| Metric | 11390903:btcusd:triple_med_gx:lsma105_100 | 11390903:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 9.77% | 199.65% |
| Max Drawdown | -15.16% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.34 | 0.64 |
| Payoff Ratio | 1.58 | 1.38 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.69 | 0.76 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 158.58 | 2.62 |
| Outlier Loss Ratio | 5.2 | 2.5 |
| Volatility (ann.) | 3.73% | 26.34% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.19 | 0.57 |
| Skew | 4.04 | 0.2 |
| Kurtosis | 159.41 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.65% |
| Expected Yearly % | 2.36% | 31.57% |
| Kelly Criterion | -1.97% | 16.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.24% |
| Expected Shortfall (cVaR) | -0.32% | -2.24% |
| Year | 11390903:BTCUSD | 11390903:btcusd:triple_med_gx:lsma105_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -7.20 | 0.13 | + |
| 2023 | 155.54 | -1.95 | -0.01 | - |
| 2024 | 121.00 | 16.84 | 0.14 | - |
| 2025 | 17.02 | 3.25 | 0.19 | - |
| Metric | 11390903:btcusd:triple_med_gx:lsma105_100 | 11390903:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.56% | 31.76% |
| 6M | 3.57% | 12.25% |
| YTD | 3.25% | 17.02% |
| 1Y | 8.79% | 57.19% |
| 3Y (ann.) | 4.72% | 55.42% |
| 5Y (ann.) | 2.81% | 38.5% |
| Metric | 11390903:btcusd:triple_med_gx:lsma105_100 | 11390903:BTCUSD |
|---|---|---|
| Max Drawdown | -15.16% | -67.18% |
| Longest DD Days | 899.0 | 683.0 |
| Avg. Drawdown | -2.19% | -6.29% |
| Avg. Drawdown Days | 81.0 | 31.0 |
| Recovery Factor | 0.64 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-06 | 2024-08-21 | -15.16 | 899 |
| 2025-03-17 | 2025-05-19 | -4.30 | 62 |
| 2024-09-04 | 2024-09-18 | -2.51 | 14 |
| 2025-01-28 | 2025-02-19 | -1.97 | 22 |
| 2025-01-09 | 2025-01-27 | -1.45 | 18 |
| 2025-05-27 | 2025-06-11 | -1.35 | 14 |
| 2025-02-23 | 2025-03-17 | -0.75 | 22 |
| 2024-12-17 | 2024-12-17 | -0.19 | 0 |
| 2024-11-10 | 2024-11-10 | -0.18 | 0 |
| 2022-02-06 | 2022-02-06 | -0.18 | 0 |
| Metric | 11390903:btcusd:triple_med_gx:lsma105_100 | 11390903:BTCUSD |
|---|---|---|
| Best Day | 4.14% | 9.33% |
| Worst Day | -3.23% | -9.32% |
| Best Week | 5.32% | 35.75% |
| Worst Week | -3.68% | -29.64% |
| Best Month | 6.92% | 43.77% |
| Worst Month | -3.83% | -37.12% |
| Best Year | 16.84% | 155.54% |
| Worst Year | -7.2% | -54.66% |
| Avg. Up Day | 0.82% | 0.87% |
| Avg. Down Day | -0.52% | -0.63% |
| Avg. Up Week | 1.5% | 9.25% |
| Avg. Down Week | -0.94% | -3.96% |
| Avg. Up Month | 1.89% | 15.03% |
| Avg. Down Month | -1.6% | -13.13% |
| Win Days % | 37.55% | 51.27% |
| Win Month % | 52.63% | 61.9% |
| Win Week % | 46.97% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |