| Metric | 11385522:btcusd:triple_med_gx:lsma100_80 | 11385522:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 25.63% | 152.93% |
| Max Drawdown | -11.71% | -67.18% |
| Sharpe | 0.38 | 0.4 |
| Sortino | 0.6 | 0.58 |
| Payoff Ratio | 1.34 | 1.32 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.83 | 0.72 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 112.91 | 2.79 |
| Outlier Loss Ratio | 3.54 | 2.64 |
| Volatility (ann.) | 4.87% | 26.28% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.61 | 0.48 |
| Skew | 1.6 | 0.18 |
| Kurtosis | 119.17 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.29% |
| Expected Yearly % | 5.87% | 26.11% |
| Kelly Criterion | 8.05% | 14.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.23% |
| Expected Shortfall (cVaR) | -0.41% | -2.23% |
| Year | 11385522:BTCUSD | 11385522:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 10.52 | -0.17 | + |
| 2023 | 155.54 | 10.92 | 0.07 | - |
| 2024 | 121.00 | 1.08 | 0.01 | - |
| 2025 | 17.02 | 1.39 | 0.08 | - |
| Metric | 11385522:btcusd:triple_med_gx:lsma100_80 | 11385522:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.62% | 31.76% |
| 6M | 1.39% | 12.25% |
| YTD | 1.39% | 17.02% |
| 1Y | 12.29% | 57.19% |
| 3Y (ann.) | 8.63% | 55.42% |
| 5Y (ann.) | 7.13% | 32.3% |
| Metric | 11385522:btcusd:triple_med_gx:lsma100_80 | 11385522:BTCUSD |
|---|---|---|
| Max Drawdown | -11.71% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -2.61% | -7.61% |
| Avg. Drawdown Days | 60.0 | 38.0 |
| Recovery Factor | 2.19 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-08 | 2024-09-19 | -11.71 | 377 |
| 2024-09-20 | 2025-03-19 | -5.69 | 180 |
| 2025-05-19 | 2025-06-11 | -5.56 | 23 |
| 2022-05-26 | 2022-07-04 | -4.66 | 39 |
| 2022-07-05 | 2022-10-03 | -3.83 | 90 |
| 2023-03-01 | 2023-03-17 | -3.22 | 16 |
| 2022-12-01 | 2023-03-01 | -2.19 | 90 |
| 2022-10-05 | 2022-11-30 | -2.18 | 56 |
| 2023-05-29 | 2023-06-20 | -1.68 | 22 |
| 2023-06-21 | 2023-09-07 | -1.55 | 78 |
| Metric | 11385522:btcusd:triple_med_gx:lsma100_80 | 11385522:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 7.22% | 35.75% |
| Worst Week | -7.09% | -29.64% |
| Best Month | 7.22% | 43.77% |
| Worst Month | -7.35% | -37.12% |
| Best Year | 10.92% | 155.54% |
| Worst Year | 1.08% | -61.73% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 3.03% | 8.7% |
| Avg. Down Week | -2.23% | -3.65% |
| Avg. Up Month | 3.06% | 15.19% |
| Avg. Down Month | -1.26% | -10.19% |
| Win Days % | 47.39% | 51.27% |
| Win Month % | 54.17% | 60.98% |
| Win Week % | 55.56% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |