| Metric | 11401326:btcusd:triple_med_gx:lsma110_135 | 11401326:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 10.56% | 195.83% |
| Max Drawdown | -8.5% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.27 | 0.64 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.58 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 111.25 | 2.9 |
| Outlier Loss Ratio | 4.11 | 2.76 |
| Volatility (ann.) | 5.12% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.36 | 0.57 |
| Skew | 3.39 | 0.2 |
| Kurtosis | 193.47 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.25% | 2.68% |
| Expected Yearly % | 2.54% | 31.15% |
| Kelly Criterion | -2.93% | 8.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.24% |
| Expected Shortfall (cVaR) | -0.44% | -2.24% |
| Year | 11401326:BTCUSD | 11401326:btcusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 6.50 | -0.12 | + |
| 2023 | 155.54 | 3.78 | 0.02 | - |
| 2024 | 121.00 | -3.48 | -0.03 | - |
| 2025 | 16.76 | 3.64 | 0.22 | - |
| Metric | 11401326:btcusd:triple_med_gx:lsma110_135 | 11401326:BTCUSD |
|---|---|---|
| MTD | -1.03% | 4.16% |
| 3M | 0.19% | 31.46% |
| 6M | 3.65% | 12.77% |
| YTD | 3.64% | 16.76% |
| 1Y | 4.87% | 56.84% |
| 3Y (ann.) | 2.44% | 55.31% |
| 5Y (ann.) | 3.04% | 38.19% |
| Metric | 11401326:btcusd:triple_med_gx:lsma110_135 | 11401326:BTCUSD |
|---|---|---|
| Max Drawdown | -8.5% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -3.34% | -6.97% |
| Avg. Drawdown Days | 93.0 | 36.0 |
| Recovery Factor | 1.24 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-06-11 | -8.50 | 436 |
| 2022-08-13 | 2023-03-14 | -7.18 | 213 |
| 2022-04-26 | 2022-06-23 | -6.09 | 58 |
| 2023-04-11 | 2023-08-29 | -5.01 | 140 |
| 2022-06-24 | 2022-08-13 | -4.09 | 50 |
| 2023-10-10 | 2024-03-28 | -2.70 | 170 |
| 2022-03-06 | 2022-04-21 | -2.13 | 45 |
| 2022-04-24 | 2022-04-25 | -1.65 | 1 |
| 2022-06-23 | 2022-06-23 | -1.54 | 0 |
| 2024-03-30 | 2024-03-31 | -0.85 | 0 |
| Metric | 11401326:btcusd:triple_med_gx:lsma110_135 | 11401326:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 6.76% | 35.75% |
| Worst Week | -6.95% | -29.64% |
| Best Month | 4.82% | 43.77% |
| Worst Month | -5.99% | -37.12% |
| Best Year | 6.5% | 155.54% |
| Worst Year | -3.48% | -55.14% |
| Avg. Up Day | 0.81% | 0.84% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 1.39% | 8.32% |
| Avg. Down Week | -1.37% | -4.6% |
| Avg. Up Month | 1.48% | 10.35% |
| Avg. Down Month | -1.74% | -11.27% |
| Win Days % | 44.7% | 51.32% |
| Win Month % | 51.43% | 60.98% |
| Win Week % | 48.08% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |