| Metric | 11396491:btcusd:triple_med_gx:lsma110_120 | 11396491:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 18.37% | 187.39% |
| Max Drawdown | -6.56% | -67.18% |
| Sharpe | 0.35 | 0.43 |
| Sortino | 0.68 | 0.62 |
| Payoff Ratio | 1.58 | 1.31 |
| Profit Factor | 1.38 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.87 | 0.72 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 167.28 | 2.52 |
| Outlier Loss Ratio | 4.32 | 2.45 |
| Volatility (ann.) | 3.81% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.78 | 0.55 |
| Skew | 9.56 | 0.2 |
| Kurtosis | 235.91 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.55% |
| Expected Yearly % | 4.31% | 30.2% |
| Kelly Criterion | 1.53% | 13.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.24% |
| Expected Shortfall (cVaR) | -0.32% | -2.24% |
| Year | 11396491:BTCUSD | 11396491:btcusd:triple_med_gx:lsma110_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 9.36 | -0.17 | + |
| 2023 | 155.54 | 3.03 | 0.02 | - |
| 2024 | 121.00 | 10.71 | 0.09 | - |
| 2025 | 16.76 | -5.11 | -0.30 | - |
| Metric | 11396491:btcusd:triple_med_gx:lsma110_120 | 11396491:BTCUSD |
|---|---|---|
| MTD | -1.1% | 4.16% |
| 3M | -3.12% | 31.46% |
| 6M | -2.46% | 12.77% |
| YTD | -5.11% | 16.76% |
| 1Y | 1.35% | 56.84% |
| 3Y (ann.) | 4.71% | 55.31% |
| 5Y (ann.) | 5.14% | 36.89% |
| Metric | 11396491:btcusd:triple_med_gx:lsma110_120 | 11396491:BTCUSD |
|---|---|---|
| Max Drawdown | -6.56% | -67.18% |
| Longest DD Days | 520.0 | 683.0 |
| Avg. Drawdown | -1.79% | -6.61% |
| Avg. Drawdown Days | 59.0 | 33.0 |
| Recovery Factor | 2.8 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -6.56 | 116 |
| 2023-04-12 | 2024-09-13 | -5.32 | 520 |
| 2022-08-13 | 2023-02-17 | -5.07 | 188 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-04-20 | 2022-04-21 | -1.93 | 1 |
| 2022-07-18 | 2022-08-12 | -1.55 | 25 |
| 2025-01-03 | 2025-02-14 | -1.41 | 42 |
| 2022-06-24 | 2022-07-16 | -1.35 | 22 |
| 2024-11-08 | 2024-12-15 | -0.98 | 36 |
| 2022-07-16 | 2022-07-17 | -0.22 | 0 |
| Metric | 11396491:btcusd:triple_med_gx:lsma110_120 | 11396491:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -2.5% | -9.32% |
| Best Week | 5.72% | 35.75% |
| Worst Week | -2.83% | -29.64% |
| Best Month | 5.72% | 43.77% |
| Worst Month | -2.83% | -37.12% |
| Best Year | 10.71% | 155.54% |
| Worst Year | -5.11% | -56.42% |
| Avg. Up Day | 1.04% | 1.1% |
| Avg. Down Day | -0.66% | -0.84% |
| Avg. Up Week | 1.97% | 10.57% |
| Avg. Down Week | -1.18% | -3.78% |
| Avg. Up Month | 2.01% | 15.4% |
| Avg. Down Month | -1.73% | -10.91% |
| Win Days % | 39.74% | 51.28% |
| Win Month % | 52.78% | 61.9% |
| Win Week % | 45.83% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |