| Metric | 11389412:btcusd:triple_med_gx:lsma110_95 | 11389412:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 25.25% | 189.95% |
| Max Drawdown | -16.47% | -67.18% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.45 | 0.63 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.64 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 70.6 | 3.12 |
| Outlier Loss Ratio | 4.02 | 3.01 |
| Volatility (ann.) | 6.59% | 26.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.42 | 0.55 |
| Skew | 1.8 | 0.2 |
| Kurtosis | 64.97 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.57% |
| Expected Yearly % | 5.79% | 30.49% |
| Kelly Criterion | 0.93% | 9.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.24% |
| Expected Shortfall (cVaR) | -0.56% | -2.24% |
| Year | 11389412:BTCUSD | 11389412:btcusd:triple_med_gx:lsma110_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -2.08 | 0.04 | + |
| 2023 | 155.54 | 15.71 | 0.10 | - |
| 2024 | 121.00 | 11.61 | 0.10 | - |
| 2025 | 17.02 | -0.96 | -0.06 | - |
| Metric | 11389412:btcusd:triple_med_gx:lsma110_95 | 11389412:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.58% | 31.76% |
| 6M | -6.85% | 12.25% |
| YTD | -0.96% | 17.02% |
| 1Y | 4.28% | 57.19% |
| 3Y (ann.) | 3.94% | 55.42% |
| 5Y (ann.) | 6.92% | 37.22% |
| Metric | 11389412:btcusd:triple_med_gx:lsma110_95 | 11389412:BTCUSD |
|---|---|---|
| Max Drawdown | -16.47% | -67.18% |
| Longest DD Days | 586.0 | 683.0 |
| Avg. Drawdown | -3.41% | -6.63% |
| Avg. Drawdown Days | 61.0 | 33.0 |
| Recovery Factor | 1.53 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2024-01-01 | -16.47 | 586 |
| 2024-12-17 | 2025-06-11 | -11.76 | 175 |
| 2024-05-30 | 2024-08-21 | -7.15 | 83 |
| 2024-01-02 | 2024-04-06 | -7.01 | 95 |
| 2024-04-07 | 2024-05-17 | -4.74 | 40 |
| 2024-08-22 | 2024-09-19 | -3.73 | 27 |
| 2022-03-06 | 2022-03-27 | -3.73 | 21 |
| 2024-05-18 | 2024-05-30 | -2.02 | 12 |
| 2024-09-19 | 2024-11-11 | -1.58 | 52 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| Metric | 11389412:btcusd:triple_med_gx:lsma110_95 | 11389412:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 7.55% | 35.75% |
| Worst Week | -7.21% | -29.64% |
| Best Month | 7.55% | 43.77% |
| Worst Month | -5.95% | -37.12% |
| Best Year | 15.71% | 155.54% |
| Worst Year | -2.08% | -56.13% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.74% | -0.81% |
| Avg. Up Week | 3.81% | 10.36% |
| Avg. Down Week | -2.32% | -5.66% |
| Avg. Up Month | 3.83% | 15.35% |
| Avg. Down Month | -3.33% | -14.21% |
| Win Days % | 45.74% | 51.26% |
| Win Month % | 52.78% | 61.9% |
| Win Week % | 41.43% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |