| Metric | 11396654:btcusd:triple_med_gx:lsma105_120 | 11396654:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -4.89% | 187.39% |
| Max Drawdown | -15.43% | -67.18% |
| Sharpe | -0.07 | 0.43 |
| Sortino | -0.09 | 0.62 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.43 | 0.55 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 152.72 | 2.65 |
| Outlier Loss Ratio | 3.69 | 2.58 |
| Volatility (ann.) | 4.26% | 26.35% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.1 | 0.55 |
| Skew | -0.0 | 0.2 |
| Kurtosis | 132.87 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.12% | 2.55% |
| Expected Yearly % | -1.24% | 30.2% |
| Kelly Criterion | -11.51% | 2.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.24% |
| Expected Shortfall (cVaR) | -0.37% | -2.24% |
| Year | 11396654:BTCUSD | 11396654:btcusd:triple_med_gx:lsma105_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -3.52 | 0.06 | + |
| 2023 | 155.54 | 0.07 | 0.00 | - |
| 2024 | 121.00 | 4.95 | 0.04 | - |
| 2025 | 16.76 | -6.13 | -0.37 | - |
| Metric | 11396654:btcusd:triple_med_gx:lsma105_120 | 11396654:BTCUSD |
|---|---|---|
| MTD | -0.18% | 4.16% |
| 3M | -0.73% | 31.46% |
| 6M | -4.4% | 12.77% |
| YTD | -6.13% | 16.76% |
| 1Y | -13.75% | 56.84% |
| 3Y (ann.) | -0.51% | 55.31% |
| 5Y (ann.) | -1.48% | 36.89% |
| Metric | 11396654:btcusd:triple_med_gx:lsma105_120 | 11396654:BTCUSD |
|---|---|---|
| Max Drawdown | -15.43% | -67.18% |
| Longest DD Days | 520.0 | 683.0 |
| Avg. Drawdown | -3.71% | -6.61% |
| Avg. Drawdown Days | 120.0 | 33.0 |
| Recovery Factor | -0.32 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-06-11 | -15.43 | 366 |
| 2022-07-30 | 2024-01-02 | -8.92 | 520 |
| 2022-04-21 | 2022-07-30 | -4.74 | 100 |
| 2022-03-02 | 2022-04-21 | -2.20 | 50 |
| 2024-01-15 | 2024-01-29 | -0.87 | 14 |
| 2024-05-03 | 2024-05-03 | -0.44 | 0 |
| 2024-03-30 | 2024-05-02 | -0.41 | 33 |
| 2024-05-02 | 2024-05-03 | -0.23 | 0 |
| 2024-03-29 | 2024-03-29 | -0.18 | 0 |
| Metric | 11396654:btcusd:triple_med_gx:lsma105_120 | 11396654:BTCUSD |
|---|---|---|
| Best Day | 4.13% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 6.81% | 35.75% |
| Worst Week | -4.83% | -29.64% |
| Best Month | 8.88% | 43.77% |
| Worst Month | -4.83% | -37.12% |
| Best Year | 4.95% | 155.54% |
| Worst Year | -6.13% | -56.42% |
| Avg. Up Day | 0.76% | 0.79% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 1.14% | 6.55% |
| Avg. Down Week | -1.71% | -3.24% |
| Avg. Up Month | 1.78% | 14.57% |
| Avg. Down Month | -2.42% | -9.45% |
| Win Days % | 43.3% | 51.28% |
| Win Month % | 42.86% | 61.9% |
| Win Week % | 45.28% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |