| Metric | 11384407:btcusd:triple_med_gx:lsma110_80 | 11384407:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 4.0% | 199.65% |
| Max Drawdown | -16.42% | -67.18% |
| Sharpe | 0.08 | 0.44 |
| Sortino | 0.12 | 0.64 |
| Payoff Ratio | 1.16 | 1.06 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 73.25 | 3.01 |
| Outlier Loss Ratio | 4.29 | 2.95 |
| Volatility (ann.) | 6.46% | 26.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.07 | 0.57 |
| Skew | 1.99 | 0.2 |
| Kurtosis | 94.11 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.09% | 2.65% |
| Expected Yearly % | 0.99% | 31.57% |
| Kelly Criterion | -3.13% | 5.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.24% |
| Expected Shortfall (cVaR) | -0.55% | -2.24% |
| Year | 11384407:BTCUSD | 11384407:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 7.71 | -0.14 | + |
| 2023 | 155.54 | 1.12 | 0.01 | - |
| 2024 | 121.00 | 7.00 | 0.06 | - |
| 2025 | 17.02 | -10.75 | -0.63 | - |
| Metric | 11384407:btcusd:triple_med_gx:lsma110_80 | 11384407:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.05% | 31.76% |
| 6M | -14.18% | 12.25% |
| YTD | -10.75% | 17.02% |
| 1Y | -12.7% | 57.19% |
| 3Y (ann.) | -0.53% | 55.42% |
| 5Y (ann.) | 1.17% | 38.5% |
| Metric | 11384407:btcusd:triple_med_gx:lsma110_80 | 11384407:BTCUSD |
|---|---|---|
| Max Drawdown | -16.42% | -67.18% |
| Longest DD Days | 542.0 | 683.0 |
| Avg. Drawdown | -3.83% | -6.29% |
| Avg. Drawdown Days | 66.0 | 31.0 |
| Recovery Factor | 0.24 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-06-11 | -16.42 | 256 |
| 2022-09-16 | 2024-03-11 | -13.33 | 542 |
| 2022-04-28 | 2022-05-30 | -6.59 | 32 |
| 2022-06-05 | 2022-07-06 | -6.23 | 31 |
| 2022-03-11 | 2022-04-01 | -5.32 | 21 |
| 2024-04-08 | 2024-07-26 | -4.74 | 108 |
| 2022-07-17 | 2022-09-09 | -4.12 | 53 |
| 2024-03-13 | 2024-04-08 | -3.32 | 25 |
| 2022-02-12 | 2022-03-11 | -2.26 | 26 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| Metric | 11384407:btcusd:triple_med_gx:lsma110_80 | 11384407:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 8.92% | 35.75% |
| Worst Week | -7.18% | -29.64% |
| Best Month | 10.04% | 43.77% |
| Worst Month | -9.12% | -37.12% |
| Best Year | 7.71% | 155.54% |
| Worst Year | -10.75% | -54.66% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.67% | -0.75% |
| Avg. Up Week | 3.08% | 5.06% |
| Avg. Down Week | -2.14% | -5.17% |
| Avg. Up Month | 3.01% | 19.26% |
| Avg. Down Month | -4.0% | -14.51% |
| Win Days % | 44.6% | 51.27% |
| Win Month % | 43.24% | 61.9% |
| Win Week % | 43.94% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |