| Metric | 11399659:btcusd:triple_med_gx:lsma100_130 | 11399659:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 20.15% | 182.99% |
| Max Drawdown | -15.9% | -67.18% |
| Sharpe | 0.27 | 0.43 |
| Sortino | 0.46 | 0.62 |
| Payoff Ratio | 1.4 | 1.24 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.71 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 98.49 | 2.95 |
| Outlier Loss Ratio | 4.55 | 2.76 |
| Volatility (ann.) | 5.53% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.35 | 0.54 |
| Skew | 4.87 | 0.2 |
| Kurtosis | 214.79 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.45% | 2.57% |
| Expected Yearly % | 4.7% | 29.7% |
| Kelly Criterion | 1.17% | 12.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.24% |
| Expected Shortfall (cVaR) | -0.47% | -2.24% |
| Year | 11399659:BTCUSD | 11399659:btcusd:triple_med_gx:lsma100_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 22.59 | -0.40 | + |
| 2023 | 155.54 | -2.54 | -0.02 | - |
| 2024 | 121.00 | -2.11 | -0.02 | - |
| 2025 | 16.76 | 2.73 | 0.16 | - |
| Metric | 11399659:btcusd:triple_med_gx:lsma100_130 | 11399659:BTCUSD |
|---|---|---|
| MTD | -1.03% | 4.16% |
| 3M | 0.72% | 31.46% |
| 6M | 3.27% | 12.77% |
| YTD | 2.73% | 16.76% |
| 1Y | 4.1% | 56.84% |
| 3Y (ann.) | 0.08% | 55.31% |
| 5Y (ann.) | 5.62% | 36.34% |
| Metric | 11399659:btcusd:triple_med_gx:lsma100_130 | 11399659:BTCUSD |
|---|---|---|
| Max Drawdown | -15.9% | -67.18% |
| Longest DD Days | 767.0 | 683.0 |
| Avg. Drawdown | -2.76% | -6.9% |
| Avg. Drawdown Days | 75.0 | 35.0 |
| Recovery Factor | 1.27 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-06 | 2025-06-11 | -15.90 | 767 |
| 2022-11-18 | 2023-03-14 | -6.17 | 116 |
| 2022-06-24 | 2022-09-28 | -4.94 | 96 |
| 2022-05-17 | 2022-06-23 | -4.24 | 37 |
| 2023-04-11 | 2023-05-04 | -1.99 | 22 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2023-05-04 | 2023-05-05 | -1.25 | 0 |
| 2022-10-19 | 2022-10-25 | -1.02 | 6 |
| 2022-04-18 | 2022-04-19 | -0.53 | 0 |
| 2022-05-16 | 2022-05-17 | -0.18 | 0 |
| Metric | 11399659:btcusd:triple_med_gx:lsma100_130 | 11399659:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.89% | 35.75% |
| Worst Week | -3.72% | -29.64% |
| Best Month | 13.93% | 43.77% |
| Worst Month | -3.72% | -37.12% |
| Best Year | 22.59% | 155.54% |
| Worst Year | -2.54% | -57.08% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.62% | -0.71% |
| Avg. Up Week | 2.04% | 7.77% |
| Avg. Down Week | -1.24% | -3.21% |
| Avg. Up Month | 3.26% | 12.78% |
| Avg. Down Month | -1.78% | -8.99% |
| Win Days % | 42.27% | 51.31% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 44.07% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |