| Metric | 11385560:btcusd:triple_med_gx:lsma110_80 | 11385560:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 28.16% | 172.77% |
| Max Drawdown | -6.6% | -67.18% |
| Sharpe | 0.42 | 0.42 |
| Sortino | 0.69 | 0.61 |
| Payoff Ratio | 1.28 | 1.21 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.8 | 0.67 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 102.14 | 2.85 |
| Outlier Loss Ratio | 4.15 | 2.74 |
| Volatility (ann.) | 4.74% | 26.26% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.18 | 0.53 |
| Skew | 3.32 | 0.19 |
| Kurtosis | 91.96 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.48% |
| Expected Yearly % | 6.4% | 28.51% |
| Kelly Criterion | 7.97% | 11.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.23% |
| Expected Shortfall (cVaR) | -0.4% | -2.23% |
| Year | 11385560:BTCUSD | 11385560:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 7.20 | -0.12 | + |
| 2023 | 155.54 | 4.53 | 0.03 | - |
| 2024 | 121.00 | 10.77 | 0.09 | - |
| 2025 | 17.02 | 3.25 | 0.19 | - |
| Metric | 11385560:btcusd:triple_med_gx:lsma110_80 | 11385560:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.15% | 31.76% |
| 6M | 3.25% | 12.25% |
| YTD | 3.25% | 17.02% |
| 1Y | 16.73% | 57.19% |
| 3Y (ann.) | 7.54% | 55.42% |
| 5Y (ann.) | 7.78% | 35.42% |
| Metric | 11385560:btcusd:triple_med_gx:lsma110_80 | 11385560:BTCUSD |
|---|---|---|
| Max Drawdown | -6.6% | -67.18% |
| Longest DD Days | 311.0 | 683.0 |
| Avg. Drawdown | -2.5% | -7.19% |
| Avg. Drawdown Days | 52.0 | 37.0 |
| Recovery Factor | 4.27 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-08 | 2024-07-15 | -6.60 | 311 |
| 2024-09-20 | 2025-03-16 | -5.32 | 177 |
| 2025-03-20 | 2025-06-11 | -5.14 | 83 |
| 2022-10-06 | 2023-03-18 | -4.94 | 162 |
| 2022-05-26 | 2022-05-30 | -4.66 | 4 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2023-03-18 | 2023-05-28 | -2.41 | 71 |
| 2024-08-26 | 2024-09-17 | -2.35 | 22 |
| 2022-07-07 | 2022-09-12 | -1.84 | 67 |
| Metric | 11385560:btcusd:triple_med_gx:lsma110_80 | 11385560:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 8.4% | 35.75% |
| Worst Week | -3.82% | -29.64% |
| Best Month | 7.75% | 43.77% |
| Worst Month | -3.95% | -37.12% |
| Best Year | 10.77% | 155.54% |
| Worst Year | 3.25% | -58.73% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.62% | -0.67% |
| Avg. Up Week | 2.71% | 8.89% |
| Avg. Down Week | -1.62% | -4.39% |
| Avg. Up Month | 3.44% | 20.39% |
| Avg. Down Month | -0.8% | -7.91% |
| Win Days % | 48.33% | 51.3% |
| Win Month % | 56.52% | 60.98% |
| Win Week % | 54.29% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |