| Metric | 11391168:btcusd:triple_med_gx:lsma115_100 | 11391168:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 1.27% | 154.86% |
| Max Drawdown | -14.41% | -67.18% |
| Sharpe | 0.04 | 0.4 |
| Sortino | 0.06 | 0.58 |
| Payoff Ratio | 1.07 | 1.0 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.51 | 0.55 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 136.69 | 2.67 |
| Outlier Loss Ratio | 3.63 | 2.59 |
| Volatility (ann.) | 4.56% | 26.25% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.03 | 0.48 |
| Skew | -3.03 | 0.18 |
| Kurtosis | 152.06 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.03% | 2.31% |
| Expected Yearly % | 0.32% | 26.35% |
| Kelly Criterion | -4.88% | 2.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.23% |
| Expected Shortfall (cVaR) | -0.39% | -2.23% |
| Year | 11391168:BTCUSD | 11391168:btcusd:triple_med_gx:lsma115_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 2.63 | -0.04 | + |
| 2023 | 155.54 | 4.75 | 0.03 | - |
| 2024 | 121.00 | 1.81 | 0.01 | - |
| 2025 | 17.02 | -7.48 | -0.44 | - |
| Metric | 11391168:btcusd:triple_med_gx:lsma115_100 | 11391168:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.93% | 31.76% |
| 6M | -7.48% | 12.25% |
| YTD | -7.48% | 17.02% |
| 1Y | -7.34% | 57.19% |
| 3Y (ann.) | -0.28% | 55.42% |
| 5Y (ann.) | 0.38% | 32.42% |
| Metric | 11391168:btcusd:triple_med_gx:lsma115_100 | 11391168:BTCUSD |
|---|---|---|
| Max Drawdown | -14.41% | -67.18% |
| Longest DD Days | 401.0 | 683.0 |
| Avg. Drawdown | -3.27% | -7.12% |
| Avg. Drawdown Days | 87.0 | 37.0 |
| Recovery Factor | 0.09 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2025-06-11 | -14.41 | 401 |
| 2022-10-08 | 2023-03-19 | -4.32 | 162 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2023-06-01 | 2024-02-07 | -3.42 | 251 |
| 2022-03-15 | 2022-05-28 | -3.34 | 74 |
| 2022-03-13 | 2022-03-14 | -3.17 | 1 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| 2024-04-11 | 2024-04-12 | -0.92 | 1 |
| 2024-04-10 | 2024-04-10 | -0.48 | 0 |
| 2023-05-31 | 2023-05-31 | -0.30 | 0 |
| Metric | 11391168:btcusd:triple_med_gx:lsma115_100 | 11391168:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 4.48% | 35.75% |
| Worst Week | -12.41% | -29.64% |
| Best Month | 6.98% | 43.77% |
| Worst Month | -12.41% | -37.12% |
| Best Year | 4.75% | 155.54% |
| Worst Year | -7.48% | -61.44% |
| Avg. Up Day | 0.76% | 0.79% |
| Avg. Down Day | -0.71% | -0.79% |
| Avg. Up Week | 1.78% | 8.77% |
| Avg. Down Week | -3.37% | -5.12% |
| Avg. Up Month | 2.44% | 22.64% |
| Avg. Down Month | -3.59% | -8.69% |
| Win Days % | 45.73% | 51.28% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |