| Metric | 11403081:btcusd:triple_med_gx:lsma95_140 | 11403081:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 11.89% | 161.99% |
| Max Drawdown | -22.13% | -67.18% |
| Sharpe | 0.15 | 0.41 |
| Sortino | 0.23 | 0.59 |
| Payoff Ratio | 1.15 | 1.08 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 66.64 | 3.13 |
| Outlier Loss Ratio | 4.13 | 2.95 |
| Volatility (ann.) | 7.18% | 26.28% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.15 | 0.5 |
| Skew | 2.46 | 0.18 |
| Kurtosis | 127.1 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.38% |
| Expected Yearly % | 2.85% | 27.22% |
| Kelly Criterion | -1.07% | 6.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.23% |
| Expected Shortfall (cVaR) | -0.61% | -2.23% |
| Year | 11403081:BTCUSD | 11403081:btcusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 20.65 | -0.34 | + |
| 2023 | 155.54 | 5.11 | 0.03 | - |
| 2024 | 121.00 | -9.09 | -0.08 | - |
| 2025 | 16.76 | -2.95 | -0.18 | - |
| Metric | 11403081:btcusd:triple_med_gx:lsma95_140 | 11403081:BTCUSD |
|---|---|---|
| MTD | 0.71% | 4.16% |
| 3M | 2.57% | 31.46% |
| 6M | -1.16% | 12.77% |
| YTD | -2.95% | 16.76% |
| 1Y | -3.03% | 56.84% |
| 3Y (ann.) | -0.27% | 55.31% |
| 5Y (ann.) | 3.41% | 33.33% |
| Metric | 11403081:btcusd:triple_med_gx:lsma95_140 | 11403081:BTCUSD |
|---|---|---|
| Max Drawdown | -22.13% | -67.18% |
| Longest DD Days | 646.0 | 683.0 |
| Avg. Drawdown | -3.51% | -6.97% |
| Avg. Drawdown Days | 56.0 | 36.0 |
| Recovery Factor | 0.54 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-04 | 2025-06-11 | -22.13 | 646 |
| 2022-11-18 | 2023-04-11 | -6.33 | 143 |
| 2022-04-21 | 2022-06-23 | -6.17 | 63 |
| 2023-06-17 | 2023-08-29 | -5.93 | 73 |
| 2022-02-27 | 2022-02-28 | -4.70 | 1 |
| 2022-03-06 | 2022-04-19 | -4.65 | 44 |
| 2022-08-11 | 2022-09-28 | -4.07 | 48 |
| 2023-04-11 | 2023-05-03 | -2.82 | 22 |
| 2023-05-06 | 2023-05-23 | -1.76 | 17 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11403081:btcusd:triple_med_gx:lsma95_140 | 11403081:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 10.06% | 35.75% |
| Worst Week | -6.52% | -29.64% |
| Best Month | 9.14% | 43.77% |
| Worst Month | -10.32% | -37.12% |
| Best Year | 20.65% | 155.54% |
| Worst Year | -9.09% | -60.27% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 1.94% | 7.08% |
| Avg. Down Week | -1.87% | -3.03% |
| Avg. Up Month | 2.63% | 8.72% |
| Avg. Down Month | -3.42% | -8.84% |
| Win Days % | 46.01% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 43.08% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |