| Metric | 11386877:btcusd:triple_med_gx:lsma100_85 | 11386877:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 14.13% | 169.05% |
| Max Drawdown | -9.1% | -67.18% |
| Sharpe | 0.26 | 0.41 |
| Sortino | 0.42 | 0.59 |
| Payoff Ratio | 1.4 | 1.25 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.76 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 153.83 | 2.67 |
| Outlier Loss Ratio | 4.02 | 2.55 |
| Volatility (ann.) | 3.98% | 26.04% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.43 | 0.5 |
| Skew | 3.2 | 0.18 |
| Kurtosis | 162.73 | 6.56 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.38% |
| Expected Yearly % | 3.36% | 28.07% |
| Kelly Criterion | 3.65% | 12.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.21% |
| Expected Shortfall (cVaR) | -0.34% | -2.21% |
| Year | 11386877:BTCUSD | 11386877:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 4.73 | -0.08 | + |
| 2023 | 155.54 | 10.20 | 0.07 | - |
| 2024 | 121.00 | -5.22 | -0.04 | - |
| 2025 | 27.10 | 4.34 | 0.16 | - |
| Metric | 11386877:btcusd:triple_med_gx:lsma100_85 | 11386877:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 1.39% | 41.88% |
| 6M | 4.34% | 22.91% |
| YTD | 4.34% | 27.1% |
| 1Y | 1.02% | 82.29% |
| 3Y (ann.) | 3.88% | 77.48% |
| 5Y (ann.) | 3.94% | 33.6% |
| Metric | 11386877:btcusd:triple_med_gx:lsma100_85 | 11386877:BTCUSD |
|---|---|---|
| Max Drawdown | -9.1% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -3.04% | -7.4% |
| Avg. Drawdown Days | 95.0 | 37.0 |
| Recovery Factor | 1.55 | 2.52 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-05-18 | -9.10 | 240 |
| 2023-09-08 | 2024-09-19 | -7.45 | 377 |
| 2022-07-05 | 2022-11-30 | -4.18 | 148 |
| 2025-05-19 | 2025-07-17 | -3.40 | 59 |
| 2022-05-26 | 2022-07-03 | -3.04 | 37 |
| 2022-12-01 | 2023-03-17 | -2.82 | 106 |
| 2023-06-21 | 2023-09-07 | -1.82 | 78 |
| 2023-05-29 | 2023-06-21 | -1.63 | 23 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| Metric | 11386877:btcusd:triple_med_gx:lsma100_85 | 11386877:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -4.01% | -9.32% |
| Best Week | 4.12% | 35.75% |
| Worst Week | -5.26% | -29.64% |
| Best Month | 5.63% | 43.77% |
| Worst Month | -5.26% | -37.12% |
| Best Year | 10.2% | 155.54% |
| Worst Year | -5.22% | -62.52% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.62% | -0.7% |
| Avg. Up Week | 1.86% | 9.84% |
| Avg. Down Week | -2.02% | -3.62% |
| Avg. Up Month | 2.3% | 16.0% |
| Avg. Down Month | -0.9% | -10.19% |
| Win Days % | 43.81% | 51.27% |
| Win Month % | 54.17% | 59.52% |
| Win Week % | 60.71% | 51.1% |
| Win Quarter % | 61.54% | 60.0% |
| Win Year % | 75.0% | 75.0% |