| Metric | 11394431:btcusd:triple_med_gx:lsma100_110 | 11394431:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 24.51% | 147.16% |
| Max Drawdown | -11.37% | -67.18% |
| Sharpe | 0.37 | 0.39 |
| Sortino | 0.7 | 0.57 |
| Payoff Ratio | 1.61 | 1.25 |
| Profit Factor | 1.43 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.98 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 139.24 | 2.58 |
| Outlier Loss Ratio | 3.31 | 2.47 |
| Volatility (ann.) | 4.74% | 26.27% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.6 | 0.47 |
| Skew | 8.69 | 0.18 |
| Kurtosis | 236.73 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.23% |
| Expected Yearly % | 5.63% | 25.39% |
| Kelly Criterion | 7.28% | 12.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.23% |
| Expected Shortfall (cVaR) | -0.4% | -2.23% |
| Year | 11394431:BTCUSD | 11394431:btcusd:triple_med_gx:lsma100_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | -6.23 | 0.10 | + |
| 2023 | 155.54 | 21.41 | 0.14 | - |
| 2024 | 121.00 | 5.97 | 0.05 | - |
| 2025 | 16.76 | 3.19 | 0.19 | - |
| Metric | 11394431:btcusd:triple_med_gx:lsma100_110 | 11394431:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.87% | 31.46% |
| 6M | 3.19% | 12.77% |
| YTD | 3.19% | 16.76% |
| 1Y | 3.73% | 56.84% |
| 3Y (ann.) | 9.93% | 55.31% |
| 5Y (ann.) | 6.83% | 31.36% |
| Metric | 11394431:btcusd:triple_med_gx:lsma100_110 | 11394431:BTCUSD |
|---|---|---|
| Max Drawdown | -11.37% | -67.18% |
| Longest DD Days | 478.0 | 683.0 |
| Avg. Drawdown | -2.44% | -7.67% |
| Avg. Drawdown Days | 96.0 | 38.0 |
| Recovery Factor | 2.15 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-26 | 2023-06-20 | -11.37 | 478 |
| 2024-09-11 | 2025-06-11 | -6.20 | 273 |
| 2023-07-14 | 2023-11-15 | -3.97 | 124 |
| 2023-12-23 | 2024-03-20 | -1.89 | 88 |
| 2024-03-21 | 2024-08-06 | -1.58 | 138 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-08-06 | 2024-09-10 | -1.19 | 34 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2023-06-21 | 2023-07-13 | -0.62 | 21 |
| 2022-02-25 | 2022-02-25 | -0.18 | 0 |
| Metric | 11394431:btcusd:triple_med_gx:lsma100_110 | 11394431:BTCUSD |
|---|---|---|
| Best Day | 5.84% | 9.33% |
| Worst Day | -3.78% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -5.21% | -29.64% |
| Best Month | 17.88% | 43.77% |
| Worst Month | -5.21% | -37.12% |
| Best Year | 21.41% | 155.54% |
| Worst Year | -6.23% | -62.52% |
| Avg. Up Day | 1.24% | 1.27% |
| Avg. Down Day | -0.77% | -1.02% |
| Avg. Up Week | 3.33% | 7.83% |
| Avg. Down Week | -2.08% | -8.45% |
| Avg. Up Month | 4.75% | 9.77% |
| Avg. Down Month | -1.72% | -11.96% |
| Win Days % | 42.86% | 51.25% |
| Win Month % | 54.17% | 58.54% |
| Win Week % | 59.26% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |