| Metric | 11393559:btcusd:triple_med_gx:lsma100_110 | 11393559:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 2.44% | 198.98% |
| Max Drawdown | -9.02% | -67.18% |
| Sharpe | 0.07 | 0.44 |
| Sortino | 0.1 | 0.64 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.52 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 165.23 | 2.56 |
| Outlier Loss Ratio | 4.31 | 2.49 |
| Volatility (ann.) | 3.68% | 26.34% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.08 | 0.57 |
| Skew | 3.17 | 0.2 |
| Kurtosis | 125.23 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.06% | 2.64% |
| Expected Yearly % | 0.6% | 31.5% |
| Kelly Criterion | -8.72% | 12.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.24% |
| Expected Shortfall (cVaR) | -0.32% | -2.24% |
| Year | 11393559:BTCUSD | 11393559:btcusd:triple_med_gx:lsma100_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -7.04 | 0.13 | + |
| 2023 | 155.54 | 10.34 | 0.07 | - |
| 2024 | 121.00 | -3.46 | -0.03 | - |
| 2025 | 16.76 | 3.45 | 0.21 | - |
| Metric | 11393559:btcusd:triple_med_gx:lsma100_110 | 11393559:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.84% | 31.46% |
| 6M | 2.72% | 12.77% |
| YTD | 3.45% | 16.76% |
| 1Y | -0.58% | 56.84% |
| 3Y (ann.) | 3.07% | 55.31% |
| 5Y (ann.) | 0.72% | 38.4% |
| Metric | 11393559:btcusd:triple_med_gx:lsma100_110 | 11393559:BTCUSD |
|---|---|---|
| Max Drawdown | -9.02% | -67.18% |
| Longest DD Days | 502.0 | 683.0 |
| Avg. Drawdown | -1.95% | -6.29% |
| Avg. Drawdown Days | 96.0 | 31.0 |
| Recovery Factor | 0.27 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-03 | 2023-06-20 | -9.02 | 502 |
| 2024-04-28 | 2025-06-11 | -7.61 | 408 |
| 2023-12-28 | 2024-03-31 | -2.15 | 94 |
| 2023-11-20 | 2023-12-01 | -0.99 | 11 |
| 2023-11-18 | 2023-11-18 | -0.75 | 0 |
| 2023-08-02 | 2023-10-06 | -0.68 | 64 |
| 2023-12-01 | 2023-12-27 | -0.64 | 26 |
| 2023-10-06 | 2023-10-21 | -0.45 | 14 |
| 2023-11-18 | 2023-11-19 | -0.45 | 1 |
| 2024-03-31 | 2024-04-28 | -0.31 | 28 |
| Metric | 11393559:btcusd:triple_med_gx:lsma100_110 | 11393559:BTCUSD |
|---|---|---|
| Best Day | 3.36% | 9.33% |
| Worst Day | -2.62% | -9.32% |
| Best Week | 4.78% | 35.75% |
| Worst Week | -5.92% | -29.64% |
| Best Month | 4.66% | 43.77% |
| Worst Month | -4.74% | -37.12% |
| Best Year | 10.34% | 155.54% |
| Worst Year | -7.04% | -54.66% |
| Avg. Up Day | 0.82% | 0.86% |
| Avg. Down Day | -0.65% | -0.69% |
| Avg. Up Week | 1.4% | 8.67% |
| Avg. Down Week | -1.73% | -4.1% |
| Avg. Up Month | 1.18% | 15.63% |
| Avg. Down Month | -1.57% | -13.68% |
| Win Days % | 39.32% | 51.26% |
| Win Month % | 51.43% | 61.9% |
| Win Week % | 50.0% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |