| Metric | 11389474:btcusd:triple_med_gx:lsma100_95 | 11389474:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 19.43% | 183.63% |
| Max Drawdown | -4.97% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.72 | 0.62 |
| Payoff Ratio | 1.6 | 1.14 |
| Profit Factor | 1.49 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.04 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 187.55 | 2.48 |
| Outlier Loss Ratio | 4.86 | 2.45 |
| Volatility (ann.) | 3.62% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.09 | 0.54 |
| Skew | 10.68 | 0.2 |
| Kurtosis | 384.83 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.58% |
| Expected Yearly % | 4.54% | 29.77% |
| Kelly Criterion | 8.58% | 8.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.24% |
| Expected Shortfall (cVaR) | -0.31% | -2.24% |
| Year | 11389474:BTCUSD | 11389474:btcusd:triple_med_gx:lsma100_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 1.24 | -0.02 | + |
| 2023 | 155.54 | 4.78 | 0.03 | - |
| 2024 | 121.00 | 6.04 | 0.05 | - |
| 2025 | 17.02 | 6.18 | 0.36 | - |
| Metric | 11389474:btcusd:triple_med_gx:lsma100_95 | 11389474:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.32% | 31.76% |
| 6M | 1.88% | 12.25% |
| YTD | 6.18% | 17.02% |
| 1Y | 9.98% | 57.19% |
| 3Y (ann.) | 5.95% | 55.42% |
| 5Y (ann.) | 5.43% | 36.43% |
| Metric | 11389474:btcusd:triple_med_gx:lsma100_95 | 11389474:BTCUSD |
|---|---|---|
| Max Drawdown | -4.97% | -67.18% |
| Longest DD Days | 425.0 | 683.0 |
| Avg. Drawdown | -1.49% | -6.9% |
| Avg. Drawdown Days | 57.0 | 35.0 |
| Recovery Factor | 3.91 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2023-12-05 | -4.97 | 425 |
| 2022-07-19 | 2022-09-09 | -4.64 | 52 |
| 2024-12-17 | 2025-05-07 | -4.21 | 141 |
| 2024-01-03 | 2024-04-07 | -3.92 | 94 |
| 2022-07-01 | 2022-07-18 | -1.51 | 17 |
| 2022-02-05 | 2022-04-28 | -0.69 | 81 |
| 2024-05-05 | 2024-05-17 | -0.61 | 11 |
| 2024-04-07 | 2024-05-05 | -0.44 | 28 |
| 2024-08-20 | 2024-08-21 | -0.23 | 0 |
| 2022-05-25 | 2022-05-26 | -0.18 | 0 |
| Metric | 11389474:btcusd:triple_med_gx:lsma100_95 | 11389474:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -3.07% | -9.32% |
| Best Week | 8.0% | 35.75% |
| Worst Week | -4.04% | -29.64% |
| Best Month | 8.0% | 43.77% |
| Worst Month | -4.04% | -37.12% |
| Best Year | 6.18% | 155.54% |
| Worst Year | 1.24% | -57.08% |
| Avg. Up Day | 0.84% | 0.92% |
| Avg. Down Day | -0.53% | -0.81% |
| Avg. Up Week | 1.97% | 8.86% |
| Avg. Down Week | -0.75% | -5.94% |
| Avg. Up Month | 2.02% | 13.22% |
| Avg. Down Month | -1.53% | -10.34% |
| Win Days % | 43.79% | 51.32% |
| Win Month % | 52.94% | 60.98% |
| Win Week % | 45.83% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |