| Metric | 11398189:btcusd:triple_med_gx:lsma100_125 | 11398189:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 13.89% | 183.29% |
| Max Drawdown | -8.27% | -67.18% |
| Sharpe | 0.21 | 0.43 |
| Sortino | 0.33 | 0.62 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 96.85 | 2.95 |
| Outlier Loss Ratio | 4.17 | 2.78 |
| Volatility (ann.) | 5.41% | 26.34% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.48 | 0.54 |
| Skew | 4.09 | 0.2 |
| Kurtosis | 146.87 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.57% |
| Expected Yearly % | 3.3% | 29.73% |
| Kelly Criterion | 1.13% | 9.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.24% |
| Expected Shortfall (cVaR) | -0.46% | -2.24% |
| Year | 11398189:BTCUSD | 11398189:btcusd:triple_med_gx:lsma100_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 1.98 | -0.03 | + |
| 2023 | 155.54 | 9.74 | 0.06 | - |
| 2024 | 121.00 | 6.09 | 0.05 | - |
| 2025 | 16.76 | -4.07 | -0.24 | - |
| Metric | 11398189:btcusd:triple_med_gx:lsma100_125 | 11398189:BTCUSD |
|---|---|---|
| MTD | -0.42% | 4.16% |
| 3M | -2.9% | 31.46% |
| 6M | -1.8% | 12.77% |
| YTD | -4.07% | 16.76% |
| 1Y | 2.65% | 56.84% |
| 3Y (ann.) | 4.04% | 55.31% |
| 5Y (ann.) | 3.95% | 36.34% |
| Metric | 11398189:btcusd:triple_med_gx:lsma100_125 | 11398189:BTCUSD |
|---|---|---|
| Max Drawdown | -8.27% | -67.18% |
| Longest DD Days | 291.0 | 683.0 |
| Avg. Drawdown | -4.04% | -6.73% |
| Avg. Drawdown Days | 83.0 | 34.0 |
| Recovery Factor | 1.68 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -8.27 | 116 |
| 2023-12-28 | 2024-10-14 | -8.08 | 291 |
| 2022-11-20 | 2023-03-14 | -6.60 | 114 |
| 2023-03-14 | 2023-08-29 | -6.02 | 167 |
| 2024-12-09 | 2025-02-14 | -5.80 | 67 |
| 2022-04-21 | 2022-08-12 | -4.68 | 113 |
| 2022-08-13 | 2022-10-25 | -3.68 | 73 |
| 2023-11-16 | 2023-12-27 | -3.55 | 41 |
| 2024-10-15 | 2024-12-08 | -2.60 | 54 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11398189:btcusd:triple_med_gx:lsma100_125 | 11398189:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 6.43% | 35.75% |
| Worst Week | -5.65% | -29.64% |
| Best Month | 4.74% | 43.77% |
| Worst Month | -5.65% | -37.12% |
| Best Year | 9.74% | 155.54% |
| Worst Year | -4.07% | -57.04% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.65% | -0.7% |
| Avg. Up Week | 1.83% | 9.0% |
| Avg. Down Week | -1.54% | -2.59% |
| Avg. Up Month | 1.69% | 13.95% |
| Avg. Down Month | -2.23% | -7.88% |
| Win Days % | 45.48% | 51.3% |
| Win Month % | 56.76% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |