| Metric | 11396548:btcusd:triple_med_gx:lsma100_120 | 11396548:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 9.42% | 187.39% |
| Max Drawdown | -8.96% | -67.18% |
| Sharpe | 0.16 | 0.43 |
| Sortino | 0.25 | 0.62 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.6 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 111.17 | 2.85 |
| Outlier Loss Ratio | 4.25 | 2.74 |
| Volatility (ann.) | 5.02% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.3 | 0.55 |
| Skew | 4.54 | 0.2 |
| Kurtosis | 182.53 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.55% |
| Expected Yearly % | 2.28% | 30.2% |
| Kelly Criterion | -1.09% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.24% |
| Expected Shortfall (cVaR) | -0.43% | -2.24% |
| Year | 11396548:BTCUSD | 11396548:btcusd:triple_med_gx:lsma100_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 1.58 | -0.03 | + |
| 2023 | 155.54 | 6.47 | 0.04 | - |
| 2024 | 121.00 | 3.21 | 0.03 | - |
| 2025 | 16.76 | -1.98 | -0.12 | - |
| Metric | 11396548:btcusd:triple_med_gx:lsma100_120 | 11396548:BTCUSD |
|---|---|---|
| MTD | -0.42% | 4.16% |
| 3M | -2.59% | 31.46% |
| 6M | -1.9% | 12.77% |
| YTD | -1.98% | 16.76% |
| 1Y | 3.03% | 56.84% |
| 3Y (ann.) | 2.07% | 55.31% |
| 5Y (ann.) | 2.71% | 36.89% |
| Metric | 11396548:btcusd:triple_med_gx:lsma100_120 | 11396548:BTCUSD |
|---|---|---|
| Max Drawdown | -8.96% | -67.18% |
| Longest DD Days | 579.0 | 683.0 |
| Avg. Drawdown | -2.67% | -6.61% |
| Avg. Drawdown Days | 97.0 | 33.0 |
| Recovery Factor | 1.05 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-14 | 2024-10-14 | -8.96 | 579 |
| 2024-12-09 | 2025-06-11 | -6.90 | 184 |
| 2022-08-13 | 2023-03-14 | -6.56 | 213 |
| 2022-04-21 | 2022-05-19 | -2.47 | 28 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-11-06 | 2024-11-07 | -1.33 | 0 |
| 2022-06-24 | 2022-06-24 | -0.99 | 0 |
| 2024-11-07 | 2024-12-08 | -0.82 | 31 |
| 2022-05-20 | 2022-06-24 | -0.79 | 35 |
| 2022-03-02 | 2022-04-20 | -0.79 | 49 |
| Metric | 11396548:btcusd:triple_med_gx:lsma100_120 | 11396548:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 6.43% | 35.75% |
| Worst Week | -4.0% | -29.64% |
| Best Month | 5.26% | 43.77% |
| Worst Month | -4.11% | -37.12% |
| Best Year | 6.47% | 155.54% |
| Worst Year | -1.98% | -56.42% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.64% | -0.7% |
| Avg. Up Week | 1.54% | 8.83% |
| Avg. Down Week | -1.05% | -2.5% |
| Avg. Up Month | 1.36% | 15.03% |
| Avg. Down Month | -1.94% | -7.88% |
| Win Days % | 44.19% | 51.28% |
| Win Month % | 56.76% | 61.9% |
| Win Week % | 47.17% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |