| Metric | 11401380:btcusd:triple_med_gx:lsma100_135 | 11401380:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 14.58% | 195.83% |
| Max Drawdown | -13.14% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.31 | 0.64 |
| Payoff Ratio | 1.25 | 1.08 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 90.3 | 3.01 |
| Outlier Loss Ratio | 4.41 | 2.84 |
| Volatility (ann.) | 5.93% | 26.35% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.32 | 0.57 |
| Skew | 2.42 | 0.2 |
| Kurtosis | 190.34 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.68% |
| Expected Yearly % | 3.46% | 31.15% |
| Kelly Criterion | -1.0% | 6.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.24% |
| Expected Shortfall (cVaR) | -0.51% | -2.24% |
| Year | 11401380:BTCUSD | 11401380:btcusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 24.88 | -0.45 | + |
| 2023 | 155.54 | -4.53 | -0.03 | - |
| 2024 | 121.00 | 0.41 | 0.00 | - |
| 2025 | 16.76 | -4.29 | -0.26 | - |
| Metric | 11401380:btcusd:triple_med_gx:lsma100_135 | 11401380:BTCUSD |
|---|---|---|
| MTD | -1.76% | 4.16% |
| 3M | -1.13% | 31.46% |
| 6M | -3.33% | 12.77% |
| YTD | -4.29% | 16.76% |
| 1Y | 1.84% | 56.84% |
| 3Y (ann.) | -1.22% | 55.31% |
| 5Y (ann.) | 4.14% | 38.19% |
| Metric | 11401380:btcusd:triple_med_gx:lsma100_135 | 11401380:BTCUSD |
|---|---|---|
| Max Drawdown | -13.14% | -67.18% |
| Longest DD Days | 767.0 | 683.0 |
| Avg. Drawdown | -3.07% | -6.97% |
| Avg. Drawdown Days | 83.0 | 36.0 |
| Recovery Factor | 1.11 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-06 | 2025-06-11 | -13.14 | 767 |
| 2022-10-25 | 2023-05-05 | -8.20 | 191 |
| 2022-05-17 | 2022-06-23 | -4.88 | 37 |
| 2022-08-11 | 2022-08-13 | -3.78 | 2 |
| 2022-08-13 | 2022-09-28 | -2.95 | 46 |
| 2022-04-21 | 2022-05-17 | -2.47 | 25 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-06-24 | 2022-06-24 | -1.03 | 0 |
| 2022-10-19 | 2022-10-25 | -0.72 | 5 |
| 2022-04-18 | 2022-04-19 | -0.53 | 0 |
| Metric | 11401380:btcusd:triple_med_gx:lsma100_135 | 11401380:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.89% | 35.75% |
| Worst Week | -5.11% | -29.64% |
| Best Month | 13.93% | 43.77% |
| Worst Month | -5.06% | -37.12% |
| Best Year | 24.88% | 155.54% |
| Worst Year | -4.53% | -55.14% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.65% | -0.77% |
| Avg. Up Week | 2.03% | 7.98% |
| Avg. Down Week | -1.48% | -3.07% |
| Avg. Up Month | 2.67% | 12.51% |
| Avg. Down Month | -1.99% | -9.17% |
| Win Days % | 43.96% | 51.32% |
| Win Month % | 51.35% | 60.98% |
| Win Week % | 44.83% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |