| Metric | 11391196:btcusd:triple_med_gx:lsma110_100 | 11391196:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -5.14% | 157.49% |
| Max Drawdown | -16.37% | -67.18% |
| Sharpe | -0.08 | 0.4 |
| Sortino | -0.1 | 0.58 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 0.93 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.45 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 180.78 | 2.5 |
| Outlier Loss Ratio | 3.42 | 2.49 |
| Volatility (ann.) | 4.13% | 26.25% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.1 | 0.49 |
| Skew | -3.47 | 0.18 |
| Kurtosis | 224.49 | 6.47 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.13% | 2.33% |
| Expected Yearly % | -1.31% | 26.67% |
| Kelly Criterion | -9.04% | 8.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.23% |
| Expected Shortfall (cVaR) | -0.36% | -2.23% |
| Year | 11391196:BTCUSD | 11391196:btcusd:triple_med_gx:lsma110_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 8.36 | -0.14 | + |
| 2023 | 155.54 | 0.63 | 0.00 | - |
| 2024 | 121.00 | -5.26 | -0.04 | - |
| 2025 | 17.02 | -8.18 | -0.48 | - |
| Metric | 11391196:btcusd:triple_med_gx:lsma110_100 | 11391196:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.43% | 31.76% |
| 6M | -8.18% | 12.25% |
| YTD | -8.18% | 17.02% |
| 1Y | -7.2% | 57.19% |
| 3Y (ann.) | -3.54% | 55.42% |
| 5Y (ann.) | -1.57% | 32.86% |
| Metric | 11391196:btcusd:triple_med_gx:lsma110_100 | 11391196:BTCUSD |
|---|---|---|
| Max Drawdown | -16.37% | -67.18% |
| Longest DD Days | 742.0 | 683.0 |
| Avg. Drawdown | -3.15% | -7.07% |
| Avg. Drawdown Days | 116.0 | 37.0 |
| Recovery Factor | -0.31 | 2.34 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-30 | 2025-06-11 | -16.37 | 742 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2022-03-15 | 2022-05-04 | -2.56 | 50 |
| 2022-10-08 | 2023-03-01 | -2.39 | 144 |
| 2023-03-01 | 2023-03-19 | -1.97 | 18 |
| 2022-03-14 | 2022-03-14 | -0.43 | 0 |
| 2022-05-04 | 2022-05-28 | -0.42 | 24 |
| 2022-03-14 | 2022-03-14 | -0.18 | 0 |
| 2022-07-04 | 2022-07-04 | -0.18 | 0 |
| Metric | 11391196:btcusd:triple_med_gx:lsma110_100 | 11391196:BTCUSD |
|---|---|---|
| Best Day | 3.76% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 3.57% | 35.75% |
| Worst Week | -10.17% | -29.64% |
| Best Month | 4.37% | 43.77% |
| Worst Month | -10.17% | -37.12% |
| Best Year | 8.36% | 155.54% |
| Worst Year | -8.18% | -61.04% |
| Avg. Up Day | 0.84% | 0.87% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 1.16% | 9.17% |
| Avg. Down Week | -2.64% | -4.53% |
| Avg. Up Month | 1.64% | 18.62% |
| Avg. Down Month | -2.44% | -10.29% |
| Win Days % | 41.32% | 51.27% |
| Win Month % | 44.44% | 60.98% |
| Win Week % | 51.72% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |