| Metric | 11385593:btcusd:triple_med_gx:lsma100_85 | 11385593:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 3.26% | 195.42% |
| Max Drawdown | -10.3% | -67.18% |
| Sharpe | 0.08 | 0.44 |
| Sortino | 0.14 | 0.63 |
| Payoff Ratio | 1.44 | 1.23 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.58 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 135.64 | 2.69 |
| Outlier Loss Ratio | 5.1 | 2.62 |
| Volatility (ann.) | 4.34% | 26.36% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.09 | 0.56 |
| Skew | 9.6 | 0.2 |
| Kurtosis | 281.81 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.08% | 2.61% |
| Expected Yearly % | 0.8% | 31.1% |
| Kelly Criterion | -4.64% | 11.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.24% |
| Expected Shortfall (cVaR) | -0.37% | -2.24% |
| Year | 11385593:BTCUSD | 11385593:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 0.25 | -0.00 | + |
| 2023 | 155.54 | 0.69 | 0.00 | - |
| 2024 | 121.00 | 13.98 | 0.12 | - |
| 2025 | 17.02 | -10.25 | -0.60 | - |
| Metric | 11385593:btcusd:triple_med_gx:lsma100_85 | 11385593:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.37% | 31.76% |
| 6M | -9.57% | 12.25% |
| YTD | -10.25% | 17.02% |
| 1Y | -9.56% | 57.19% |
| 3Y (ann.) | 3.09% | 55.42% |
| 5Y (ann.) | 0.95% | 37.84% |
| Metric | 11385593:btcusd:triple_med_gx:lsma100_85 | 11385593:BTCUSD |
|---|---|---|
| Max Drawdown | -10.3% | -67.18% |
| Longest DD Days | 412.0 | 683.0 |
| Avg. Drawdown | -3.6% | -6.6% |
| Avg. Drawdown Days | 103.0 | 32.0 |
| Recovery Factor | 0.32 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-24 | 2025-06-11 | -10.30 | 321 |
| 2023-01-24 | 2024-03-11 | -9.15 | 412 |
| 2022-03-11 | 2022-09-09 | -7.91 | 181 |
| 2022-09-14 | 2023-01-20 | -5.32 | 128 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2022-02-12 | 2022-03-11 | -1.55 | 26 |
| 2024-03-13 | 2024-04-06 | -1.18 | 24 |
| 2022-01-26 | 2022-02-12 | -0.88 | 17 |
| 2024-04-07 | 2024-05-04 | -0.44 | 27 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11385593:btcusd:triple_med_gx:lsma100_85 | 11385593:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -2.77% | -9.32% |
| Best Week | 8.58% | 35.75% |
| Worst Week | -4.79% | -29.64% |
| Best Month | 9.06% | 43.77% |
| Worst Month | -6.75% | -37.12% |
| Best Year | 13.98% | 155.54% |
| Worst Year | -10.25% | -55.3% |
| Avg. Up Day | 0.76% | 0.8% |
| Avg. Down Day | -0.53% | -0.65% |
| Avg. Up Week | 3.33% | 5.93% |
| Avg. Down Week | -1.24% | -5.12% |
| Avg. Up Month | 2.65% | 18.84% |
| Avg. Down Month | -1.63% | -14.2% |
| Win Days % | 38.33% | 51.27% |
| Win Month % | 40.54% | 61.9% |
| Win Week % | 40.68% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |