| Metric | 11386814:btcusd:triple_med_gx:lsma110_85 | 11386814:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 41.41% | 180.59% |
| Max Drawdown | -6.9% | -67.18% |
| Sharpe | 0.52 | 0.42 |
| Sortino | 0.88 | 0.61 |
| Payoff Ratio | 1.46 | 1.4 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.93 | 0.77 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 91.73 | 2.91 |
| Outlier Loss Ratio | 4.46 | 2.74 |
| Volatility (ann.) | 5.12% | 26.03% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.55 | 0.52 |
| Skew | 3.13 | 0.18 |
| Kurtosis | 86.36 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.49% |
| Expected Yearly % | 9.05% | 29.42% |
| Kelly Criterion | 9.32% | 16.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.21% |
| Expected Shortfall (cVaR) | -0.43% | -2.21% |
| Year | 11386814:BTCUSD | 11386814:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 10.16 | -0.17 | + |
| 2023 | 155.54 | 10.77 | 0.07 | - |
| 2024 | 121.00 | 5.98 | 0.05 | - |
| 2025 | 27.10 | 9.35 | 0.35 | - |
| Metric | 11386814:btcusd:triple_med_gx:lsma110_85 | 11386814:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.0% | 41.88% |
| 6M | 6.79% | 22.91% |
| YTD | 9.35% | 27.1% |
| 1Y | 18.83% | 82.29% |
| 3Y (ann.) | 9.93% | 77.48% |
| 5Y (ann.) | 10.66% | 35.19% |
| Metric | 11386814:btcusd:triple_med_gx:lsma110_85 | 11386814:BTCUSD |
|---|---|---|
| Max Drawdown | -6.9% | -67.18% |
| Longest DD Days | 261.0 | 683.0 |
| Avg. Drawdown | -2.28% | -6.63% |
| Avg. Drawdown Days | 47.0 | 35.0 |
| Recovery Factor | 6.01 | 2.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -6.90 | 180 |
| 2022-10-05 | 2023-02-26 | -6.00 | 144 |
| 2022-05-05 | 2022-07-04 | -4.92 | 60 |
| 2023-12-06 | 2024-08-23 | -4.75 | 261 |
| 2023-05-29 | 2023-12-05 | -4.46 | 190 |
| 2022-07-05 | 2022-09-10 | -3.83 | 67 |
| 2025-03-20 | 2025-04-21 | -3.74 | 32 |
| 2022-03-12 | 2022-03-14 | -3.71 | 2 |
| 2022-03-15 | 2022-05-04 | -2.56 | 50 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| Metric | 11386814:btcusd:triple_med_gx:lsma110_85 | 11386814:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 8.12% | 35.75% |
| Worst Week | -3.65% | -29.64% |
| Best Month | 8.02% | 43.77% |
| Worst Month | -3.83% | -37.12% |
| Best Year | 10.77% | 155.54% |
| Worst Year | 5.98% | -60.91% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.58% | -0.62% |
| Avg. Up Week | 2.6% | 10.11% |
| Avg. Down Week | -1.5% | -3.41% |
| Avg. Up Month | 2.64% | 14.92% |
| Avg. Down Month | -0.56% | -7.33% |
| Win Days % | 46.2% | 51.27% |
| Win Month % | 62.96% | 61.9% |
| Win Week % | 55.26% | 51.1% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 100.0% | 75.0% |