| Metric | 11394061:btcusd:triple_med_gx:lsma100_110 | 11394061:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -10.67% | 189.3% |
| Max Drawdown | -25.32% | -67.18% |
| Sharpe | -0.11 | 0.43 |
| Sortino | -0.16 | 0.63 |
| Payoff Ratio | 1.18 | 1.02 |
| Profit Factor | 0.93 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.44 | 0.56 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 98.08 | 2.82 |
| Outlier Loss Ratio | 3.91 | 2.8 |
| Volatility (ann.) | 5.89% | 26.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.13 | 0.55 |
| Skew | 0.25 | 0.2 |
| Kurtosis | 121.84 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.27% | 2.56% |
| Expected Yearly % | -2.78% | 30.42% |
| Kelly Criterion | -10.83% | 3.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.24% |
| Expected Shortfall (cVaR) | -0.51% | -2.24% |
| Year | 11394061:BTCUSD | 11394061:btcusd:triple_med_gx:lsma100_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -0.79 | 0.01 | + |
| 2023 | 155.54 | 16.70 | 0.11 | - |
| 2024 | 121.00 | -13.59 | -0.11 | - |
| 2025 | 16.76 | -10.71 | -0.64 | - |
| Metric | 11394061:btcusd:triple_med_gx:lsma100_110 | 11394061:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -11.7% | 31.46% |
| 6M | -11.78% | 12.77% |
| YTD | -10.71% | 16.76% |
| 1Y | -19.75% | 56.84% |
| 3Y (ann.) | 1.01% | 55.31% |
| 5Y (ann.) | -3.3% | 37.09% |
| Metric | 11394061:btcusd:triple_med_gx:lsma100_110 | 11394061:BTCUSD |
|---|---|---|
| Max Drawdown | -25.32% | -67.18% |
| Longest DD Days | 566.0 | 683.0 |
| Avg. Drawdown | -3.19% | -6.63% |
| Avg. Drawdown Days | 61.0 | 33.0 |
| Recovery Factor | -0.42 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-23 | 2025-06-11 | -25.32 | 566 |
| 2022-02-02 | 2022-09-23 | -17.56 | 233 |
| 2023-02-02 | 2023-04-22 | -2.58 | 79 |
| 2022-09-24 | 2023-02-01 | -2.42 | 130 |
| 2023-07-08 | 2023-08-01 | -2.13 | 24 |
| 2023-10-06 | 2023-10-21 | -2.01 | 14 |
| 2023-05-17 | 2023-05-17 | -1.50 | 0 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| 2023-08-20 | 2023-09-15 | -0.65 | 26 |
| 2023-05-18 | 2023-05-28 | -0.62 | 10 |
| Metric | 11394061:btcusd:triple_med_gx:lsma100_110 | 11394061:BTCUSD |
|---|---|---|
| Best Day | 5.8% | 9.33% |
| Worst Day | -5.59% | -9.32% |
| Best Week | 5.41% | 35.75% |
| Worst Week | -7.22% | -29.64% |
| Best Month | 6.82% | 43.77% |
| Worst Month | -7.0% | -37.12% |
| Best Year | 16.7% | 155.54% |
| Worst Year | -13.59% | -56.13% |
| Avg. Up Day | 0.87% | 0.92% |
| Avg. Down Day | -0.74% | -0.91% |
| Avg. Up Week | 1.71% | 5.71% |
| Avg. Down Week | -1.93% | -6.71% |
| Avg. Up Month | 2.28% | 12.3% |
| Avg. Down Month | -1.68% | -12.45% |
| Win Days % | 40.0% | 51.25% |
| Win Month % | 45.95% | 61.9% |
| Win Week % | 47.95% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |