| Metric | 11386593:btcusd:triple_med_gx:lsma100_85 | 11386593:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 45.95% | 196.5% |
| Max Drawdown | -11.05% | -67.18% |
| Sharpe | 0.53 | 0.44 |
| Sortino | 1.0 | 0.64 |
| Payoff Ratio | 1.38 | 1.31 |
| Profit Factor | 1.42 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.93 | 0.72 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 89.02 | 2.85 |
| Outlier Loss Ratio | 4.27 | 2.71 |
| Volatility (ann.) | 5.61% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.08 | 0.57 |
| Skew | 7.63 | 0.2 |
| Kurtosis | 175.45 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.69% |
| Expected Yearly % | 9.91% | 31.22% |
| Kelly Criterion | 9.33% | 14.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.24% |
| Expected Shortfall (cVaR) | -0.47% | -2.24% |
| Year | 11386593:BTCUSD | 11386593:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 22.14 | -0.40 | + |
| 2023 | 155.54 | -1.89 | -0.01 | - |
| 2024 | 121.00 | 29.14 | 0.24 | - |
| 2025 | 17.02 | -5.68 | -0.33 | - |
| Metric | 11386593:btcusd:triple_med_gx:lsma100_85 | 11386593:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.17% | 31.76% |
| 6M | -8.2% | 12.25% |
| YTD | -5.68% | 17.02% |
| 1Y | 7.61% | 57.19% |
| 3Y (ann.) | 7.71% | 55.42% |
| 5Y (ann.) | 11.95% | 38.32% |
| Metric | 11386593:btcusd:triple_med_gx:lsma100_85 | 11386593:BTCUSD |
|---|---|---|
| Max Drawdown | -11.05% | -67.18% |
| Longest DD Days | 588.0 | 683.0 |
| Avg. Drawdown | -2.4% | -6.97% |
| Avg. Drawdown Days | 58.0 | 36.0 |
| Recovery Factor | 4.16 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-04 | 2024-05-15 | -11.05 | 588 |
| 2024-12-17 | 2025-06-11 | -8.38 | 175 |
| 2022-07-01 | 2022-09-09 | -5.36 | 70 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2022-04-28 | 2022-05-25 | -1.73 | 26 |
| 2022-05-25 | 2022-06-30 | -1.58 | 36 |
| 2024-12-16 | 2024-12-17 | -1.14 | 1 |
| 2022-03-08 | 2022-03-09 | -1.06 | 0 |
| Metric | 11386593:btcusd:triple_med_gx:lsma100_85 | 11386593:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -3.07% | -9.32% |
| Best Week | 10.31% | 35.75% |
| Worst Week | -4.88% | -29.64% |
| Best Month | 11.44% | 43.77% |
| Worst Month | -4.22% | -37.12% |
| Best Year | 29.14% | 155.54% |
| Worst Year | -5.68% | -55.14% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.63% | -0.69% |
| Avg. Up Week | 3.22% | 8.36% |
| Avg. Down Week | -2.04% | -4.87% |
| Avg. Up Month | 5.66% | 18.82% |
| Avg. Down Month | -1.24% | -8.88% |
| Win Days % | 47.37% | 51.33% |
| Win Month % | 51.52% | 60.98% |
| Win Week % | 51.02% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |