| Metric | 11395316:btcusd:triple_med_gx:lsma130_115 | 11395316:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 14.51% | 182.99% |
| Max Drawdown | -22.37% | -67.18% |
| Sharpe | 0.19 | 0.43 |
| Sortino | 0.3 | 0.62 |
| Payoff Ratio | 1.3 | 1.2 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.65 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 88.8 | 2.81 |
| Outlier Loss Ratio | 3.59 | 2.73 |
| Volatility (ann.) | 6.36% | 26.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.18 | 0.54 |
| Skew | 3.12 | 0.2 |
| Kurtosis | 150.12 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.57% |
| Expected Yearly % | 3.45% | 29.7% |
| Kelly Criterion | 0.35% | 10.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.24% |
| Expected Shortfall (cVaR) | -0.54% | -2.24% |
| Year | 11395316:BTCUSD | 11395316:btcusd:triple_med_gx:lsma130_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 9.73 | -0.17 | + |
| 2023 | 155.54 | 4.70 | 0.03 | - |
| 2024 | 121.00 | 6.73 | 0.06 | - |
| 2025 | 16.76 | -6.61 | -0.39 | - |
| Metric | 11395316:btcusd:triple_med_gx:lsma130_115 | 11395316:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.76% | 31.46% |
| 6M | -7.5% | 12.77% |
| YTD | -6.61% | 16.76% |
| 1Y | -14.0% | 56.84% |
| 3Y (ann.) | 4.58% | 55.31% |
| 5Y (ann.) | 4.12% | 36.34% |
| Metric | 11395316:btcusd:triple_med_gx:lsma130_115 | 11395316:BTCUSD |
|---|---|---|
| Max Drawdown | -22.37% | -67.18% |
| Longest DD Days | 529.0 | 683.0 |
| Avg. Drawdown | -4.54% | -6.9% |
| Avg. Drawdown Days | 107.0 | 35.0 |
| Recovery Factor | 0.65 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-13 | 2025-06-11 | -22.37 | 424 |
| 2022-07-28 | 2024-01-08 | -12.32 | 529 |
| 2022-02-19 | 2022-07-27 | -9.69 | 158 |
| 2024-01-09 | 2024-02-26 | -3.13 | 48 |
| 2022-02-05 | 2022-02-19 | -0.68 | 14 |
| 2022-07-28 | 2022-07-28 | -0.54 | 0 |
| 2024-03-02 | 2024-03-03 | -0.52 | 1 |
| 2024-03-17 | 2024-03-18 | -0.20 | 0 |
| 2022-02-04 | 2022-02-04 | -0.18 | 0 |
| 2024-04-12 | 2024-04-13 | -0.18 | 0 |
| Metric | 11395316:btcusd:triple_med_gx:lsma130_115 | 11395316:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.25% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -8.47% | -29.64% |
| Best Month | 19.51% | 43.77% |
| Worst Month | -9.25% | -37.12% |
| Best Year | 9.73% | 155.54% |
| Worst Year | -6.61% | -57.08% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -0.75% | -0.84% |
| Avg. Up Week | 3.4% | 7.94% |
| Avg. Down Week | -2.19% | -5.31% |
| Avg. Up Month | 3.92% | 17.05% |
| Avg. Down Month | -2.81% | -8.99% |
| Win Days % | 43.73% | 51.31% |
| Win Month % | 55.88% | 60.98% |
| Win Week % | 48.21% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |