| Metric | 11403749:btcusd:triple_med_gx:lsma110_140 | 11403749:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 12.24% | 161.99% |
| Max Drawdown | -16.78% | -67.18% |
| Sharpe | 0.16 | 0.41 |
| Sortino | 0.24 | 0.59 |
| Payoff Ratio | 1.15 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 74.57 | 3.05 |
| Outlier Loss Ratio | 3.63 | 2.96 |
| Volatility (ann.) | 6.81% | 26.28% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.21 | 0.5 |
| Skew | 1.46 | 0.18 |
| Kurtosis | 96.17 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.38% |
| Expected Yearly % | 2.93% | 27.22% |
| Kelly Criterion | 0.73% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.23% |
| Expected Shortfall (cVaR) | -0.58% | -2.23% |
| Year | 11403749:BTCUSD | 11403749:btcusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -8.48 | 0.14 | + |
| 2023 | 155.54 | 14.38 | 0.09 | - |
| 2024 | 121.00 | 2.97 | 0.02 | - |
| 2025 | 16.76 | 4.12 | 0.25 | - |
| Metric | 11403749:btcusd:triple_med_gx:lsma110_140 | 11403749:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.48% | 31.46% |
| 6M | 6.23% | 12.77% |
| YTD | 4.12% | 16.76% |
| 1Y | -3.85% | 56.84% |
| 3Y (ann.) | 4.16% | 55.31% |
| 5Y (ann.) | 3.51% | 33.33% |
| Metric | 11403749:btcusd:triple_med_gx:lsma110_140 | 11403749:BTCUSD |
|---|---|---|
| Max Drawdown | -16.78% | -67.18% |
| Longest DD Days | 538.0 | 683.0 |
| Avg. Drawdown | -5.39% | -6.97% |
| Avg. Drawdown Days | 107.0 | 36.0 |
| Recovery Factor | 0.73 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -16.78 | 344 |
| 2022-04-26 | 2023-10-16 | -12.93 | 538 |
| 2024-01-02 | 2024-05-03 | -8.92 | 122 |
| 2022-03-04 | 2022-04-25 | -8.81 | 52 |
| 2023-11-20 | 2023-12-04 | -4.94 | 13 |
| 2023-12-31 | 2024-01-01 | -0.84 | 0 |
| 2024-07-01 | 2024-07-01 | -0.18 | 0 |
| 2022-03-04 | 2022-03-04 | -0.18 | 0 |
| 2023-11-20 | 2023-11-20 | -0.18 | 0 |
| 2023-12-30 | 2023-12-31 | -0.18 | 0 |
| Metric | 11403749:btcusd:triple_med_gx:lsma110_140 | 11403749:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 8.39% | 35.75% |
| Worst Week | -9.66% | -29.64% |
| Best Month | 8.39% | 43.77% |
| Worst Month | -9.67% | -37.12% |
| Best Year | 14.38% | 155.54% |
| Worst Year | -8.48% | -60.27% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.77% | -0.86% |
| Avg. Up Week | 2.54% | 7.98% |
| Avg. Down Week | -2.86% | -4.72% |
| Avg. Up Month | 3.5% | 14.68% |
| Avg. Down Month | -1.98% | -14.35% |
| Win Days % | 46.94% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 50.94% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |