| Metric | 11396493:btcusd:triple_med_gx:lsma105_120 | 11396493:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 19.77% | 187.39% |
| Max Drawdown | -9.49% | -67.18% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.55 | 0.62 |
| Payoff Ratio | 1.37 | 1.24 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.76 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 123.5 | 2.67 |
| Outlier Loss Ratio | 4.14 | 2.55 |
| Volatility (ann.) | 4.41% | 26.35% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.58 | 0.55 |
| Skew | 4.5 | 0.2 |
| Kurtosis | 132.5 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.55% |
| Expected Yearly % | 4.61% | 30.2% |
| Kelly Criterion | 2.56% | 11.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.24% |
| Expected Shortfall (cVaR) | -0.38% | -2.24% |
| Year | 11396493:BTCUSD | 11396493:btcusd:triple_med_gx:lsma105_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 2.66 | -0.05 | + |
| 2023 | 155.54 | 1.43 | 0.01 | - |
| 2024 | 121.00 | 18.95 | 0.16 | - |
| 2025 | 16.76 | -3.31 | -0.20 | - |
| Metric | 11396493:btcusd:triple_med_gx:lsma105_120 | 11396493:BTCUSD |
|---|---|---|
| MTD | -0.91% | 4.16% |
| 3M | -1.38% | 31.46% |
| 6M | 1.13% | 12.77% |
| YTD | -3.31% | 16.76% |
| 1Y | 8.04% | 56.84% |
| 3Y (ann.) | 4.12% | 55.31% |
| 5Y (ann.) | 5.51% | 36.89% |
| Metric | 11396493:btcusd:triple_med_gx:lsma105_120 | 11396493:BTCUSD |
|---|---|---|
| Max Drawdown | -9.49% | -67.18% |
| Longest DD Days | 512.0 | 683.0 |
| Avg. Drawdown | -2.0% | -6.61% |
| Avg. Drawdown Days | 63.0 | 33.0 |
| Recovery Factor | 2.08 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-20 | 2024-10-14 | -9.49 | 512 |
| 2022-07-17 | 2023-03-14 | -6.90 | 239 |
| 2025-02-14 | 2025-06-11 | -4.88 | 116 |
| 2025-01-04 | 2025-02-14 | -2.60 | 41 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2023-04-11 | 2023-05-20 | -1.58 | 38 |
| 2022-06-24 | 2022-07-16 | -1.35 | 22 |
| 2022-06-23 | 2022-06-24 | -1.21 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-11-08 | 2024-12-13 | -0.32 | 34 |
| Metric | 11396493:btcusd:triple_med_gx:lsma105_120 | 11396493:BTCUSD |
|---|---|---|
| Best Day | 4.28% | 9.33% |
| Worst Day | -3.74% | -9.32% |
| Best Week | 7.72% | 35.75% |
| Worst Week | -4.91% | -29.64% |
| Best Month | 5.26% | 43.77% |
| Worst Month | -4.38% | -37.12% |
| Best Year | 18.95% | 155.54% |
| Worst Year | -3.31% | -56.42% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.64% | -0.74% |
| Avg. Up Week | 2.44% | 9.56% |
| Avg. Down Week | -1.52% | -3.16% |
| Avg. Up Month | 2.04% | 13.81% |
| Avg. Down Month | -1.66% | -10.94% |
| Win Days % | 43.75% | 51.28% |
| Win Month % | 55.56% | 61.9% |
| Win Week % | 47.06% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |