| Metric | 11392879:btcusd:triple_med_gx:lsma100_105 | 11392879:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 18.41% | 152.36% |
| Max Drawdown | -5.66% | -67.18% |
| Sharpe | 0.44 | 0.4 |
| Sortino | 0.91 | 0.58 |
| Payoff Ratio | 2.16 | 1.81 |
| Profit Factor | 1.79 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.48 | 0.99 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 256.96 | 2.4 |
| Outlier Loss Ratio | 4.74 | 2.39 |
| Volatility (ann.) | 2.99% | 26.27% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.92 | 0.48 |
| Skew | 13.68 | 0.18 |
| Kurtosis | 516.93 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.28% |
| Expected Yearly % | 4.31% | 26.04% |
| Kelly Criterion | 9.64% | 24.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.25% | -2.23% |
| Expected Shortfall (cVaR) | -0.25% | -2.23% |
| Year | 11392879:BTCUSD | 11392879:btcusd:triple_med_gx:lsma100_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -2.01 | 0.03 | + |
| 2023 | 155.54 | 7.92 | 0.05 | - |
| 2024 | 121.00 | 8.24 | 0.07 | - |
| 2025 | 16.76 | 3.43 | 0.20 | - |
| Metric | 11392879:btcusd:triple_med_gx:lsma100_105 | 11392879:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.53% | 31.46% |
| 6M | 3.43% | 12.77% |
| YTD | 3.43% | 16.76% |
| 1Y | 5.01% | 56.84% |
| 3Y (ann.) | 6.71% | 55.31% |
| 5Y (ann.) | 5.23% | 32.21% |
| Metric | 11392879:btcusd:triple_med_gx:lsma100_105 | 11392879:BTCUSD |
|---|---|---|
| Max Drawdown | -5.66% | -67.18% |
| Longest DD Days | 435.0 | 683.0 |
| Avg. Drawdown | -1.33% | -7.61% |
| Avg. Drawdown Days | 85.0 | 38.0 |
| Recovery Factor | 3.25 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-11 | 2023-06-20 | -5.66 | 435 |
| 2023-07-14 | 2024-03-20 | -3.12 | 250 |
| 2024-06-09 | 2024-08-06 | -1.82 | 57 |
| 2024-12-03 | 2025-04-11 | -1.81 | 129 |
| 2022-02-26 | 2022-04-11 | -0.72 | 44 |
| 2023-06-21 | 2023-07-13 | -0.48 | 22 |
| 2024-09-09 | 2024-09-10 | -0.37 | 0 |
| 2024-10-10 | 2024-10-10 | -0.18 | 0 |
| 2022-02-25 | 2022-02-25 | -0.18 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11392879:btcusd:triple_med_gx:lsma100_105 | 11392879:BTCUSD |
|---|---|---|
| Best Day | 5.65% | 9.33% |
| Worst Day | -3.06% | -9.32% |
| Best Week | 9.0% | 35.75% |
| Worst Week | -2.92% | -29.64% |
| Best Month | 9.0% | 43.77% |
| Worst Month | -2.92% | -37.12% |
| Best Year | 8.24% | 155.54% |
| Worst Year | -2.01% | -61.73% |
| Avg. Up Day | 1.27% | 1.34% |
| Avg. Down Day | -0.59% | -0.74% |
| Avg. Up Week | 3.21% | 6.95% |
| Avg. Down Week | -1.05% | -7.9% |
| Avg. Up Month | 2.85% | 8.36% |
| Avg. Down Month | -1.16% | -13.08% |
| Win Days % | 38.27% | 51.26% |
| Win Month % | 47.83% | 60.98% |
| Win Week % | 45.83% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |