| Metric | 11392350:btcusd:triple_med_gx:lsma135_105 | 11392350:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -7.1% | 195.83% |
| Max Drawdown | -35.82% | -67.18% |
| Sharpe | -0.01 | 0.44 |
| Sortino | -0.01 | 0.64 |
| Payoff Ratio | 1.1 | 0.98 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.89 | 1.07 |
| CPC Index | 0.5 | 0.54 |
| Tail Ratio | 0.9 | 0.99 |
| Outlier Win Ratio | 49.12 | 3.34 |
| Outlier Loss Ratio | 3.69 | 3.29 |
| Volatility (ann.) | 9.52% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.06 | 0.57 |
| Skew | 0.81 | 0.2 |
| Kurtosis | 62.91 | 6.45 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.18% | 2.68% |
| Expected Yearly % | -1.83% | 31.15% |
| Kelly Criterion | -4.28% | 1.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.24% |
| Expected Shortfall (cVaR) | -0.82% | -2.24% |
| Year | 11392350:BTCUSD | 11392350:btcusd:triple_med_gx:lsma135_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -4.74 | 0.09 | + |
| 2023 | 155.54 | 37.86 | 0.24 | - |
| 2024 | 121.00 | -17.75 | -0.15 | - |
| 2025 | 16.76 | -14.00 | -0.84 | - |
| Metric | 11392350:btcusd:triple_med_gx:lsma135_105 | 11392350:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -10.84% | 31.46% |
| 6M | -15.85% | 12.77% |
| YTD | -14.0% | 16.76% |
| 1Y | -25.38% | 56.84% |
| 3Y (ann.) | 1.71% | 55.31% |
| 5Y (ann.) | -2.17% | 38.19% |
| Metric | 11392350:btcusd:triple_med_gx:lsma135_105 | 11392350:BTCUSD |
|---|---|---|
| Max Drawdown | -35.82% | -67.18% |
| Longest DD Days | 625.0 | 683.0 |
| Avg. Drawdown | -6.63% | -6.97% |
| Avg. Drawdown Days | 97.0 | 36.0 |
| Recovery Factor | -0.2 | 2.92 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -35.82 | 463 |
| 2022-02-05 | 2023-10-23 | -26.75 | 625 |
| 2024-01-11 | 2024-03-04 | -8.23 | 52 |
| 2023-12-19 | 2024-01-06 | -2.62 | 18 |
| 2023-12-17 | 2023-12-18 | -2.51 | 1 |
| 2023-11-07 | 2023-11-07 | -0.98 | 0 |
| 2024-01-07 | 2024-01-08 | -0.98 | 0 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2023-11-08 | 2023-11-08 | -0.40 | 0 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| Metric | 11392350:btcusd:triple_med_gx:lsma135_105 | 11392350:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -10.71% | -29.64% |
| Best Month | 23.06% | 43.77% |
| Worst Month | -10.7% | -37.12% |
| Best Year | 37.86% | 155.54% |
| Worst Year | -17.75% | -55.14% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.85% | -0.96% |
| Avg. Up Week | 4.22% | 7.39% |
| Avg. Down Week | -2.97% | -5.53% |
| Avg. Up Month | 5.06% | 16.68% |
| Avg. Down Month | -4.13% | -12.31% |
| Win Days % | 45.45% | 51.32% |
| Win Month % | 47.5% | 60.98% |
| Win Week % | 40.0% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |