| Metric | 11392844:btcusd:triple_med_gx:lsma100_105 | 11392844:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 9.58% | 147.16% |
| Max Drawdown | -9.53% | -67.18% |
| Sharpe | 0.21 | 0.39 |
| Sortino | 0.43 | 0.57 |
| Payoff Ratio | 1.82 | 1.19 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.88 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 255.82 | 2.4 |
| Outlier Loss Ratio | 4.35 | 2.47 |
| Volatility (ann.) | 3.55% | 26.27% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.29 | 0.47 |
| Skew | 15.11 | 0.18 |
| Kurtosis | 548.82 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.23% |
| Expected Yearly % | 2.31% | 25.39% |
| Kelly Criterion | 1.08% | 10.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.23% |
| Expected Shortfall (cVaR) | -0.3% | -2.23% |
| Year | 11392844:BTCUSD | 11392844:btcusd:triple_med_gx:lsma100_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | -6.26 | 0.10 | + |
| 2023 | 155.54 | 9.46 | 0.06 | - |
| 2024 | 121.00 | 8.70 | 0.07 | - |
| 2025 | 16.76 | -1.74 | -0.10 | - |
| Metric | 11392844:btcusd:triple_med_gx:lsma100_105 | 11392844:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.15% | 31.46% |
| 6M | -1.74% | 12.77% |
| YTD | -1.74% | 16.76% |
| 1Y | -0.06% | 56.84% |
| 3Y (ann.) | 3.78% | 55.31% |
| 5Y (ann.) | 2.8% | 31.36% |
| Metric | 11392844:btcusd:triple_med_gx:lsma100_105 | 11392844:BTCUSD |
|---|---|---|
| Max Drawdown | -9.53% | -67.18% |
| Longest DD Days | 478.0 | 683.0 |
| Avg. Drawdown | -2.14% | -7.67% |
| Avg. Drawdown Days | 128.0 | 38.0 |
| Recovery Factor | 1.01 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-26 | 2023-06-19 | -9.53 | 478 |
| 2024-08-06 | 2025-06-11 | -3.68 | 309 |
| 2023-07-14 | 2023-11-15 | -1.48 | 124 |
| 2023-06-20 | 2023-07-13 | -1.08 | 23 |
| 2023-12-23 | 2024-03-20 | -0.82 | 88 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2022-02-25 | 2022-02-25 | -0.18 | 0 |
| 2024-08-05 | 2024-08-06 | -0.18 | 0 |
| Metric | 11392844:btcusd:triple_med_gx:lsma100_105 | 11392844:BTCUSD |
|---|---|---|
| Best Day | 5.65% | 9.33% |
| Worst Day | -3.78% | -9.32% |
| Best Week | 6.72% | 35.75% |
| Worst Week | -2.92% | -29.64% |
| Best Month | 6.72% | 43.77% |
| Worst Month | -2.92% | -37.12% |
| Best Year | 9.46% | 155.54% |
| Worst Year | -6.26% | -62.52% |
| Avg. Up Day | 1.17% | 1.22% |
| Avg. Down Day | -0.64% | -1.03% |
| Avg. Up Week | 0.49% | 8.73% |
| Avg. Down Week | -1.41% | -6.51% |
| Avg. Up Month | 2.14% | 10.37% |
| Avg. Down Month | -1.27% | -10.69% |
| Win Days % | 36.17% | 51.25% |
| Win Month % | 53.85% | 58.54% |
| Win Week % | 58.62% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |