| Metric | 11392751:btcusd:triple_med_gx:lsma110_105 | 11392751:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -5.15% | 156.91% |
| Max Drawdown | -14.42% | -67.18% |
| Sharpe | -0.13 | 0.4 |
| Sortino | -0.17 | 0.58 |
| Payoff Ratio | 1.29 | 1.1 |
| Profit Factor | 0.84 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.37 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 394.78 | 2.39 |
| Outlier Loss Ratio | 4.3 | 2.47 |
| Volatility (ann.) | 2.74% | 26.25% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.11 | 0.49 |
| Skew | -10.44 | 0.18 |
| Kurtosis | 630.65 | 6.47 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.13% | 2.33% |
| Expected Yearly % | -1.31% | 26.6% |
| Kelly Criterion | -16.48% | 7.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.23% |
| Expected Shortfall (cVaR) | -0.24% | -2.23% |
| Year | 11392751:BTCUSD | 11392751:btcusd:triple_med_gx:lsma110_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 2.58 | -0.04 | + |
| 2023 | 155.54 | 5.40 | 0.03 | - |
| 2024 | 121.00 | -6.06 | -0.05 | - |
| 2025 | 16.76 | -6.62 | -0.39 | - |
| Metric | 11392751:btcusd:triple_med_gx:lsma110_105 | 11392751:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.39% | 31.46% |
| 6M | -6.62% | 12.77% |
| YTD | -6.62% | 16.76% |
| 1Y | -6.72% | 56.84% |
| 3Y (ann.) | -1.26% | 55.31% |
| 5Y (ann.) | -1.58% | 32.77% |
| Metric | 11392751:btcusd:triple_med_gx:lsma110_105 | 11392751:BTCUSD |
|---|---|---|
| Max Drawdown | -14.42% | -67.18% |
| Longest DD Days | 740.0 | 683.0 |
| Avg. Drawdown | -2.6% | -7.07% |
| Avg. Drawdown Days | 129.0 | 37.0 |
| Recovery Factor | -0.36 | 2.34 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-02 | 2025-06-11 | -14.42 | 740 |
| 2022-03-14 | 2022-07-05 | -2.73 | 113 |
| 2022-10-09 | 2023-01-10 | -1.28 | 93 |
| 2022-07-06 | 2022-09-12 | -1.03 | 68 |
| 2023-06-01 | 2023-06-02 | -0.51 | 0 |
| 2023-03-01 | 2023-03-19 | -0.49 | 18 |
| 2023-02-28 | 2023-03-01 | -0.18 | 0 |
| 2023-06-01 | 2023-06-01 | -0.18 | 0 |
| Metric | 11392751:btcusd:triple_med_gx:lsma110_105 | 11392751:BTCUSD |
|---|---|---|
| Best Day | 2.73% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 3.01% | 35.75% |
| Worst Week | -6.58% | -29.64% |
| Best Month | 5.34% | 43.77% |
| Worst Month | -6.58% | -37.12% |
| Best Year | 5.4% | 155.54% |
| Worst Year | -6.62% | -61.04% |
| Avg. Up Day | 0.8% | 0.86% |
| Avg. Down Day | -0.62% | -0.78% |
| Avg. Up Week | 1.11% | 6.84% |
| Avg. Down Week | -1.92% | -5.12% |
| Avg. Up Month | 1.77% | 18.03% |
| Avg. Down Month | -1.68% | -11.72% |
| Win Days % | 34.41% | 51.26% |
| Win Month % | 37.5% | 60.98% |
| Win Week % | 44.44% | 50.28% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |