| Metric | 11392916:btcusd:triple_med_gx:lsma110_105 | 11392916:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -0.24% | 196.26% |
| Max Drawdown | -5.64% | -67.18% |
| Sharpe | -0.0 | 0.44 |
| Sortino | -0.0 | 0.63 |
| Payoff Ratio | 1.58 | 1.53 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.52 | 0.85 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 557.79 | 2.41 |
| Outlier Loss Ratio | 5.28 | 2.38 |
| Volatility (ann.) | 1.83% | 26.03% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.01 | 0.56 |
| Skew | 7.94 | 0.18 |
| Kurtosis | 425.69 | 6.58 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.01% | 2.62% |
| Expected Yearly % | -0.06% | 31.19% |
| Kelly Criterion | -8.99% | 19.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.16% | -2.21% |
| Expected Shortfall (cVaR) | -0.16% | -2.21% |
| Year | 11392916:BTCUSD | 11392916:btcusd:triple_med_gx:lsma110_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -0.81 | 0.01 | + |
| 2023 | 155.54 | 1.48 | 0.01 | - |
| 2024 | 121.00 | 1.20 | 0.01 | - |
| 2025 | 27.10 | -2.07 | -0.08 | - |
| Metric | 11392916:btcusd:triple_med_gx:lsma110_105 | 11392916:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.0% | 41.88% |
| 6M | -2.07% | 22.91% |
| YTD | -2.07% | 27.1% |
| 1Y | -5.64% | 82.29% |
| 3Y (ann.) | -0.04% | 77.48% |
| 5Y (ann.) | -0.07% | 37.53% |
| Metric | 11392916:btcusd:triple_med_gx:lsma110_105 | 11392916:BTCUSD |
|---|---|---|
| Max Drawdown | -5.64% | -67.18% |
| Longest DD Days | 324.0 | 683.0 |
| Avg. Drawdown | -1.6% | -6.96% |
| Avg. Drawdown Days | 120.0 | 36.0 |
| Recovery Factor | -0.04 | 2.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-07-17 | -5.64 | 324 |
| 2022-07-07 | 2023-01-11 | -2.66 | 188 |
| 2023-08-11 | 2024-05-09 | -2.59 | 272 |
| 2024-05-10 | 2024-07-15 | -0.85 | 66 |
| 2022-03-17 | 2022-05-30 | -0.44 | 74 |
| 2022-05-30 | 2022-07-06 | -0.24 | 37 |
| 2023-05-30 | 2023-05-30 | -0.18 | 0 |
| 2023-03-18 | 2023-03-19 | -0.18 | 0 |
| Metric | 11392916:btcusd:triple_med_gx:lsma110_105 | 11392916:BTCUSD |
|---|---|---|
| Best Day | 2.99% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 2.49% | 35.75% |
| Worst Week | -2.07% | -29.64% |
| Best Month | 2.49% | 43.77% |
| Worst Month | -2.07% | -37.12% |
| Best Year | 1.48% | 155.54% |
| Worst Year | -2.07% | -58.73% |
| Avg. Up Day | 0.78% | 0.87% |
| Avg. Down Day | -0.49% | -0.57% |
| Avg. Up Week | 0.95% | 7.84% |
| Avg. Down Week | -1.08% | -5.92% |
| Avg. Up Month | 1.42% | 24.95% |
| Avg. Down Month | -1.13% | -6.45% |
| Win Days % | 33.33% | 51.32% |
| Win Month % | 45.0% | 61.9% |
| Win Week % | 45.45% | 51.1% |
| Win Quarter % | 46.15% | 60.0% |
| Win Year % | 50.0% | 75.0% |