| Metric | 11385648:btcusd:triple_med_gx:lsma100_85 | 11385648:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 3.2% | 195.42% |
| Max Drawdown | -16.18% | -67.18% |
| Sharpe | 0.07 | 0.44 |
| Sortino | 0.12 | 0.63 |
| Payoff Ratio | 1.45 | 1.38 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.58 | 0.76 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 127.26 | 2.67 |
| Outlier Loss Ratio | 4.81 | 2.61 |
| Volatility (ann.) | 4.68% | 26.36% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.06 | 0.56 |
| Skew | 7.06 | 0.2 |
| Kurtosis | 231.97 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.08% | 2.61% |
| Expected Yearly % | 0.79% | 31.1% |
| Kelly Criterion | -4.53% | 15.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.24% |
| Expected Shortfall (cVaR) | -0.4% | -2.24% |
| Year | 11385648:BTCUSD | 11385648:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 6.78 | -0.12 | + |
| 2023 | 155.54 | 2.12 | 0.01 | - |
| 2024 | 121.00 | 6.74 | 0.06 | - |
| 2025 | 17.02 | -11.34 | -0.67 | - |
| Metric | 11385648:btcusd:triple_med_gx:lsma100_85 | 11385648:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.93% | 31.76% |
| 6M | -11.34% | 12.25% |
| YTD | -11.34% | 17.02% |
| 1Y | -14.93% | 57.19% |
| 3Y (ann.) | 1.69% | 55.42% |
| 5Y (ann.) | 0.94% | 37.84% |
| Metric | 11385648:btcusd:triple_med_gx:lsma100_85 | 11385648:BTCUSD |
|---|---|---|
| Max Drawdown | -16.18% | -67.18% |
| Longest DD Days | 411.0 | 683.0 |
| Avg. Drawdown | -3.08% | -6.6% |
| Avg. Drawdown Days | 84.0 | 32.0 |
| Recovery Factor | 0.2 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-06-11 | -16.18 | 341 |
| 2023-01-25 | 2024-03-11 | -7.84 | 411 |
| 2022-01-26 | 2022-07-04 | -6.53 | 158 |
| 2022-09-15 | 2023-01-20 | -4.83 | 127 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2022-08-16 | 2022-09-09 | -0.74 | 24 |
| 2024-03-13 | 2024-04-07 | -0.62 | 24 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-08-01 | 2022-08-01 | -0.18 | 0 |
| 2023-01-24 | 2023-01-25 | -0.18 | 0 |
| Metric | 11385648:btcusd:triple_med_gx:lsma100_85 | 11385648:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 7.33% | 35.75% |
| Worst Week | -4.84% | -29.64% |
| Best Month | 9.27% | 43.77% |
| Worst Month | -5.02% | -37.12% |
| Best Year | 6.78% | 155.54% |
| Worst Year | -11.34% | -55.3% |
| Avg. Up Day | 0.81% | 0.85% |
| Avg. Down Day | -0.56% | -0.61% |
| Avg. Up Week | 2.79% | 5.89% |
| Avg. Down Week | -1.27% | -5.68% |
| Avg. Up Month | 2.88% | 18.97% |
| Avg. Down Month | -2.0% | -13.59% |
| Win Days % | 38.19% | 51.27% |
| Win Month % | 44.44% | 61.9% |
| Win Week % | 37.29% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |