| Metric | 11388471:btcusd:triple_med_gx:lsma100_95 | 11388471:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 1.99% | 195.42% |
| Max Drawdown | -9.84% | -67.18% |
| Sharpe | 0.06 | 0.44 |
| Sortino | 0.12 | 0.63 |
| Payoff Ratio | 1.82 | 1.56 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.61 | 0.86 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 325.45 | 2.38 |
| Outlier Loss Ratio | 5.23 | 2.45 |
| Volatility (ann.) | 2.96% | 26.36% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.06 | 0.56 |
| Skew | 15.39 | 0.2 |
| Kurtosis | 732.79 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.05% | 2.61% |
| Expected Yearly % | 0.49% | 31.1% |
| Kelly Criterion | -6.86% | 20.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.25% | -2.24% |
| Expected Shortfall (cVaR) | -0.25% | -2.24% |
| Year | 11388471:BTCUSD | 11388471:btcusd:triple_med_gx:lsma100_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -2.80 | 0.05 | + |
| 2023 | 155.54 | 4.34 | 0.03 | - |
| 2024 | 121.00 | 6.50 | 0.05 | - |
| 2025 | 17.02 | -5.58 | -0.33 | - |
| Metric | 11388471:btcusd:triple_med_gx:lsma100_95 | 11388471:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.16% | 31.76% |
| 6M | -5.58% | 12.25% |
| YTD | -5.58% | 17.02% |
| 1Y | -6.15% | 57.19% |
| 3Y (ann.) | 1.14% | 55.42% |
| 5Y (ann.) | 0.59% | 37.84% |
| Metric | 11388471:btcusd:triple_med_gx:lsma100_95 | 11388471:BTCUSD |
|---|---|---|
| Max Drawdown | -9.84% | -67.18% |
| Longest DD Days | 415.0 | 683.0 |
| Avg. Drawdown | -3.16% | -6.6% |
| Avg. Drawdown Days | 202.0 | 32.0 |
| Recovery Factor | 0.2 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-29 | 2025-06-11 | -9.84 | 254 |
| 2022-02-12 | 2023-01-20 | -2.97 | 342 |
| 2024-03-13 | 2024-09-27 | -2.88 | 198 |
| 2023-01-21 | 2024-03-11 | -2.00 | 415 |
| 2024-03-11 | 2024-03-13 | -0.99 | 1 |
| 2024-09-27 | 2024-09-29 | -0.30 | 1 |
| Metric | 11388471:btcusd:triple_med_gx:lsma100_95 | 11388471:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 7.06% | 35.75% |
| Worst Week | -3.67% | -29.64% |
| Best Month | 7.06% | 43.77% |
| Worst Month | -3.67% | -37.12% |
| Best Year | 6.5% | 155.54% |
| Worst Year | -5.58% | -55.3% |
| Avg. Up Day | 0.99% | 1.05% |
| Avg. Down Day | -0.54% | -0.67% |
| Avg. Up Week | 2.93% | 5.58% |
| Avg. Down Week | -0.93% | -4.91% |
| Avg. Up Month | 2.75% | 16.59% |
| Avg. Down Month | -0.88% | -16.59% |
| Win Days % | 31.07% | 51.27% |
| Win Month % | 32.0% | 61.9% |
| Win Week % | 28.12% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |