| Metric | 11395483:btcusd:triple_med_gx:lsma130_115 | 11395483:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 7.95% | 182.99% |
| Max Drawdown | -23.68% | -67.18% |
| Sharpe | 0.12 | 0.43 |
| Sortino | 0.17 | 0.62 |
| Payoff Ratio | 1.1 | 0.97 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.55 | 0.53 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 77.01 | 2.92 |
| Outlier Loss Ratio | 3.26 | 2.87 |
| Volatility (ann.) | 6.96% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.1 | 0.54 |
| Skew | 1.62 | 0.2 |
| Kurtosis | 99.67 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.57% |
| Expected Yearly % | 1.93% | 29.7% |
| Kelly Criterion | -2.32% | 0.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.24% |
| Expected Shortfall (cVaR) | -0.6% | -2.24% |
| Year | 11395483:BTCUSD | 11395483:btcusd:triple_med_gx:lsma130_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -3.21 | 0.06 | + |
| 2023 | 155.54 | 23.99 | 0.15 | - |
| 2024 | 121.00 | -2.08 | -0.02 | - |
| 2025 | 16.76 | -8.14 | -0.49 | - |
| Metric | 11395483:btcusd:triple_med_gx:lsma130_115 | 11395483:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.98% | 31.46% |
| 6M | -9.23% | 12.77% |
| YTD | -8.14% | 16.76% |
| 1Y | -14.14% | 56.84% |
| 3Y (ann.) | 9.66% | 55.31% |
| 5Y (ann.) | 2.31% | 36.34% |
| Metric | 11395483:btcusd:triple_med_gx:lsma130_115 | 11395483:BTCUSD |
|---|---|---|
| Max Drawdown | -23.68% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.5% | -6.9% |
| Avg. Drawdown Days | 91.0 | 35.0 |
| Recovery Factor | 0.34 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -23.68 | 463 |
| 2022-02-02 | 2023-04-04 | -18.31 | 425 |
| 2023-06-09 | 2023-10-21 | -4.02 | 134 |
| 2024-01-09 | 2024-03-04 | -3.63 | 55 |
| 2023-12-19 | 2024-01-08 | -2.92 | 20 |
| 2023-04-23 | 2023-05-17 | -2.48 | 24 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| 2023-11-09 | 2023-12-19 | -0.69 | 39 |
| 2023-05-18 | 2023-05-28 | -0.62 | 10 |
| 2023-04-04 | 2023-04-22 | -0.52 | 18 |
| Metric | 11395483:btcusd:triple_med_gx:lsma130_115 | 11395483:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -5.59% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -10.54% | -29.64% |
| Best Month | 14.92% | 43.77% |
| Worst Month | -10.54% | -37.12% |
| Best Year | 23.99% | 155.54% |
| Worst Year | -8.14% | -57.08% |
| Avg. Up Day | 0.96% | 0.99% |
| Avg. Down Day | -0.87% | -1.02% |
| Avg. Up Week | 2.83% | 5.08% |
| Avg. Down Week | -2.34% | -5.26% |
| Avg. Up Month | 3.47% | 11.55% |
| Avg. Down Month | -2.74% | -11.6% |
| Win Days % | 46.37% | 51.31% |
| Win Month % | 48.65% | 60.98% |
| Win Week % | 50.88% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |