| Metric | 11403250:btcusd:triple_med_gx:lsma110_140 | 11403250:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 25.46% | 161.99% |
| Max Drawdown | -10.4% | -67.18% |
| Sharpe | 0.33 | 0.41 |
| Sortino | 0.59 | 0.59 |
| Payoff Ratio | 1.32 | 1.2 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 96.18 | 2.91 |
| Outlier Loss Ratio | 4.16 | 2.78 |
| Volatility (ann.) | 5.63% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.67 | 0.5 |
| Skew | 7.4 | 0.18 |
| Kurtosis | 198.34 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.38% |
| Expected Yearly % | 5.83% | 27.22% |
| Kelly Criterion | 4.7% | 10.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.23% |
| Expected Shortfall (cVaR) | -0.48% | -2.23% |
| Year | 11403250:BTCUSD | 11403250:btcusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 10.88 | -0.18 | + |
| 2023 | 155.54 | 7.82 | 0.05 | - |
| 2024 | 121.00 | 7.47 | 0.06 | - |
| 2025 | 16.76 | -2.36 | -0.14 | - |
| Metric | 11403250:btcusd:triple_med_gx:lsma110_140 | 11403250:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | -4.11% | 31.46% |
| 6M | 1.55% | 12.77% |
| YTD | -2.36% | 16.76% |
| 1Y | 6.3% | 56.84% |
| 3Y (ann.) | 5.73% | 55.31% |
| 5Y (ann.) | 7.01% | 33.33% |
| Metric | 11403250:btcusd:triple_med_gx:lsma110_140 | 11403250:BTCUSD |
|---|---|---|
| Max Drawdown | -10.4% | -67.18% |
| Longest DD Days | 465.0 | 683.0 |
| Avg. Drawdown | -2.87% | -6.97% |
| Avg. Drawdown Days | 63.0 | 36.0 |
| Recovery Factor | 2.45 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2022-08-13 | -10.40 | 113 |
| 2023-05-06 | 2024-08-13 | -9.05 | 465 |
| 2022-08-13 | 2023-02-17 | -7.24 | 188 |
| 2025-03-15 | 2025-06-11 | -4.59 | 87 |
| 2023-03-14 | 2023-05-05 | -4.10 | 51 |
| 2025-02-14 | 2025-03-11 | -3.49 | 24 |
| 2024-08-13 | 2024-10-15 | -2.11 | 62 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2025-01-03 | 2025-02-14 | -1.34 | 41 |
| 2022-03-09 | 2022-04-20 | -1.27 | 41 |
| Metric | 11403250:btcusd:triple_med_gx:lsma110_140 | 11403250:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 9.02% | 35.75% |
| Worst Week | -7.0% | -29.64% |
| Best Month | 10.27% | 43.77% |
| Worst Month | -4.59% | -37.12% |
| Best Year | 10.88% | 155.54% |
| Worst Year | -2.36% | -60.27% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.65% | -0.74% |
| Avg. Up Week | 1.72% | 9.02% |
| Avg. Down Week | -1.7% | -3.34% |
| Avg. Up Month | 2.39% | 14.99% |
| Avg. Down Month | -1.82% | -11.75% |
| Win Days % | 45.79% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 51.92% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |