| Metric | 11391362:btcusd:triple_med_gx:lsma110_100 | 11391362:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 5.4% | 172.77% |
| Max Drawdown | -5.22% | -67.18% |
| Sharpe | 0.15 | 0.42 |
| Sortino | 0.25 | 0.61 |
| Payoff Ratio | 1.31 | 1.36 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.66 | 0.75 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 254.47 | 2.46 |
| Outlier Loss Ratio | 4.37 | 2.47 |
| Volatility (ann.) | 2.84% | 26.26% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.31 | 0.53 |
| Skew | 5.7 | 0.19 |
| Kurtosis | 251.43 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.48% |
| Expected Yearly % | 1.32% | 28.51% |
| Kelly Criterion | -0.05% | 15.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.23% |
| Expected Shortfall (cVaR) | -0.24% | -2.23% |
| Year | 11391362:BTCUSD | 11391362:btcusd:triple_med_gx:lsma110_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 1.12 | -0.02 | + |
| 2023 | 155.54 | 4.38 | 0.03 | - |
| 2024 | 121.00 | 1.77 | 0.01 | - |
| 2025 | 17.02 | -1.88 | -0.11 | - |
| Metric | 11391362:btcusd:triple_med_gx:lsma110_100 | 11391362:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.39% | 31.76% |
| 6M | -1.88% | 12.25% |
| YTD | -1.88% | 17.02% |
| 1Y | -1.59% | 57.19% |
| 3Y (ann.) | 0.57% | 55.42% |
| 5Y (ann.) | 1.6% | 35.42% |
| Metric | 11391362:btcusd:triple_med_gx:lsma110_100 | 11391362:BTCUSD |
|---|---|---|
| Max Drawdown | -5.22% | -67.18% |
| Longest DD Days | 466.0 | 683.0 |
| Avg. Drawdown | -2.01% | -7.19% |
| Avg. Drawdown Days | 111.0 | 37.0 |
| Recovery Factor | 1.04 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-06-11 | -5.22 | 289 |
| 2022-07-07 | 2023-10-16 | -4.64 | 466 |
| 2024-05-08 | 2024-05-09 | -2.65 | 1 |
| 2023-12-07 | 2024-02-07 | -1.87 | 62 |
| 2022-03-17 | 2022-05-30 | -1.22 | 74 |
| 2022-05-30 | 2022-07-06 | -0.91 | 37 |
| 2024-05-10 | 2024-07-15 | -0.85 | 66 |
| 2023-10-16 | 2023-10-16 | -0.57 | 0 |
| 2023-12-06 | 2023-12-07 | -0.18 | 0 |
| Metric | 11391362:btcusd:triple_med_gx:lsma110_100 | 11391362:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -2.9% | -9.32% |
| Best Week | 4.81% | 35.75% |
| Worst Week | -2.39% | -29.64% |
| Best Month | 4.81% | 43.77% |
| Worst Month | -2.84% | -37.12% |
| Best Year | 4.38% | 155.54% |
| Worst Year | -1.88% | -58.73% |
| Avg. Up Day | 0.75% | 0.79% |
| Avg. Down Day | -0.57% | -0.59% |
| Avg. Up Week | 1.68% | 7.93% |
| Avg. Down Week | -0.84% | -5.41% |
| Avg. Up Month | 1.81% | 21.91% |
| Avg. Down Month | -0.87% | -6.45% |
| Win Days % | 43.2% | 51.3% |
| Win Month % | 45.45% | 60.98% |
| Win Week % | 44.83% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |