| Metric | 11403032:btcusd:triple_med_gx:lsma115_140 | 11403032:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 8.92% | 161.99% |
| Max Drawdown | -18.57% | -67.18% |
| Sharpe | 0.14 | 0.41 |
| Sortino | 0.22 | 0.59 |
| Payoff Ratio | 1.19 | 1.14 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.57 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 99.22 | 2.98 |
| Outlier Loss Ratio | 4.09 | 2.79 |
| Volatility (ann.) | 5.49% | 26.28% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.14 | 0.5 |
| Skew | 2.57 | 0.18 |
| Kurtosis | 156.53 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.38% |
| Expected Yearly % | 2.16% | 27.22% |
| Kelly Criterion | -3.26% | 8.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.23% |
| Expected Shortfall (cVaR) | -0.47% | -2.23% |
| Year | 11403032:BTCUSD | 11403032:btcusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 10.95 | -0.18 | + |
| 2023 | 155.54 | -0.32 | -0.00 | - |
| 2024 | 121.00 | -5.58 | -0.05 | - |
| 2025 | 16.76 | 4.31 | 0.26 | - |
| Metric | 11403032:btcusd:triple_med_gx:lsma115_140 | 11403032:BTCUSD |
|---|---|---|
| MTD | 0.51% | 4.16% |
| 3M | 4.09% | 31.46% |
| 6M | 3.91% | 12.77% |
| YTD | 4.31% | 16.76% |
| 1Y | 7.41% | 56.84% |
| 3Y (ann.) | 1.52% | 55.31% |
| 5Y (ann.) | 2.59% | 33.33% |
| Metric | 11403032:btcusd:triple_med_gx:lsma115_140 | 11403032:BTCUSD |
|---|---|---|
| Max Drawdown | -18.57% | -67.18% |
| Longest DD Days | 568.0 | 683.0 |
| Avg. Drawdown | -2.96% | -6.97% |
| Avg. Drawdown Days | 79.0 | 36.0 |
| Recovery Factor | 0.48 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-21 | 2025-06-11 | -18.57 | 568 |
| 2022-08-13 | 2023-08-29 | -6.77 | 381 |
| 2022-04-26 | 2022-06-23 | -6.09 | 58 |
| 2022-04-23 | 2022-04-25 | -2.49 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-06-23 | 2022-06-23 | -1.54 | 0 |
| 2022-06-24 | 2022-06-24 | -1.03 | 0 |
| 2022-06-24 | 2022-06-24 | -0.99 | 0 |
| 2023-09-04 | 2023-10-16 | -0.65 | 42 |
| 2022-03-05 | 2022-04-20 | -0.52 | 45 |
| Metric | 11403032:btcusd:triple_med_gx:lsma115_140 | 11403032:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 6.64% | 35.75% |
| Worst Week | -6.28% | -29.64% |
| Best Month | 4.7% | 43.77% |
| Worst Month | -9.09% | -37.12% |
| Best Year | 10.95% | 155.54% |
| Worst Year | -5.58% | -60.27% |
| Avg. Up Day | 0.83% | 0.87% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 1.7% | 7.52% |
| Avg. Down Week | -1.26% | -3.76% |
| Avg. Up Month | 1.36% | 10.64% |
| Avg. Down Month | -2.29% | -8.22% |
| Win Days % | 43.86% | 51.27% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 43.64% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |