| Metric | 11387905:btcusd:triple_med_gx:lsma100_90 | 11387905:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -3.32% | 203.48% |
| Max Drawdown | -18.41% | -67.18% |
| Sharpe | -0.01 | 0.44 |
| Sortino | -0.02 | 0.65 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.48 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 92.72 | 2.88 |
| Outlier Loss Ratio | 3.8 | 2.79 |
| Volatility (ann.) | 6.11% | 26.35% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.05 | 0.58 |
| Skew | 1.96 | 0.2 |
| Kurtosis | 115.44 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.08% | 2.68% |
| Expected Yearly % | -0.84% | 31.99% |
| Kelly Criterion | -8.99% | 6.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.24% |
| Expected Shortfall (cVaR) | -0.53% | -2.24% |
| Year | 11387905:BTCUSD | 11387905:btcusd:triple_med_gx:lsma100_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -13.56 | 0.25 | + |
| 2023 | 155.54 | 16.79 | 0.11 | - |
| 2024 | 121.00 | 13.73 | 0.11 | - |
| 2025 | 17.02 | -15.79 | -0.93 | - |
| Metric | 11387905:btcusd:triple_med_gx:lsma100_90 | 11387905:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.62% | 31.76% |
| 6M | -12.42% | 12.25% |
| YTD | -15.79% | 17.02% |
| 1Y | -9.17% | 57.19% |
| 3Y (ann.) | 0.85% | 55.42% |
| 5Y (ann.) | -0.99% | 38.98% |
| Metric | 11387905:btcusd:triple_med_gx:lsma100_90 | 11387905:BTCUSD |
|---|---|---|
| Max Drawdown | -18.41% | -67.18% |
| Longest DD Days | 667.0 | 683.0 |
| Avg. Drawdown | -5.07% | -6.06% |
| Avg. Drawdown Days | 97.0 | 30.0 |
| Recovery Factor | -0.18 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -18.41 | 155 |
| 2022-02-05 | 2023-12-04 | -15.52 | 667 |
| 2024-08-20 | 2024-10-29 | -7.42 | 70 |
| 2024-01-12 | 2024-04-04 | -5.19 | 83 |
| 2024-05-27 | 2024-08-20 | -5.17 | 84 |
| 2024-04-04 | 2024-05-03 | -3.22 | 28 |
| 2023-12-17 | 2024-01-08 | -1.98 | 21 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-29 | 2024-12-15 | -1.07 | 47 |
| 2024-05-03 | 2024-05-15 | -0.80 | 12 |
| Metric | 11387905:btcusd:triple_med_gx:lsma100_90 | 11387905:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 10.07% | 35.75% |
| Worst Week | -7.1% | -29.64% |
| Best Month | 8.31% | 43.77% |
| Worst Month | -12.36% | -37.12% |
| Best Year | 16.79% | 155.54% |
| Worst Year | -15.79% | -54.08% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.78% | -0.86% |
| Avg. Up Week | 2.38% | 6.04% |
| Avg. Down Week | -2.45% | -4.39% |
| Avg. Up Month | 3.02% | 15.99% |
| Avg. Down Month | -2.35% | -13.77% |
| Win Days % | 41.6% | 51.28% |
| Win Month % | 47.37% | 61.9% |
| Win Week % | 46.48% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |