| Metric | 11390985:btcusd:triple_med_gx:lsma105_100 | 11390985:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 19.45% | 183.63% |
| Max Drawdown | -8.35% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.55 | 0.62 |
| Payoff Ratio | 1.77 | 1.65 |
| Profit Factor | 1.4 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.93 | 0.91 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 157.05 | 2.47 |
| Outlier Loss Ratio | 4.07 | 2.45 |
| Volatility (ann.) | 4.65% | 26.35% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.65 | 0.54 |
| Skew | 8.93 | 0.2 |
| Kurtosis | 409.57 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.58% |
| Expected Yearly % | 4.54% | 29.77% |
| Kelly Criterion | 1.85% | 21.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.24% |
| Expected Shortfall (cVaR) | -0.4% | -2.24% |
| Year | 11390985:BTCUSD | 11390985:btcusd:triple_med_gx:lsma105_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 19.86 | -0.35 | + |
| 2023 | 155.54 | -2.65 | -0.02 | - |
| 2024 | 121.00 | 2.89 | 0.02 | - |
| 2025 | 17.02 | -0.49 | -0.03 | - |
| Metric | 11390985:btcusd:triple_med_gx:lsma105_100 | 11390985:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.46% | 31.76% |
| 6M | -1.98% | 12.25% |
| YTD | -0.49% | 17.02% |
| 1Y | 5.08% | 57.19% |
| 3Y (ann.) | 0.0% | 55.42% |
| 5Y (ann.) | 5.44% | 36.43% |
| Metric | 11390985:btcusd:triple_med_gx:lsma105_100 | 11390985:BTCUSD |
|---|---|---|
| Max Drawdown | -8.35% | -67.18% |
| Longest DD Days | 629.0 | 683.0 |
| Avg. Drawdown | -2.51% | -6.9% |
| Avg. Drawdown Days | 118.0 | 35.0 |
| Recovery Factor | 2.33 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-26 | 2023-01-08 | -8.35 | 227 |
| 2023-02-21 | 2024-11-11 | -6.99 | 629 |
| 2024-12-18 | 2025-06-11 | -4.61 | 174 |
| 2022-03-08 | 2022-03-09 | -1.06 | 0 |
| 2024-11-12 | 2024-12-18 | -0.69 | 36 |
| 2022-03-27 | 2022-03-27 | -0.34 | 0 |
| 2022-02-07 | 2022-02-07 | -0.19 | 0 |
| 2022-02-06 | 2022-02-06 | -0.18 | 0 |
| 2022-04-28 | 2022-04-28 | -0.18 | 0 |
| Metric | 11390985:btcusd:triple_med_gx:lsma105_100 | 11390985:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.64% | -9.32% |
| Best Week | 5.97% | 35.75% |
| Worst Week | -5.81% | -29.64% |
| Best Month | 11.19% | 43.77% |
| Worst Month | -5.81% | -37.12% |
| Best Year | 19.86% | 155.54% |
| Worst Year | -2.65% | -57.08% |
| Avg. Up Day | 1.24% | 1.31% |
| Avg. Down Day | -0.7% | -0.79% |
| Avg. Up Week | 2.23% | 6.86% |
| Avg. Down Week | -1.38% | -7.13% |
| Avg. Up Month | 3.13% | 16.06% |
| Avg. Down Month | -2.04% | -13.42% |
| Win Days % | 37.24% | 51.32% |
| Win Month % | 48.57% | 60.98% |
| Win Week % | 44.68% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |