| Metric | 11390988:btcusd:triple_med_gx:lsma110_100 | 11390988:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 7.48% | 183.63% |
| Max Drawdown | -15.64% | -67.18% |
| Sharpe | 0.12 | 0.43 |
| Sortino | 0.2 | 0.62 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.59 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 106.77 | 2.73 |
| Outlier Loss Ratio | 3.54 | 2.71 |
| Volatility (ann.) | 5.84% | 26.35% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.14 | 0.54 |
| Skew | 5.18 | 0.2 |
| Kurtosis | 209.7 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.58% |
| Expected Yearly % | 1.82% | 29.77% |
| Kelly Criterion | -3.22% | 11.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.24% |
| Expected Shortfall (cVaR) | -0.5% | -2.24% |
| Year | 11390988:BTCUSD | 11390988:btcusd:triple_med_gx:lsma110_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 24.42 | -0.43 | + |
| 2023 | 155.54 | -6.23 | -0.04 | - |
| 2024 | 121.00 | -7.52 | -0.06 | - |
| 2025 | 17.02 | -0.39 | -0.02 | - |
| Metric | 11390988:btcusd:triple_med_gx:lsma110_100 | 11390988:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.55% | 31.76% |
| 6M | -11.28% | 12.25% |
| YTD | -0.39% | 17.02% |
| 1Y | -7.09% | 57.19% |
| 3Y (ann.) | -3.23% | 55.42% |
| 5Y (ann.) | 2.17% | 36.43% |
| Metric | 11390988:btcusd:triple_med_gx:lsma110_100 | 11390988:BTCUSD |
|---|---|---|
| Max Drawdown | -15.64% | -67.18% |
| Longest DD Days | 883.0 | 683.0 |
| Avg. Drawdown | -3.11% | -6.9% |
| Avg. Drawdown Days | 103.0 | 35.0 |
| Recovery Factor | 0.48 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-09 | 2025-06-11 | -15.64 | 883 |
| 2022-05-26 | 2022-07-19 | -9.10 | 54 |
| 2022-08-03 | 2023-01-09 | -3.78 | 158 |
| 2022-07-20 | 2022-08-03 | -1.55 | 13 |
| 2022-03-28 | 2022-04-28 | -1.20 | 30 |
| 2022-03-08 | 2022-03-09 | -1.06 | 0 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2022-03-27 | 2022-03-27 | -0.34 | 0 |
| 2022-07-19 | 2022-07-20 | -0.30 | 0 |
| 2022-02-07 | 2022-02-07 | -0.19 | 0 |
| Metric | 11390988:btcusd:triple_med_gx:lsma110_100 | 11390988:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.64% | -9.32% |
| Best Week | 11.66% | 35.75% |
| Worst Week | -10.94% | -29.64% |
| Best Month | 13.58% | 43.77% |
| Worst Month | -10.94% | -37.12% |
| Best Year | 24.42% | 155.54% |
| Worst Year | -7.52% | -57.08% |
| Avg. Up Day | 1.01% | 1.04% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 2.41% | 6.45% |
| Avg. Down Week | -2.18% | -6.36% |
| Avg. Up Month | 4.05% | 16.13% |
| Avg. Down Month | -3.52% | -12.37% |
| Win Days % | 42.13% | 51.32% |
| Win Month % | 47.22% | 60.98% |
| Win Week % | 45.28% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |