| Metric | 11386595:btcusd:triple_med_gx:lsma110_85 | 11386595:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 37.44% | 196.5% |
| Max Drawdown | -16.84% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.57 | 0.64 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 61.97 | 3.02 |
| Outlier Loss Ratio | 3.73 | 3.0 |
| Volatility (ann.) | 7.33% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.59 | 0.57 |
| Skew | 2.7 | 0.2 |
| Kurtosis | 102.48 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.69% |
| Expected Yearly % | 8.27% | 31.22% |
| Kelly Criterion | 5.21% | 7.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.24% |
| Expected Shortfall (cVaR) | -0.62% | -2.24% |
| Year | 11386595:BTCUSD | 11386595:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 17.15 | -0.31 | + |
| 2023 | 155.54 | -0.08 | -0.00 | - |
| 2024 | 121.00 | 24.84 | 0.21 | - |
| 2025 | 17.02 | -5.95 | -0.35 | - |
| Metric | 11386595:btcusd:triple_med_gx:lsma110_85 | 11386595:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.17% | 31.76% |
| 6M | -13.71% | 12.25% |
| YTD | -5.95% | 17.02% |
| 1Y | 8.23% | 57.19% |
| 3Y (ann.) | 7.9% | 55.42% |
| 5Y (ann.) | 9.96% | 38.32% |
| Metric | 11386595:btcusd:triple_med_gx:lsma110_85 | 11386595:BTCUSD |
|---|---|---|
| Max Drawdown | -16.84% | -67.18% |
| Longest DD Days | 576.0 | 683.0 |
| Avg. Drawdown | -2.82% | -6.97% |
| Avg. Drawdown Days | 49.0 | 36.0 |
| Recovery Factor | 2.22 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -16.84 | 211 |
| 2022-09-10 | 2024-04-08 | -9.67 | 576 |
| 2022-03-09 | 2022-03-27 | -7.78 | 18 |
| 2022-04-28 | 2022-09-09 | -7.23 | 133 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-05-05 | 2024-05-17 | -2.72 | 12 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-11-10 | -1.80 | 50 |
| 2024-04-08 | 2024-05-03 | -1.38 | 25 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11386595:btcusd:triple_med_gx:lsma110_85 | 11386595:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 13.07% | 35.75% |
| Worst Week | -8.9% | -29.64% |
| Best Month | 13.07% | 43.77% |
| Worst Month | -8.25% | -37.12% |
| Best Year | 24.84% | 155.54% |
| Worst Year | -5.95% | -55.14% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.61% | 8.72% |
| Avg. Down Week | -2.3% | -4.69% |
| Avg. Up Month | 5.1% | 17.94% |
| Avg. Down Month | -3.12% | -9.64% |
| Win Days % | 49.25% | 51.33% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 52.73% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |