| Metric | 11393788:btcusd:triple_med_gx:lsma130_110 | 11393788:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 24.25% | 182.99% |
| Max Drawdown | -27.42% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.4 | 0.62 |
| Payoff Ratio | 1.31 | 1.22 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.67 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 65.3 | 3.02 |
| Outlier Loss Ratio | 3.78 | 2.97 |
| Volatility (ann.) | 7.27% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.24 | 0.54 |
| Skew | 1.59 | 0.2 |
| Kurtosis | 76.3 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.57% |
| Expected Yearly % | 5.58% | 29.7% |
| Kelly Criterion | 1.79% | 11.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.24% |
| Expected Shortfall (cVaR) | -0.62% | -2.24% |
| Year | 11393788:BTCUSD | 11393788:btcusd:triple_med_gx:lsma130_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 12.07 | -0.21 | + |
| 2023 | 155.54 | 16.80 | 0.11 | - |
| 2024 | 121.00 | 8.62 | 0.07 | - |
| 2025 | 16.76 | -12.61 | -0.75 | - |
| Metric | 11393788:btcusd:triple_med_gx:lsma130_110 | 11393788:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -8.95% | 31.46% |
| 6M | -14.49% | 12.77% |
| YTD | -12.61% | 16.76% |
| 1Y | -23.99% | 56.84% |
| 3Y (ann.) | 11.72% | 55.31% |
| 5Y (ann.) | 6.68% | 36.34% |
| Metric | 11393788:btcusd:triple_med_gx:lsma130_110 | 11393788:BTCUSD |
|---|---|---|
| Max Drawdown | -27.42% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -3.41% | -6.9% |
| Avg. Drawdown Days | 49.0 | 35.0 |
| Recovery Factor | 0.88 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -27.42 | 450 |
| 2022-02-04 | 2022-07-27 | -13.56 | 173 |
| 2023-01-31 | 2023-10-02 | -8.22 | 243 |
| 2022-07-30 | 2022-11-10 | -5.62 | 102 |
| 2024-02-29 | 2024-03-04 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -2.88 | 17 |
| 2024-01-11 | 2024-02-27 | -2.74 | 46 |
| 2024-01-09 | 2024-01-10 | -1.88 | 1 |
| 2023-11-06 | 2023-11-07 | -1.36 | 1 |
| 2024-01-11 | 2024-01-11 | -1.21 | 0 |
| Metric | 11393788:btcusd:triple_med_gx:lsma130_110 | 11393788:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -8.47% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -8.04% | -37.12% |
| Best Year | 16.8% | 155.54% |
| Worst Year | -12.61% | -57.08% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.76% | -0.83% |
| Avg. Up Week | 4.45% | 7.83% |
| Avg. Down Week | -2.6% | -5.18% |
| Avg. Up Month | 5.26% | 17.83% |
| Avg. Down Month | -2.61% | -10.26% |
| Win Days % | 44.37% | 51.31% |
| Win Month % | 48.65% | 60.98% |
| Win Week % | 47.46% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |