| Metric | 11393735:btcusd:triple_med_gx:lsma135_110 | 11393735:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 8.86% | 195.83% |
| Max Drawdown | -29.76% | -67.18% |
| Sharpe | 0.12 | 0.44 |
| Sortino | 0.18 | 0.64 |
| Payoff Ratio | 1.24 | 1.12 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 66.56 | 3.01 |
| Outlier Loss Ratio | 3.54 | 2.94 |
| Volatility (ann.) | 7.7% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.09 | 0.57 |
| Skew | 0.98 | 0.2 |
| Kurtosis | 98.66 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.68% |
| Expected Yearly % | 2.14% | 31.15% |
| Kelly Criterion | -1.31% | 7.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11393735:BTCUSD | 11393735:btcusd:triple_med_gx:lsma135_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 8.50 | -0.15 | + |
| 2023 | 155.54 | 7.53 | 0.05 | - |
| 2024 | 121.00 | 1.31 | 0.01 | - |
| 2025 | 16.76 | -7.90 | -0.47 | - |
| Metric | 11393735:btcusd:triple_med_gx:lsma135_110 | 11393735:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.72% | 31.46% |
| 6M | -8.72% | 12.77% |
| YTD | -7.9% | 16.76% |
| 1Y | -20.6% | 56.84% |
| 3Y (ann.) | 4.73% | 55.31% |
| 5Y (ann.) | 2.56% | 38.19% |
| Metric | 11393735:btcusd:triple_med_gx:lsma135_110 | 11393735:BTCUSD |
|---|---|---|
| Max Drawdown | -29.76% | -67.18% |
| Longest DD Days | 681.0 | 683.0 |
| Avg. Drawdown | -6.57% | -6.97% |
| Avg. Drawdown Days | 131.0 | 36.0 |
| Recovery Factor | 0.3 | 2.92 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -29.76 | 450 |
| 2022-02-05 | 2023-12-18 | -23.29 | 681 |
| 2024-01-09 | 2024-02-26 | -3.13 | 48 |
| 2024-03-02 | 2024-03-03 | -1.02 | 1 |
| 2024-01-07 | 2024-01-08 | -0.98 | 0 |
| 2024-01-06 | 2024-01-07 | -0.38 | 0 |
| 2024-03-17 | 2024-03-18 | -0.20 | 0 |
| 2024-03-17 | 2024-03-17 | -0.18 | 0 |
| 2024-03-01 | 2024-03-01 | -0.18 | 0 |
| Metric | 11393735:btcusd:triple_med_gx:lsma135_110 | 11393735:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.08% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -8.47% | -29.64% |
| Best Month | 19.84% | 43.77% |
| Worst Month | -8.04% | -37.12% |
| Best Year | 8.5% | 155.54% |
| Worst Year | -7.9% | -55.14% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.8% | -0.91% |
| Avg. Up Week | 4.65% | 7.82% |
| Avg. Down Week | -2.91% | -7.18% |
| Avg. Up Month | 5.33% | 15.97% |
| Avg. Down Month | -4.13% | -14.59% |
| Win Days % | 43.82% | 51.32% |
| Win Month % | 47.22% | 60.98% |
| Win Week % | 40.98% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |