| Metric | 11388348:btcusd:triple_med_gx:lsma110_90 | 11388348:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 23.49% | 152.93% |
| Max Drawdown | -10.51% | -67.18% |
| Sharpe | 0.4 | 0.4 |
| Sortino | 0.63 | 0.58 |
| Payoff Ratio | 1.38 | 1.29 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.87 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 128.75 | 2.74 |
| Outlier Loss Ratio | 4.31 | 2.6 |
| Volatility (ann.) | 4.26% | 26.28% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.63 | 0.48 |
| Skew | 1.79 | 0.18 |
| Kurtosis | 151.84 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.29% |
| Expected Yearly % | 5.42% | 26.11% |
| Kelly Criterion | 9.05% | 13.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.23% |
| Expected Shortfall (cVaR) | -0.36% | -2.23% |
| Year | 11388348:BTCUSD | 11388348:btcusd:triple_med_gx:lsma110_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 9.91 | -0.16 | + |
| 2023 | 155.54 | 3.06 | 0.02 | - |
| 2024 | 121.00 | 1.38 | 0.01 | - |
| 2025 | 17.02 | 7.54 | 0.44 | - |
| Metric | 11388348:btcusd:triple_med_gx:lsma110_90 | 11388348:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.8% | 31.76% |
| 6M | 7.54% | 12.25% |
| YTD | 7.54% | 17.02% |
| 1Y | 9.29% | 57.19% |
| 3Y (ann.) | 4.91% | 55.42% |
| 5Y (ann.) | 6.57% | 32.3% |
| Metric | 11388348:btcusd:triple_med_gx:lsma110_90 | 11388348:BTCUSD |
|---|---|---|
| Max Drawdown | -10.51% | -67.18% |
| Longest DD Days | 688.0 | 683.0 |
| Avg. Drawdown | -2.55% | -7.61% |
| Avg. Drawdown Days | 78.0 | 38.0 |
| Recovery Factor | 2.23 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2024-08-24 | -10.51 | 688 |
| 2025-03-20 | 2025-05-19 | -5.19 | 60 |
| 2024-09-20 | 2025-01-15 | -4.41 | 117 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-17 | 2025-03-19 | -3.23 | 1 |
| 2022-07-07 | 2022-09-12 | -1.60 | 67 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2022-09-13 | 2022-10-06 | -1.23 | 23 |
| 2024-08-26 | 2024-09-19 | -0.96 | 24 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| Metric | 11388348:btcusd:triple_med_gx:lsma110_90 | 11388348:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.12% | 35.75% |
| Worst Week | -5.86% | -29.64% |
| Best Month | 6.92% | 43.77% |
| Worst Month | -7.32% | -37.12% |
| Best Year | 9.91% | 155.54% |
| Worst Year | 1.38% | -61.73% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.57% | -0.62% |
| Avg. Up Week | 2.92% | 8.85% |
| Avg. Down Week | -1.23% | -5.27% |
| Avg. Up Month | 2.73% | 18.62% |
| Avg. Down Month | -0.68% | -8.41% |
| Win Days % | 47.28% | 51.27% |
| Win Month % | 56.52% | 60.98% |
| Win Week % | 43.75% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 75.0% |