| Metric | 11394466:btcusd:triple_med_gx:lsma100_110 | 11394466:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 15.42% | 152.36% |
| Max Drawdown | -9.7% | -67.18% |
| Sharpe | 0.3 | 0.4 |
| Sortino | 0.51 | 0.58 |
| Payoff Ratio | 1.57 | 1.46 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.85 | 0.8 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 167.16 | 2.43 |
| Outlier Loss Ratio | 3.57 | 2.47 |
| Volatility (ann.) | 3.91% | 26.27% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.46 | 0.48 |
| Skew | 6.99 | 0.18 |
| Kurtosis | 255.28 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.28% |
| Expected Yearly % | 3.65% | 26.04% |
| Kelly Criterion | 2.91% | 17.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.23% |
| Expected Shortfall (cVaR) | -0.33% | -2.23% |
| Year | 11394466:BTCUSD | 11394466:btcusd:triple_med_gx:lsma100_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -0.74 | 0.01 | + |
| 2023 | 155.54 | 8.62 | 0.06 | - |
| 2024 | 121.00 | 7.46 | 0.06 | - |
| 2025 | 16.76 | -0.38 | -0.02 | - |
| Metric | 11394466:btcusd:triple_med_gx:lsma100_110 | 11394466:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.86% | 31.46% |
| 6M | -0.38% | 12.77% |
| YTD | -0.38% | 16.76% |
| 1Y | 0.95% | 56.84% |
| 3Y (ann.) | 6.95% | 55.31% |
| 5Y (ann.) | 4.42% | 32.21% |
| Metric | 11394466:btcusd:triple_med_gx:lsma100_110 | 11394466:BTCUSD |
|---|---|---|
| Max Drawdown | -9.7% | -67.18% |
| Longest DD Days | 221.0 | 683.0 |
| Avg. Drawdown | -2.37% | -7.61% |
| Avg. Drawdown Days | 66.0 | 38.0 |
| Recovery Factor | 1.59 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-11 | 2022-10-04 | -9.70 | 176 |
| 2023-07-14 | 2023-11-15 | -4.00 | 124 |
| 2023-11-16 | 2024-03-20 | -3.69 | 125 |
| 2025-05-19 | 2025-06-11 | -3.40 | 23 |
| 2022-11-10 | 2023-06-20 | -2.90 | 221 |
| 2024-03-21 | 2024-10-10 | -2.61 | 203 |
| 2025-02-06 | 2025-04-11 | -2.56 | 64 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-12-03 | 2024-12-04 | -1.39 | 1 |
| 2025-02-05 | 2025-02-06 | -1.16 | 0 |
| Metric | 11394466:btcusd:triple_med_gx:lsma100_110 | 11394466:BTCUSD |
|---|---|---|
| Best Day | 5.84% | 9.33% |
| Worst Day | -3.4% | -9.32% |
| Best Week | 9.0% | 35.75% |
| Worst Week | -6.57% | -29.64% |
| Best Month | 9.0% | 43.77% |
| Worst Month | -6.57% | -37.12% |
| Best Year | 8.62% | 155.54% |
| Worst Year | -0.74% | -61.73% |
| Avg. Up Day | 1.18% | 1.2% |
| Avg. Down Day | -0.75% | -0.83% |
| Avg. Up Week | 3.49% | 6.2% |
| Avg. Down Week | -1.8% | -7.4% |
| Avg. Up Month | 3.11% | 8.36% |
| Avg. Down Month | -2.25% | -14.98% |
| Win Days % | 40.62% | 51.26% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |