| Metric | 11381601:btcusd:triple_med_gx:lsma110_65 | 11381601:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 14.66% | 152.93% |
| Max Drawdown | -15.15% | -67.18% |
| Sharpe | 0.19 | 0.4 |
| Sortino | 0.29 | 0.58 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 75.32 | 2.96 |
| Outlier Loss Ratio | 3.96 | 2.96 |
| Volatility (ann.) | 6.32% | 26.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.28 | 0.48 |
| Skew | 1.16 | 0.18 |
| Kurtosis | 80.17 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.29% |
| Expected Yearly % | 3.48% | 26.11% |
| Kelly Criterion | 2.17% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.23% |
| Expected Shortfall (cVaR) | -0.54% | -2.23% |
| Year | 11381601:BTCUSD | 11381601:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 5.55 | -0.09 | + |
| 2023 | 155.54 | 16.57 | 0.11 | - |
| 2024 | 121.00 | -1.24 | -0.01 | - |
| 2025 | 17.02 | -5.65 | -0.33 | - |
| Metric | 11381601:btcusd:triple_med_gx:lsma110_65 | 11381601:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.46% | 31.76% |
| 6M | -5.65% | 12.25% |
| YTD | -5.65% | 17.02% |
| 1Y | 1.57% | 57.19% |
| 3Y (ann.) | 4.06% | 55.42% |
| 5Y (ann.) | 4.21% | 32.3% |
| Metric | 11381601:btcusd:triple_med_gx:lsma110_65 | 11381601:BTCUSD |
|---|---|---|
| Max Drawdown | -15.15% | -67.18% |
| Longest DD Days | 262.0 | 683.0 |
| Avg. Drawdown | -3.35% | -7.61% |
| Avg. Drawdown Days | 54.0 | 38.0 |
| Recovery Factor | 0.97 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -15.15 | 233 |
| 2024-01-11 | 2024-09-19 | -11.43 | 252 |
| 2023-03-18 | 2023-12-05 | -8.27 | 262 |
| 2022-03-06 | 2022-05-30 | -6.50 | 84 |
| 2022-05-30 | 2022-07-04 | -5.59 | 35 |
| 2022-10-05 | 2022-11-30 | -4.58 | 56 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-12-01 | 2023-01-11 | -2.99 | 41 |
| 2022-07-07 | 2022-09-12 | -1.86 | 67 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| Metric | 11381601:btcusd:triple_med_gx:lsma110_65 | 11381601:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.82% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 9.74% | 43.77% |
| Worst Month | -8.8% | -37.12% |
| Best Year | 16.57% | 155.54% |
| Worst Year | -5.65% | -61.73% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 3.89% | 9.78% |
| Avg. Down Week | -2.82% | -4.53% |
| Avg. Up Month | 3.51% | 17.1% |
| Avg. Down Month | -1.2% | -11.65% |
| Win Days % | 47.63% | 51.27% |
| Win Month % | 52.0% | 60.98% |
| Win Week % | 46.34% | 50.28% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 50.0% | 75.0% |