| Metric | 11389454:btcusd:triple_med_gx:lsma110_95 | 11389454:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 37.97% | 183.93% |
| Max Drawdown | -14.47% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.63 | 0.62 |
| Payoff Ratio | 1.27 | 1.2 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 73.03 | 3.0 |
| Outlier Loss Ratio | 3.7 | 2.84 |
| Volatility (ann.) | 7.08% | 26.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.7 | 0.54 |
| Skew | 4.46 | 0.2 |
| Kurtosis | 125.16 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.58% |
| Expected Yearly % | 8.38% | 29.81% |
| Kelly Criterion | 4.83% | 10.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.24% |
| Expected Shortfall (cVaR) | -0.6% | -2.24% |
| Year | 11389454:BTCUSD | 11389454:btcusd:triple_med_gx:lsma110_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 17.15 | -0.30 | + |
| 2023 | 155.54 | 15.75 | 0.10 | - |
| 2024 | 121.00 | -2.19 | -0.02 | - |
| 2025 | 17.02 | 4.03 | 0.24 | - |
| Metric | 11389454:btcusd:triple_med_gx:lsma110_95 | 11389454:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.68% | 31.76% |
| 6M | -5.49% | 12.25% |
| YTD | 4.03% | 17.02% |
| 1Y | 1.98% | 57.19% |
| 3Y (ann.) | 4.17% | 55.42% |
| 5Y (ann.) | 10.06% | 36.44% |
| Metric | 11389454:btcusd:triple_med_gx:lsma110_95 | 11389454:BTCUSD |
|---|---|---|
| Max Drawdown | -14.47% | -67.18% |
| Longest DD Days | 296.0 | 683.0 |
| Avg. Drawdown | -3.0% | -6.73% |
| Avg. Drawdown Days | 53.0 | 34.0 |
| Recovery Factor | 2.62 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2023-03-17 | -14.47 | 296 |
| 2023-12-06 | 2024-04-08 | -10.69 | 124 |
| 2024-11-12 | 2025-06-11 | -9.78 | 211 |
| 2024-05-18 | 2024-11-11 | -9.14 | 177 |
| 2023-04-15 | 2023-10-16 | -4.04 | 183 |
| 2024-04-25 | 2024-05-17 | -1.91 | 21 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2024-04-25 | 2024-04-25 | -0.74 | 0 |
| Metric | 11389454:btcusd:triple_med_gx:lsma110_95 | 11389454:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.64% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -10.86% | -29.64% |
| Best Month | 14.8% | 43.77% |
| Worst Month | -9.15% | -37.12% |
| Best Year | 17.15% | 155.54% |
| Worst Year | -2.19% | -57.04% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 3.84% | 9.24% |
| Avg. Down Week | -2.95% | -5.82% |
| Avg. Up Month | 4.89% | 17.56% |
| Avg. Down Month | -4.12% | -12.99% |
| Win Days % | 46.7% | 51.31% |
| Win Month % | 54.05% | 60.98% |
| Win Week % | 48.39% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |