| Metric | 11393959:btcusd:triple_med_gx:lsma140_110 | 11393959:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 11.15% | 161.99% |
| Max Drawdown | -31.51% | -67.18% |
| Sharpe | 0.13 | 0.41 |
| Sortino | 0.2 | 0.59 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 0.75 | 1.06 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 0.7 | 0.99 |
| Outlier Win Ratio | 51.35 | 3.2 |
| Outlier Loss Ratio | 3.64 | 3.21 |
| Volatility (ann.) | 8.77% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.1 | 0.5 |
| Skew | 1.42 | 0.18 |
| Kurtosis | 65.02 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.38% |
| Expected Yearly % | 2.68% | 27.22% |
| Kelly Criterion | -0.66% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11393959:BTCUSD | 11393959:btcusd:triple_med_gx:lsma140_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -1.85 | 0.03 | + |
| 2023 | 155.54 | 24.42 | 0.16 | - |
| 2024 | 121.00 | 8.91 | 0.07 | - |
| 2025 | 16.76 | -16.43 | -0.98 | - |
| Metric | 11393959:btcusd:triple_med_gx:lsma140_110 | 11393959:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -11.9% | 31.46% |
| 6M | -16.76% | 12.77% |
| YTD | -16.43% | 16.76% |
| 1Y | -27.04% | 56.84% |
| 3Y (ann.) | 7.64% | 55.31% |
| 5Y (ann.) | 3.21% | 33.33% |
| Metric | 11393959:btcusd:triple_med_gx:lsma140_110 | 11393959:BTCUSD |
|---|---|---|
| Max Drawdown | -31.51% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -3.86% | -6.97% |
| Avg. Drawdown Days | 55.0 | 36.0 |
| Recovery Factor | 0.35 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -31.51 | 369 |
| 2022-02-18 | 2022-09-27 | -13.45 | 220 |
| 2022-09-27 | 2023-10-23 | -10.15 | 391 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2024-04-15 | 2024-05-15 | -5.19 | 30 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2024-05-16 | 2024-05-30 | -2.32 | 14 |
| 2024-01-09 | 2024-03-04 | -2.23 | 55 |
| 2023-12-20 | 2024-01-08 | -1.53 | 18 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11393959:btcusd:triple_med_gx:lsma140_110 | 11393959:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -8.5% | -29.64% |
| Best Month | 12.61% | 43.77% |
| Worst Month | -10.09% | -37.12% |
| Best Year | 24.42% | 155.54% |
| Worst Year | -16.43% | -60.27% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.83% | -0.89% |
| Avg. Up Week | 3.94% | 6.26% |
| Avg. Down Week | -2.55% | -4.18% |
| Avg. Up Month | 4.66% | 11.88% |
| Avg. Down Month | -3.54% | -12.36% |
| Win Days % | 47.61% | 51.27% |
| Win Month % | 52.78% | 60.98% |
| Win Week % | 45.16% | 50.56% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |