| Metric | 11392881:btcusd:triple_med_gx:lsma110_105 | 11392881:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 4.44% | 174.71% |
| Max Drawdown | -4.09% | -67.18% |
| Sharpe | 0.18 | 0.41 |
| Sortino | 0.33 | 0.6 |
| Payoff Ratio | 1.8 | 1.47 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.79 | 0.81 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 439.01 | 2.41 |
| Outlier Loss Ratio | 6.32 | 2.46 |
| Volatility (ann.) | 1.89% | 26.04% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.31 | 0.51 |
| Skew | 10.62 | 0.18 |
| Kurtosis | 401.81 | 6.56 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.44% |
| Expected Yearly % | 1.09% | 28.74% |
| Kelly Criterion | -0.71% | 18.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.16% | -2.21% |
| Expected Shortfall (cVaR) | -0.16% | -2.21% |
| Year | 11392881:BTCUSD | 11392881:btcusd:triple_med_gx:lsma110_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -1.30 | 0.02 | + |
| 2023 | 155.54 | 2.07 | 0.01 | - |
| 2024 | 121.00 | -2.00 | -0.02 | - |
| 2025 | 27.10 | 5.79 | 0.21 | - |
| Metric | 11392881:btcusd:triple_med_gx:lsma110_105 | 11392881:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 2.52% | 41.88% |
| 6M | 5.79% | 22.91% |
| YTD | 5.79% | 27.1% |
| 1Y | 1.64% | 82.29% |
| 3Y (ann.) | 1.29% | 77.48% |
| 5Y (ann.) | 1.28% | 34.48% |
| Metric | 11392881:btcusd:triple_med_gx:lsma110_105 | 11392881:BTCUSD |
|---|---|---|
| Max Drawdown | -4.09% | -67.18% |
| Longest DD Days | 468.0 | 683.0 |
| Avg. Drawdown | -2.57% | -7.35% |
| Avg. Drawdown Days | 272.0 | 37.0 |
| Recovery Factor | 1.09 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-21 | -4.09 | 238 |
| 2022-07-07 | 2023-10-18 | -3.50 | 468 |
| 2023-10-18 | 2024-07-15 | -2.04 | 271 |
| 2022-03-16 | 2022-07-06 | -0.65 | 111 |
| Metric | 11392881:btcusd:triple_med_gx:lsma110_105 | 11392881:BTCUSD |
|---|---|---|
| Best Day | 2.99% | 9.33% |
| Worst Day | -2.09% | -9.32% |
| Best Week | 3.61% | 35.75% |
| Worst Week | -2.4% | -29.64% |
| Best Month | 3.61% | 43.77% |
| Worst Month | -2.4% | -37.12% |
| Best Year | 5.79% | 155.54% |
| Worst Year | -2.0% | -61.73% |
| Avg. Up Day | 0.76% | 0.82% |
| Avg. Down Day | -0.42% | -0.55% |
| Avg. Up Week | 1.11% | 9.7% |
| Avg. Down Week | -0.69% | -6.31% |
| Avg. Up Month | 1.29% | 19.89% |
| Avg. Down Month | -0.67% | -5.79% |
| Win Days % | 35.23% | 51.29% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 46.15% | 51.1% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 50.0% | 75.0% |