| Metric | 11392348:btcusd:triple_med_gx:lsma130_105 | 11392348:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -15.67% | 182.99% |
| Max Drawdown | -36.74% | -67.18% |
| Sharpe | -0.1 | 0.43 |
| Sortino | -0.14 | 0.62 |
| Payoff Ratio | 1.09 | 0.99 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 0.35 | 1.06 |
| CPC Index | 0.46 | 0.54 |
| Tail Ratio | 0.36 | 0.99 |
| Outlier Win Ratio | 53.83 | 3.18 |
| Outlier Loss Ratio | 3.67 | 3.17 |
| Volatility (ann.) | 8.74% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.13 | 0.54 |
| Skew | 0.07 | 0.2 |
| Kurtosis | 64.39 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.41% | 2.57% |
| Expected Yearly % | -4.17% | 29.7% |
| Kelly Criterion | -7.54% | 1.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11392348:BTCUSD | 11392348:btcusd:triple_med_gx:lsma130_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -14.21 | 0.25 | + |
| 2023 | 155.54 | 41.39 | 0.27 | - |
| 2024 | 121.00 | -17.44 | -0.14 | - |
| 2025 | 16.76 | -15.79 | -0.94 | - |
| Metric | 11392348:btcusd:triple_med_gx:lsma130_105 | 11392348:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -11.95% | 31.46% |
| 6M | -18.49% | 12.77% |
| YTD | -15.79% | 16.76% |
| 1Y | -28.89% | 56.84% |
| 3Y (ann.) | 4.55% | 55.31% |
| 5Y (ann.) | -4.95% | 36.34% |
| Metric | 11392348:btcusd:triple_med_gx:lsma130_105 | 11392348:BTCUSD |
|---|---|---|
| Max Drawdown | -36.74% | -67.18% |
| Longest DD Days | 624.0 | 683.0 |
| Avg. Drawdown | -8.11% | -6.9% |
| Avg. Drawdown Days | 120.0 | 35.0 |
| Recovery Factor | -0.43 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -36.74 | 463 |
| 2022-02-02 | 2023-10-20 | -26.88 | 624 |
| 2024-01-11 | 2024-03-04 | -8.22 | 52 |
| 2023-11-09 | 2023-12-18 | -2.87 | 39 |
| 2023-12-19 | 2024-01-08 | -2.62 | 19 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2023-11-07 | 2023-11-07 | -0.98 | 0 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| 2023-10-23 | 2023-10-23 | -0.43 | 0 |
| 2023-11-08 | 2023-11-08 | -0.40 | 0 |
| Metric | 11392348:btcusd:triple_med_gx:lsma130_105 | 11392348:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -12.98% | -29.64% |
| Best Month | 23.17% | 43.77% |
| Worst Month | -12.98% | -37.12% |
| Best Year | 41.39% | 155.54% |
| Worst Year | -17.44% | -57.08% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.84% | -0.95% |
| Avg. Up Week | 3.78% | 6.76% |
| Avg. Down Week | -2.81% | -4.93% |
| Avg. Up Month | 4.56% | 16.68% |
| Avg. Down Month | -3.7% | -12.01% |
| Win Days % | 44.03% | 51.31% |
| Win Month % | 47.5% | 60.98% |
| Win Week % | 37.84% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |