Recovery Factor | -0.57 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2025-06-11 | -12.00 | 1035 |
| 2022-02-02 | 2022-08-10 | -2.59 | 189 |
| Metric | 11391951:btcusd:triple_med_gx:lsma100_105 | 11391951:BTCUSD |
|---|---|---|
| Best Day | 3.36% | 9.33% |
| Worst Day | -2.57% | -9.32% |
| Best Week | 2.5% | 35.75% |
| Worst Week | -3.69% | -29.64% |
| Best Month | 3.48% | 43.77% |
| Worst Month | -3.69% | -37.12% |
| Best Year | 3.11% | 155.54% |
| Worst Year | -5.28% | -54.08% |
| Avg. Up Day | 0.82% | 0.89% |
| Avg. Down Day | -0.56% | -0.71% |
| Avg. Up Week | 1.09% | 7.98% |
| Avg. Down Week | -0.61% | -2.79% |
| Avg. Up Month | 1.17% | 16.15% |
| Avg. Down Month | -0.96% | -8.66% |
| Win Days % | 31.88% | 51.27% |
| Win Month % | 35.48% | 61.9% |
| Win Week % | 32.61% | 51.11% |
| Win Quarter % | 21.43% | 57.14% |
| Win Year % | 25.0% | 75.0% |