| Metric | 11386527:btcusd:triple_med_gx:lsma100_85 | 11386527:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 27.22% | 188.04% |
| Max Drawdown | -12.84% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.51 | 0.63 |
| Payoff Ratio | 1.41 | 1.32 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.73 | 0.73 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 78.15 | 2.99 |
| Outlier Loss Ratio | 3.91 | 2.9 |
| Volatility (ann.) | 6.51% | 26.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.58 | 0.55 |
| Skew | 4.09 | 0.2 |
| Kurtosis | 99.2 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.55% |
| Expected Yearly % | 6.2% | 30.28% |
| Kelly Criterion | 3.04% | 14.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.24% |
| Expected Shortfall (cVaR) | -0.55% | -2.24% |
| Year | 11386527:BTCUSD | 11386527:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -4.43 | 0.08 | + |
| 2023 | 155.54 | 13.89 | 0.09 | - |
| 2024 | 121.00 | 22.82 | 0.19 | - |
| 2025 | 17.02 | -4.84 | -0.28 | - |
| Metric | 11386527:btcusd:triple_med_gx:lsma100_85 | 11386527:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.6% | 31.76% |
| 6M | -3.64% | 12.25% |
| YTD | -4.84% | 17.02% |
| 1Y | -1.65% | 57.19% |
| 3Y (ann.) | 6.66% | 55.42% |
| 5Y (ann.) | 7.42% | 36.99% |
| Metric | 11386527:btcusd:triple_med_gx:lsma100_85 | 11386527:BTCUSD |
|---|---|---|
| Max Drawdown | -12.84% | -67.18% |
| Longest DD Days | 492.0 | 683.0 |
| Avg. Drawdown | -3.12% | -6.61% |
| Avg. Drawdown Days | 54.0 | 33.0 |
| Recovery Factor | 2.12 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-12-05 | -12.84 | 492 |
| 2024-12-17 | 2025-06-11 | -8.17 | 175 |
| 2024-07-02 | 2024-11-10 | -7.88 | 130 |
| 2022-05-25 | 2022-07-30 | -7.38 | 66 |
| 2024-03-05 | 2024-04-04 | -6.30 | 30 |
| 2022-03-05 | 2022-04-25 | -4.16 | 51 |
| 2024-01-02 | 2024-02-01 | -3.55 | 30 |
| 2024-04-04 | 2024-05-03 | -3.50 | 28 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11386527:btcusd:triple_med_gx:lsma100_85 | 11386527:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 8.08% | 35.75% |
| Worst Week | -4.89% | -29.64% |
| Best Month | 8.6% | 43.77% |
| Worst Month | -5.9% | -37.12% |
| Best Year | 22.82% | 155.54% |
| Worst Year | -4.84% | -56.42% |
| Avg. Up Day | 1.03% | 1.05% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 2.51% | 8.84% |
| Avg. Down Week | -2.37% | -5.33% |
| Avg. Up Month | 2.95% | 17.56% |
| Avg. Down Month | -2.07% | -14.39% |
| Win Days % | 43.21% | 51.3% |
| Win Month % | 61.11% | 61.9% |
| Win Week % | 52.73% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |