| Metric | 11403139:btcusd:triple_med_gx:lsma105_140 | 11403139:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 9.91% | 161.99% |
| Max Drawdown | -12.09% | -67.18% |
| Sharpe | 0.14 | 0.41 |
| Sortino | 0.21 | 0.59 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 81.57 | 3.01 |
| Outlier Loss Ratio | 3.89 | 2.91 |
| Volatility (ann.) | 6.45% | 26.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.24 | 0.5 |
| Skew | 0.24 | 0.18 |
| Kurtosis | 136.84 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.38% |
| Expected Yearly % | 2.39% | 27.22% |
| Kelly Criterion | -3.08% | 3.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.23% |
| Expected Shortfall (cVaR) | -0.55% | -2.23% |
| Year | 11403139:BTCUSD | 11403139:btcusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 4.57 | -0.08 | + |
| 2023 | 155.54 | 10.31 | 0.07 | - |
| 2024 | 121.00 | 4.76 | 0.04 | - |
| 2025 | 16.76 | -9.04 | -0.54 | - |
| Metric | 11403139:btcusd:triple_med_gx:lsma105_140 | 11403139:BTCUSD |
|---|---|---|
| MTD | -0.36% | 4.16% |
| 3M | -0.88% | 31.46% |
| 6M | -6.81% | 12.77% |
| YTD | -9.04% | 16.76% |
| 1Y | -1.35% | 56.84% |
| 3Y (ann.) | 2.88% | 55.31% |
| 5Y (ann.) | 2.86% | 33.33% |
| Metric | 11403139:btcusd:triple_med_gx:lsma105_140 | 11403139:BTCUSD |
|---|---|---|
| Max Drawdown | -12.09% | -67.18% |
| Longest DD Days | 400.0 | 683.0 |
| Avg. Drawdown | -3.1% | -6.97% |
| Avg. Drawdown Days | 68.0 | 36.0 |
| Recovery Factor | 0.82 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -12.09 | 116 |
| 2023-10-10 | 2024-10-14 | -11.60 | 369 |
| 2022-04-21 | 2023-05-26 | -8.78 | 400 |
| 2024-12-09 | 2025-01-10 | -4.29 | 32 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2023-06-18 | 2023-08-01 | -2.13 | 44 |
| 2025-01-10 | 2025-02-12 | -1.83 | 33 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-03-01 | 2022-04-19 | -1.40 | 49 |
| 2024-10-15 | 2024-11-07 | -1.24 | 23 |
| Metric | 11403139:btcusd:triple_med_gx:lsma105_140 | 11403139:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 6.79% | 35.75% |
| Worst Week | -7.1% | -29.64% |
| Best Month | 7.78% | 43.77% |
| Worst Month | -7.59% | -37.12% |
| Best Year | 10.31% | 155.54% |
| Worst Year | -9.04% | -60.27% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.76% | -0.83% |
| Avg. Up Week | 1.66% | 8.58% |
| Avg. Down Week | -1.77% | -3.32% |
| Avg. Up Month | 1.77% | 13.58% |
| Avg. Down Month | -2.14% | -9.46% |
| Win Days % | 46.38% | 51.27% |
| Win Month % | 54.05% | 60.98% |
| Win Week % | 49.15% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |