| Metric | 11393790:btcusd:triple_med_gx:lsma135_110 | 11393790:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 8.65% | 195.83% |
| Max Drawdown | -30.86% | -67.18% |
| Sharpe | 0.12 | 0.44 |
| Sortino | 0.17 | 0.64 |
| Payoff Ratio | 1.2 | 1.11 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 59.3 | 3.12 |
| Outlier Loss Ratio | 3.47 | 3.04 |
| Volatility (ann.) | 8.23% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.08 | 0.57 |
| Skew | 0.98 | 0.2 |
| Kurtosis | 76.85 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.68% |
| Expected Yearly % | 2.1% | 31.15% |
| Kelly Criterion | -0.91% | 7.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11393790:BTCUSD | 11393790:btcusd:triple_med_gx:lsma135_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 5.82 | -0.11 | + |
| 2023 | 155.54 | 12.95 | 0.08 | - |
| 2024 | 121.00 | 6.87 | 0.06 | - |
| 2025 | 16.76 | -14.94 | -0.89 | - |
| Metric | 11393790:btcusd:triple_med_gx:lsma135_110 | 11393790:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.46% | 31.46% |
| 6M | -16.98% | 12.77% |
| YTD | -14.94% | 16.76% |
| 1Y | -27.42% | 56.84% |
| 3Y (ann.) | 6.37% | 55.31% |
| 5Y (ann.) | 2.51% | 38.19% |
| Metric | 11393790:btcusd:triple_med_gx:lsma135_110 | 11393790:BTCUSD |
|---|---|---|
| Max Drawdown | -30.86% | -67.18% |
| Longest DD Days | 625.0 | 683.0 |
| Avg. Drawdown | -5.54% | -6.97% |
| Avg. Drawdown Days | 91.0 | 36.0 |
| Recovery Factor | 0.28 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -30.86 | 450 |
| 2022-02-05 | 2023-10-23 | -25.06 | 625 |
| 2023-12-19 | 2024-01-08 | -3.53 | 20 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-01-11 | 2024-02-27 | -2.74 | 46 |
| 2024-01-09 | 2024-01-10 | -1.88 | 1 |
| 2023-11-06 | 2023-11-07 | -1.36 | 1 |
| 2024-01-11 | 2024-01-11 | -1.21 | 0 |
| 2023-11-09 | 2023-12-18 | -0.90 | 39 |
| 2023-10-23 | 2023-10-23 | -0.43 | 0 |
| Metric | 11393790:btcusd:triple_med_gx:lsma135_110 | 11393790:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.76% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -13.19% | -37.12% |
| Best Year | 12.95% | 155.54% |
| Worst Year | -14.94% | -55.14% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.83% | -0.91% |
| Avg. Up Week | 4.88% | 8.15% |
| Avg. Down Week | -3.45% | -6.35% |
| Avg. Up Month | 4.9% | 16.29% |
| Avg. Down Month | -3.78% | -12.7% |
| Win Days % | 45.04% | 51.32% |
| Win Month % | 48.65% | 60.98% |
| Win Week % | 49.18% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |