| Metric | 11392584:btcusd:triple_med_gx:lsma100_105 | 11392584:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -8.71% | 161.99% |
| Max Drawdown | -17.32% | -67.18% |
| Sharpe | -0.15 | 0.41 |
| Sortino | -0.21 | 0.59 |
| Payoff Ratio | 0.99 | 0.99 |
| Profit Factor | 0.83 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.33 | 0.54 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 253.19 | 2.4 |
| Outlier Loss Ratio | 3.37 | 2.46 |
| Volatility (ann.) | 3.98% | 26.28% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.15 | 0.5 |
| Skew | -2.09 | 0.18 |
| Kurtosis | 480.33 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.22% | 2.38% |
| Expected Yearly % | -2.25% | 27.22% |
| Kelly Criterion | -20.98% | 1.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.23% |
| Expected Shortfall (cVaR) | -0.34% | -2.23% |
| Year | 11392584:BTCUSD | 11392584:btcusd:triple_med_gx:lsma100_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 2.59 | -0.04 | + |
| 2023 | 155.54 | -5.23 | -0.03 | - |
| 2024 | 121.00 | 3.79 | 0.03 | - |
| 2025 | 16.76 | -9.53 | -0.57 | - |
| Metric | 11392584:btcusd:triple_med_gx:lsma100_105 | 11392584:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.94% | 31.46% |
| 6M | -10.39% | 12.77% |
| YTD | -9.53% | 16.76% |
| 1Y | -14.79% | 56.84% |
| 3Y (ann.) | -3.04% | 55.31% |
| 5Y (ann.) | -2.68% | 33.33% |
| Metric | 11392584:btcusd:triple_med_gx:lsma100_105 | 11392584:BTCUSD |
|---|---|---|
| Max Drawdown | -17.32% | -67.18% |
| Longest DD Days | 617.0 | 683.0 |
| Avg. Drawdown | -4.96% | -6.97% |
| Avg. Drawdown Days | 167.0 | 36.0 |
| Recovery Factor | -0.5 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -17.32 | 369 |
| 2022-09-27 | 2024-06-05 | -11.85 | 617 |
| 2022-04-09 | 2022-08-08 | -2.77 | 120 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2022-08-08 | 2022-09-27 | -1.19 | 49 |
| 2022-03-23 | 2022-04-09 | -0.22 | 16 |
| 2022-02-22 | 2022-02-22 | -0.18 | 0 |
| Metric | 11392584:btcusd:triple_med_gx:lsma100_105 | 11392584:BTCUSD |
|---|---|---|
| Best Day | 5.65% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 9.89% | 35.75% |
| Worst Week | -4.85% | -29.64% |
| Best Month | 9.89% | 43.77% |
| Worst Month | -4.85% | -37.12% |
| Best Year | 3.79% | 155.54% |
| Worst Year | -9.53% | -60.27% |
| Avg. Up Day | 0.81% | 0.87% |
| Avg. Down Day | -0.81% | -0.88% |
| Avg. Up Week | 1.31% | 5.18% |
| Avg. Down Week | -1.59% | -4.56% |
| Avg. Up Month | 3.07% | 17.43% |
| Avg. Down Month | -1.47% | -8.42% |
| Win Days % | 39.68% | 51.27% |
| Win Month % | 30.0% | 60.98% |
| Win Week % | 26.47% | 50.56% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |