| Metric | 11390964:btcusd:triple_med_gx:lsma110_100 | 11390964:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 11.68% | 183.93% |
| Max Drawdown | -15.35% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.27 | 0.62 |
| Payoff Ratio | 1.18 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 106.53 | 2.73 |
| Outlier Loss Ratio | 3.67 | 2.68 |
| Volatility (ann.) | 5.55% | 26.34% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.22 | 0.54 |
| Skew | 3.1 | 0.2 |
| Kurtosis | 180.84 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.58% |
| Expected Yearly % | 2.8% | 29.81% |
| Kelly Criterion | -3.02% | 5.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.24% |
| Expected Shortfall (cVaR) | -0.47% | -2.24% |
| Year | 11390964:BTCUSD | 11390964:btcusd:triple_med_gx:lsma110_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 1.85 | -0.03 | + |
| 2023 | 155.54 | 9.31 | 0.06 | - |
| 2024 | 121.00 | 0.72 | 0.01 | - |
| 2025 | 17.02 | -0.40 | -0.02 | - |
| Metric | 11390964:btcusd:triple_med_gx:lsma110_100 | 11390964:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.21% | 31.76% |
| 6M | -6.69% | 12.25% |
| YTD | -0.4% | 17.02% |
| 1Y | -0.69% | 57.19% |
| 3Y (ann.) | -1.04% | 55.42% |
| 5Y (ann.) | 3.34% | 36.44% |
| Metric | 11390964:btcusd:triple_med_gx:lsma110_100 | 11390964:BTCUSD |
|---|---|---|
| Max Drawdown | -15.35% | -67.18% |
| Longest DD Days | 900.0 | 683.0 |
| Avg. Drawdown | -3.34% | -6.73% |
| Avg. Drawdown Days | 126.0 | 34.0 |
| Recovery Factor | 0.76 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-26 | 2024-11-11 | -15.35 | 900 |
| 2024-12-18 | 2025-06-11 | -9.52 | 174 |
| 2022-03-07 | 2022-03-08 | -1.73 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2024-11-12 | 2024-12-18 | -0.69 | 36 |
| 2022-02-07 | 2022-02-07 | -0.37 | 0 |
| 2022-03-27 | 2022-03-27 | -0.34 | 0 |
| 2022-04-27 | 2022-05-26 | -0.33 | 28 |
| Metric | 11390964:btcusd:triple_med_gx:lsma110_100 | 11390964:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.64% | -9.32% |
| Best Week | 7.23% | 35.75% |
| Worst Week | -7.77% | -29.64% |
| Best Month | 13.7% | 43.77% |
| Worst Month | -7.77% | -37.12% |
| Best Year | 9.31% | 155.54% |
| Worst Year | -0.4% | -57.04% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.78% | -0.89% |
| Avg. Up Week | 2.86% | 9.84% |
| Avg. Down Week | -2.24% | -5.84% |
| Avg. Up Month | 3.51% | 16.86% |
| Avg. Down Month | -2.95% | -13.76% |
| Win Days % | 44.19% | 51.31% |
| Win Month % | 48.57% | 60.98% |
| Win Week % | 42.59% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |