| Metric | 11386913:btcusd:triple_med_gx:lsma110_85 | 11386913:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 31.34% | 152.93% |
| Max Drawdown | -7.36% | -67.18% |
| Sharpe | 0.48 | 0.4 |
| Sortino | 0.78 | 0.58 |
| Payoff Ratio | 1.36 | 1.3 |
| Profit Factor | 1.38 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.9 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 112.57 | 2.8 |
| Outlier Loss Ratio | 4.32 | 2.62 |
| Volatility (ann.) | 4.53% | 26.28% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.16 | 0.48 |
| Skew | 2.11 | 0.18 |
| Kurtosis | 129.52 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.29% |
| Expected Yearly % | 7.05% | 26.11% |
| Kelly Criterion | 9.6% | 13.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.23% |
| Expected Shortfall (cVaR) | -0.38% | -2.23% |
| Year | 11386913:BTCUSD | 11386913:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 11.35 | -0.18 | + |
| 2023 | 155.54 | 5.33 | 0.03 | - |
| 2024 | 121.00 | 1.83 | 0.02 | - |
| 2025 | 17.02 | 9.97 | 0.59 | - |
| Metric | 11386913:btcusd:triple_med_gx:lsma110_85 | 11386913:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.14% | 31.76% |
| 6M | 9.97% | 12.25% |
| YTD | 9.97% | 17.02% |
| 1Y | 12.65% | 57.19% |
| 3Y (ann.) | 7.81% | 55.42% |
| 5Y (ann.) | 8.57% | 32.3% |
| Metric | 11386913:btcusd:triple_med_gx:lsma110_85 | 11386913:BTCUSD |
|---|---|---|
| Max Drawdown | -7.36% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -2.44% | -7.61% |
| Avg. Drawdown Days | 62.0 | 38.0 |
| Recovery Factor | 4.26 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-05 | 2023-10-16 | -7.36 | 376 |
| 2024-09-20 | 2025-03-17 | -5.90 | 178 |
| 2025-03-20 | 2025-05-19 | -4.57 | 60 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2024-05-08 | 2024-07-15 | -2.47 | 67 |
| 2023-12-05 | 2024-05-08 | -2.17 | 154 |
| 2022-07-07 | 2022-09-12 | -1.60 | 67 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11386913:btcusd:triple_med_gx:lsma110_85 | 11386913:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.12% | 35.75% |
| Worst Week | -5.8% | -29.64% |
| Best Month | 6.05% | 43.77% |
| Worst Month | -3.98% | -37.12% |
| Best Year | 11.35% | 155.54% |
| Worst Year | 1.83% | -61.73% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.59% | -0.62% |
| Avg. Up Week | 2.86% | 8.85% |
| Avg. Down Week | -1.64% | -5.27% |
| Avg. Up Month | 3.18% | 19.36% |
| Avg. Down Month | -1.13% | -7.91% |
| Win Days % | 47.97% | 51.27% |
| Win Month % | 60.87% | 60.98% |
| Win Week % | 51.52% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 75.0% |