| Metric | 11386508:btcusd:triple_med_gx:lsma100_85 | 11386508:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 16.64% | 189.95% |
| Max Drawdown | -15.27% | -67.18% |
| Sharpe | 0.21 | 0.43 |
| Sortino | 0.34 | 0.63 |
| Payoff Ratio | 1.35 | 1.23 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.65 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 78.46 | 2.97 |
| Outlier Loss Ratio | 4.05 | 2.89 |
| Volatility (ann.) | 6.56% | 26.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.31 | 0.55 |
| Skew | 3.7 | 0.2 |
| Kurtosis | 104.21 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.57% |
| Expected Yearly % | 3.92% | 30.49% |
| Kelly Criterion | 0.0% | 11.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.24% |
| Expected Shortfall (cVaR) | -0.56% | -2.24% |
| Year | 11386508:BTCUSD | 11386508:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -10.20 | 0.18 | + |
| 2023 | 155.54 | 17.27 | 0.11 | - |
| 2024 | 121.00 | 26.51 | 0.22 | - |
| 2025 | 17.02 | -12.44 | -0.73 | - |
| Metric | 11386508:btcusd:triple_med_gx:lsma100_85 | 11386508:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.56% | 31.76% |
| 6M | -9.22% | 12.25% |
| YTD | -12.44% | 17.02% |
| 1Y | -4.5% | 57.19% |
| 3Y (ann.) | 5.06% | 55.42% |
| 5Y (ann.) | 4.68% | 37.22% |
| Metric | 11386508:btcusd:triple_med_gx:lsma100_85 | 11386508:BTCUSD |
|---|---|---|
| Max Drawdown | -15.27% | -67.18% |
| Longest DD Days | 618.0 | 683.0 |
| Avg. Drawdown | -3.53% | -6.63% |
| Avg. Drawdown Days | 78.0 | 33.0 |
| Recovery Factor | 1.09 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-06-11 | -15.27 | 176 |
| 2022-03-25 | 2023-12-04 | -14.87 | 618 |
| 2024-01-07 | 2024-05-03 | -7.92 | 116 |
| 2024-05-16 | 2024-11-10 | -5.46 | 177 |
| 2022-03-06 | 2022-03-25 | -3.33 | 19 |
| 2023-12-05 | 2024-01-01 | -1.81 | 27 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2022-03-04 | 2022-03-05 | -0.55 | 0 |
| 2022-02-05 | 2022-02-06 | -0.51 | 0 |
| Metric | 11386508:btcusd:triple_med_gx:lsma100_85 | 11386508:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 10.07% | 35.75% |
| Worst Week | -8.4% | -29.64% |
| Best Month | 12.27% | 43.77% |
| Worst Month | -8.39% | -37.12% |
| Best Year | 26.51% | 155.54% |
| Worst Year | -12.44% | -56.13% |
| Avg. Up Day | 0.95% | 0.98% |
| Avg. Down Day | -0.71% | -0.8% |
| Avg. Up Week | 2.52% | 6.51% |
| Avg. Down Week | -2.13% | -4.09% |
| Avg. Up Month | 2.8% | 15.6% |
| Avg. Down Month | -2.28% | -13.7% |
| Win Days % | 42.56% | 51.26% |
| Win Month % | 55.56% | 61.9% |
| Win Week % | 48.39% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |