| Metric | 11393734:btcusd:triple_med_gx:lsma130_110 | 11393734:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 4.78% | 182.99% |
| Max Drawdown | -28.04% | -67.18% |
| Sharpe | 0.08 | 0.43 |
| Sortino | 0.13 | 0.62 |
| Payoff Ratio | 1.24 | 1.09 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 74.52 | 2.94 |
| Outlier Loss Ratio | 3.55 | 2.9 |
| Volatility (ann.) | 7.15% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.05 | 0.54 |
| Skew | 1.65 | 0.2 |
| Kurtosis | 114.02 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.11% | 2.57% |
| Expected Yearly % | 1.17% | 29.7% |
| Kelly Criterion | -1.96% | 6.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11393734:BTCUSD | 11393734:btcusd:triple_med_gx:lsma130_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 11.09 | -0.19 | + |
| 2023 | 155.54 | 2.19 | 0.01 | - |
| 2024 | 121.00 | 3.90 | 0.03 | - |
| 2025 | 16.76 | -11.17 | -0.67 | - |
| Metric | 11393734:btcusd:triple_med_gx:lsma130_110 | 11393734:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.25% | 31.46% |
| 6M | -13.34% | 12.77% |
| YTD | -11.17% | 16.76% |
| 1Y | -22.23% | 56.84% |
| 3Y (ann.) | 2.5% | 55.31% |
| 5Y (ann.) | 1.4% | 36.34% |
| Metric | 11393734:btcusd:triple_med_gx:lsma130_110 | 11393734:BTCUSD |
|---|---|---|
| Max Drawdown | -28.04% | -67.18% |
| Longest DD Days | 472.0 | 683.0 |
| Avg. Drawdown | -5.66% | -6.9% |
| Avg. Drawdown Days | 107.0 | 35.0 |
| Recovery Factor | 0.17 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-06-11 | -28.04 | 425 |
| 2022-02-05 | 2022-07-27 | -14.00 | 172 |
| 2022-09-23 | 2024-01-08 | -13.41 | 472 |
| 2024-01-09 | 2024-02-26 | -3.13 | 48 |
| 2022-07-28 | 2022-09-22 | -1.20 | 55 |
| 2022-09-22 | 2022-09-22 | -0.87 | 0 |
| 2022-07-28 | 2022-07-28 | -0.54 | 0 |
| 2024-03-02 | 2024-03-03 | -0.52 | 1 |
| 2024-03-17 | 2024-03-18 | -0.20 | 0 |
| 2022-02-04 | 2022-02-04 | -0.18 | 0 |
| Metric | 11393734:btcusd:triple_med_gx:lsma130_110 | 11393734:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.25% | -9.32% |
| Best Week | 12.56% | 35.75% |
| Worst Week | -8.47% | -29.64% |
| Best Month | 19.84% | 43.77% |
| Worst Month | -7.89% | -37.12% |
| Best Year | 11.09% | 155.54% |
| Worst Year | -11.17% | -57.08% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.79% | -0.92% |
| Avg. Up Week | 3.99% | 7.67% |
| Avg. Down Week | -2.71% | -6.25% |
| Avg. Up Month | 4.85% | 15.46% |
| Avg. Down Month | -4.15% | -12.08% |
| Win Days % | 43.52% | 51.31% |
| Win Month % | 48.57% | 60.98% |
| Win Week % | 42.37% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |