| Metric | 11388028:btcusd:triple_med_gx:lsma100_90 | 11388028:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 16.47% | 196.5% |
| Max Drawdown | -7.66% | -67.18% |
| Sharpe | 0.28 | 0.44 |
| Sortino | 0.48 | 0.64 |
| Payoff Ratio | 1.46 | 1.34 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.76 | 0.74 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 132.88 | 2.7 |
| Outlier Loss Ratio | 4.21 | 2.57 |
| Volatility (ann.) | 4.44% | 26.35% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.61 | 0.57 |
| Skew | 6.78 | 0.2 |
| Kurtosis | 205.52 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.69% |
| Expected Yearly % | 3.89% | 31.22% |
| Kelly Criterion | 2.27% | 15.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.24% |
| Expected Shortfall (cVaR) | -0.38% | -2.24% |
| Year | 11388028:BTCUSD | 11388028:btcusd:triple_med_gx:lsma100_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 7.52 | -0.14 | + |
| 2023 | 155.54 | -1.47 | -0.01 | - |
| 2024 | 121.00 | 12.26 | 0.10 | - |
| 2025 | 17.02 | -2.06 | -0.12 | - |
| Metric | 11388028:btcusd:triple_med_gx:lsma100_90 | 11388028:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.98% | 31.76% |
| 6M | -4.39% | 12.25% |
| YTD | -2.06% | 17.02% |
| 1Y | 1.97% | 57.19% |
| 3Y (ann.) | 4.65% | 55.42% |
| 5Y (ann.) | 4.66% | 38.32% |
| Metric | 11388028:btcusd:triple_med_gx:lsma100_90 | 11388028:BTCUSD |
|---|---|---|
| Max Drawdown | -7.66% | -67.18% |
| Longest DD Days | 587.0 | 683.0 |
| Avg. Drawdown | -2.13% | -6.97% |
| Avg. Drawdown Days | 82.0 | 36.0 |
| Recovery Factor | 2.15 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2024-05-15 | -7.66 | 587 |
| 2024-12-17 | 2025-06-11 | -5.58 | 175 |
| 2022-04-28 | 2022-09-09 | -4.69 | 133 |
| 2024-08-20 | 2024-09-18 | -2.87 | 29 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-03-25 | 2022-04-28 | -0.78 | 34 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-10-20 | 2024-11-11 | -0.29 | 22 |
| 2024-12-17 | 2024-12-17 | -0.19 | 0 |
| 2022-10-05 | 2022-10-06 | -0.18 | 0 |
| Metric | 11388028:btcusd:triple_med_gx:lsma100_90 | 11388028:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -3.07% | -9.32% |
| Best Week | 10.19% | 35.75% |
| Worst Week | -4.01% | -29.64% |
| Best Month | 10.19% | 43.77% |
| Worst Month | -4.04% | -37.12% |
| Best Year | 12.26% | 155.54% |
| Worst Year | -2.06% | -55.14% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.63% | -0.7% |
| Avg. Up Week | 2.56% | 8.41% |
| Avg. Down Week | -1.71% | -5.55% |
| Avg. Up Month | 2.57% | 17.33% |
| Avg. Down Month | -1.06% | -11.54% |
| Win Days % | 41.96% | 51.33% |
| Win Month % | 51.61% | 60.98% |
| Win Week % | 47.83% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |