| Metric | 11386946:btcusd:triple_med_gx:lsma100_85 | 11386946:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 14.33% | 172.77% |
| Max Drawdown | -7.24% | -67.18% |
| Sharpe | 0.28 | 0.42 |
| Sortino | 0.44 | 0.61 |
| Payoff Ratio | 1.38 | 1.35 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.78 | 0.74 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 160.25 | 2.66 |
| Outlier Loss Ratio | 3.92 | 2.53 |
| Volatility (ann.) | 3.82% | 26.26% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.57 | 0.53 |
| Skew | 1.32 | 0.19 |
| Kurtosis | 194.28 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.48% |
| Expected Yearly % | 3.4% | 28.51% |
| Kelly Criterion | 5.18% | 15.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.23% |
| Expected Shortfall (cVaR) | -0.33% | -2.23% |
| Year | 11386946:BTCUSD | 11386946:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 11.50 | -0.20 | + |
| 2023 | 155.54 | -0.19 | -0.00 | - |
| 2024 | 121.00 | 2.33 | 0.02 | - |
| 2025 | 17.02 | 0.39 | 0.02 | - |
| Metric | 11386946:btcusd:triple_med_gx:lsma100_85 | 11386946:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.12% | 31.76% |
| 6M | 0.39% | 12.25% |
| YTD | 0.39% | 17.02% |
| 1Y | 3.95% | 57.19% |
| 3Y (ann.) | 4.66% | 55.42% |
| 5Y (ann.) | 4.13% | 35.42% |
| Metric | 11386946:btcusd:triple_med_gx:lsma100_85 | 11386946:BTCUSD |
|---|---|---|
| Max Drawdown | -7.24% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -3.13% | -7.19% |
| Avg. Drawdown Days | 108.0 | 37.0 |
| Recovery Factor | 1.98 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-05 | 2023-09-07 | -7.24 | 337 |
| 2024-09-20 | 2025-05-21 | -6.27 | 242 |
| 2025-05-21 | 2025-06-11 | -5.07 | 21 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2023-09-08 | 2024-09-18 | -3.40 | 376 |
| 2022-05-26 | 2022-07-03 | -3.04 | 37 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| 2022-10-03 | 2022-10-03 | -0.18 | 0 |
| 2022-10-04 | 2022-10-04 | -0.11 | 0 |
| Metric | 11386946:btcusd:triple_med_gx:lsma100_85 | 11386946:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.37% | 35.75% |
| Worst Week | -5.79% | -29.64% |
| Best Month | 5.37% | 43.77% |
| Worst Month | -2.68% | -37.12% |
| Best Year | 11.5% | 155.54% |
| Worst Year | -0.19% | -58.73% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.63% | -0.66% |
| Avg. Up Week | 2.02% | 9.36% |
| Avg. Down Week | -2.58% | -4.0% |
| Avg. Up Month | 2.58% | 13.44% |
| Avg. Down Month | -0.55% | -9.82% |
| Win Days % | 44.94% | 51.3% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 60.0% | 50.28% |
| Win Quarter % | 41.67% | 57.14% |
| Win Year % | 75.0% | 75.0% |