| Metric | 11393960:btcusd:triple_med_gx:lsma150_110 | 11393960:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -2.83% | 154.97% |
| Max Drawdown | -29.81% | -67.18% |
| Sharpe | 0.03 | 0.4 |
| Sortino | 0.04 | 0.58 |
| Payoff Ratio | 1.03 | 0.98 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.97 | 1.06 |
| CPC Index | 0.49 | 0.53 |
| Tail Ratio | 0.96 | 0.99 |
| Outlier Win Ratio | 48.4 | 3.34 |
| Outlier Loss Ratio | 3.57 | 3.31 |
| Volatility (ann.) | 9.72% | 26.3% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.03 | 0.48 |
| Skew | 0.07 | 0.18 |
| Kurtosis | 80.1 | 6.4 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.07% | 2.31% |
| Expected Yearly % | -0.72% | 26.36% |
| Kelly Criterion | -3.69% | 1.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.24% |
| Expected Shortfall (cVaR) | -0.84% | -2.24% |
| Year | 11393960:BTCUSD | 11393960:btcusd:triple_med_gx:lsma150_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | -8.92 | 0.15 | + |
| 2023 | 155.54 | 22.23 | 0.14 | - |
| 2024 | 121.00 | 3.09 | 0.03 | - |
| 2025 | 16.76 | -15.33 | -0.91 | - |
| Metric | 11393960:btcusd:triple_med_gx:lsma150_110 | 11393960:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -11.27% | 31.46% |
| 6M | -15.33% | 12.77% |
| YTD | -15.33% | 16.76% |
| 1Y | -25.62% | 56.84% |
| 3Y (ann.) | 4.57% | 55.31% |
| 5Y (ann.) | -0.86% | 32.32% |
| Metric | 11393960:btcusd:triple_med_gx:lsma150_110 | 11393960:BTCUSD |
|---|---|---|
| Max Drawdown | -29.81% | -67.18% |
| Longest DD Days | 628.0 | 683.0 |
| Avg. Drawdown | -4.92% | -7.64% |
| Avg. Drawdown Days | 77.0 | 40.0 |
| Recovery Factor | -0.1 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-06-11 | -29.81 | 335 |
| 2022-02-18 | 2023-11-08 | -17.03 | 628 |
| 2024-04-15 | 2024-05-30 | -8.57 | 45 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2024-01-09 | 2024-03-04 | -4.11 | 55 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2024-06-05 | 2024-07-11 | -1.06 | 35 |
| 2023-11-11 | 2023-12-18 | -0.93 | 37 |
| 2024-04-14 | 2024-04-15 | -0.58 | 0 |
| Metric | 11393960:btcusd:triple_med_gx:lsma150_110 | 11393960:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -14.32% | -29.64% |
| Best Month | 12.38% | 43.77% |
| Worst Month | -18.46% | -37.12% |
| Best Year | 22.23% | 155.54% |
| Worst Year | -15.33% | -61.33% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.89% | -0.95% |
| Avg. Up Week | 4.35% | 5.51% |
| Avg. Down Week | -3.31% | -5.96% |
| Avg. Up Month | 5.44% | 12.07% |
| Avg. Down Month | -3.96% | -12.72% |
| Win Days % | 47.52% | 51.27% |
| Win Month % | 47.37% | 60.98% |
| Win Week % | 46.15% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |