| Metric | 11388346:btcusd:triple_med_gx:lsma100_90 | 11388346:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 4.58% | 152.93% |
| Max Drawdown | -8.72% | -67.18% |
| Sharpe | 0.13 | 0.4 |
| Sortino | 0.2 | 0.58 |
| Payoff Ratio | 1.55 | 1.5 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.69 | 0.82 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 235.94 | 2.4 |
| Outlier Loss Ratio | 4.28 | 2.47 |
| Volatility (ann.) | 3.07% | 26.28% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.16 | 0.48 |
| Skew | 3.51 | 0.18 |
| Kurtosis | 267.74 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.11% | 2.29% |
| Expected Yearly % | 1.12% | 26.11% |
| Kelly Criterion | 0.39% | 18.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.26% | -2.23% |
| Expected Shortfall (cVaR) | -0.26% | -2.23% |
| Year | 11388346:BTCUSD | 11388346:btcusd:triple_med_gx:lsma100_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 4.25 | -0.07 | + |
| 2023 | 155.54 | -1.91 | -0.01 | - |
| 2024 | 121.00 | -0.70 | -0.01 | - |
| 2025 | 17.02 | 2.98 | 0.17 | - |
| Metric | 11388346:btcusd:triple_med_gx:lsma100_90 | 11388346:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.98% | 31.76% |
| 6M | 2.98% | 12.25% |
| YTD | 2.98% | 17.02% |
| 1Y | 3.98% | 57.19% |
| 3Y (ann.) | 0.94% | 55.42% |
| 5Y (ann.) | 1.36% | 32.3% |
| Metric | 11388346:btcusd:triple_med_gx:lsma100_90 | 11388346:BTCUSD |
|---|---|---|
| Max Drawdown | -8.72% | -67.18% |
| Longest DD Days | 1072.0 | 683.0 |
| Avg. Drawdown | -2.28% | -7.61% |
| Avg. Drawdown Days | 268.0 | 38.0 |
| Recovery Factor | 0.52 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-05 | 2025-06-11 | -8.72 | 1072 |
| 2022-05-27 | 2022-05-28 | -0.18 | 0 |
| 2022-07-04 | 2022-07-04 | -0.18 | 0 |
| 2022-05-28 | 2022-05-28 | -0.05 | 0 |
| Metric | 11388346:btcusd:triple_med_gx:lsma100_90 | 11388346:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 3.03% | 35.75% |
| Worst Week | -1.49% | -29.64% |
| Best Month | 3.03% | 43.77% |
| Worst Month | -2.03% | -37.12% |
| Best Year | 4.25% | 155.54% |
| Worst Year | -1.91% | -61.73% |
| Avg. Up Day | 0.87% | 0.91% |
| Avg. Down Day | -0.57% | -0.61% |
| Avg. Up Week | 1.28% | 7.64% |
| Avg. Down Week | -0.61% | -4.82% |
| Avg. Up Month | 1.14% | 16.54% |
| Avg. Down Month | -0.58% | -9.99% |
| Win Days % | 39.52% | 51.27% |
| Win Month % | 40.91% | 60.98% |
| Win Week % | 40.0% | 50.28% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 50.0% | 75.0% |