| Metric | 11384301:btcusd:triple_med_gx:lsma100_80 | 11384301:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -3.93% | 195.42% |
| Max Drawdown | -13.81% | -67.18% |
| Sharpe | -0.02 | 0.44 |
| Sortino | -0.03 | 0.63 |
| Payoff Ratio | 1.23 | 1.12 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.5 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 100.27 | 2.88 |
| Outlier Loss Ratio | 4.23 | 2.68 |
| Volatility (ann.) | 5.89% | 26.36% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.09 | 0.56 |
| Skew | -0.22 | 0.2 |
| Kurtosis | 171.12 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.1% | 2.61% |
| Expected Yearly % | -1.0% | 31.1% |
| Kelly Criterion | -6.94% | 7.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.24% |
| Expected Shortfall (cVaR) | -0.51% | -2.24% |
| Year | 11384301:BTCUSD | 11384301:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -4.06 | 0.07 | + |
| 2023 | 155.54 | 0.77 | 0.00 | - |
| 2024 | 121.00 | 6.80 | 0.06 | - |
| 2025 | 17.02 | -6.96 | -0.41 | - |
| Metric | 11384301:btcusd:triple_med_gx:lsma100_80 | 11384301:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.85% | 31.76% |
| 6M | -6.96% | 12.25% |
| YTD | -6.96% | 17.02% |
| 1Y | -10.17% | 57.19% |
| 3Y (ann.) | 1.14% | 55.42% |
| 5Y (ann.) | -1.18% | 37.84% |
| Metric | 11384301:btcusd:triple_med_gx:lsma100_80 | 11384301:BTCUSD |
|---|---|---|
| Max Drawdown | -13.81% | -67.18% |
| Longest DD Days | 412.0 | 683.0 |
| Avg. Drawdown | -7.21% | -6.6% |
| Avg. Drawdown Days | 174.0 | 32.0 |
| Recovery Factor | -0.28 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-30 | 2025-06-11 | -13.81 | 407 |
| 2022-01-26 | 2022-09-09 | -13.69 | 225 |
| 2023-01-24 | 2024-03-11 | -9.75 | 412 |
| 2022-09-14 | 2023-01-21 | -9.17 | 128 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-04-07 | 2024-04-29 | -1.01 | 21 |
| 2024-03-13 | 2024-04-07 | -0.99 | 25 |
| Metric | 11384301:btcusd:triple_med_gx:lsma100_80 | 11384301:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 8.58% | 35.75% |
| Worst Week | -8.93% | -29.64% |
| Best Month | 9.19% | 43.77% |
| Worst Month | -8.23% | -37.12% |
| Best Year | 6.8% | 155.54% |
| Worst Year | -6.96% | -55.3% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.64% | -0.73% |
| Avg. Up Week | 3.16% | 5.74% |
| Avg. Down Week | -1.79% | -5.17% |
| Avg. Up Month | 2.57% | 18.77% |
| Avg. Down Month | -2.08% | -15.05% |
| Win Days % | 41.02% | 51.27% |
| Win Month % | 44.44% | 61.9% |
| Win Week % | 39.06% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |