| Metric | 11392915:btcusd:triple_med_gx:lsma100_105 | 11392915:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 20.68% | 172.16% |
| Max Drawdown | -4.15% | -67.18% |
| Sharpe | 0.48 | 0.42 |
| Sortino | 1.02 | 0.61 |
| Payoff Ratio | 2.22 | 1.72 |
| Profit Factor | 1.99 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.85 | 0.95 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 259.9 | 2.4 |
| Outlier Loss Ratio | 4.51 | 2.37 |
| Volatility (ann.) | 3.06% | 26.26% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.41 | 0.53 |
| Skew | 14.43 | 0.19 |
| Kurtosis | 521.42 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.46% | 2.47% |
| Expected Yearly % | 4.81% | 28.44% |
| Kelly Criterion | 15.77% | 22.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.26% | -2.23% |
| Expected Shortfall (cVaR) | -0.26% | -2.23% |
| Year | 11392915:BTCUSD | 11392915:btcusd:triple_med_gx:lsma100_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 2.60 | -0.04 | + |
| 2023 | 155.54 | 6.79 | 0.04 | - |
| 2024 | 121.00 | 5.87 | 0.05 | - |
| 2025 | 16.76 | 4.03 | 0.24 | - |
| Metric | 11392915:btcusd:triple_med_gx:lsma100_105 | 11392915:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.99% | 31.46% |
| 6M | 4.03% | 12.77% |
| YTD | 4.03% | 16.76% |
| 1Y | 5.12% | 56.84% |
| 3Y (ann.) | 7.61% | 55.31% |
| 5Y (ann.) | 5.84% | 35.29% |
| Metric | 11392915:btcusd:triple_med_gx:lsma100_105 | 11392915:BTCUSD |
|---|---|---|
| Max Drawdown | -4.15% | -67.18% |
| Longest DD Days | 259.0 | 683.0 |
| Avg. Drawdown | -1.68% | -7.19% |
| Avg. Drawdown Days | 84.0 | 37.0 |
| Recovery Factor | 4.99 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-13 | 2023-11-15 | -4.15 | 125 |
| 2022-02-25 | 2022-08-10 | -3.94 | 165 |
| 2022-10-04 | 2023-06-20 | -3.73 | 259 |
| 2024-09-11 | 2025-02-06 | -2.78 | 148 |
| 2024-06-09 | 2024-08-06 | -0.83 | 57 |
| 2023-12-23 | 2024-03-20 | -0.71 | 88 |
| 2024-09-10 | 2024-09-10 | -0.18 | 0 |
| 2022-10-03 | 2022-10-03 | -0.18 | 0 |
| 2025-04-12 | 2025-04-12 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11392915:btcusd:triple_med_gx:lsma100_105 | 11392915:BTCUSD |
|---|---|---|
| Best Day | 5.65% | 9.33% |
| Worst Day | -3.06% | -9.32% |
| Best Week | 6.88% | 35.75% |
| Worst Week | -3.97% | -29.64% |
| Best Month | 6.88% | 43.77% |
| Worst Month | -3.97% | -37.12% |
| Best Year | 6.79% | 155.54% |
| Worst Year | 2.6% | -58.73% |
| Avg. Up Day | 1.26% | 1.32% |
| Avg. Down Day | -0.57% | -0.77% |
| Avg. Up Week | 2.59% | 3.76% |
| Avg. Down Week | -1.29% | -8.02% |
| Avg. Up Month | 3.62% | 11.3% |
| Avg. Down Month | -1.98% | -16.37% |
| Win Days % | 41.89% | 51.29% |
| Win Month % | 52.38% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |