| Metric | 11399605:btcusd:triple_med_gx:lsma110_130 | 11399605:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 8.55% | 182.99% |
| Max Drawdown | -6.51% | -67.18% |
| Sharpe | 0.19 | 0.43 |
| Sortino | 0.32 | 0.62 |
| Payoff Ratio | 1.36 | 1.11 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 155.93 | 2.59 |
| Outlier Loss Ratio | 4.82 | 2.54 |
| Volatility (ann.) | 3.48% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.38 | 0.54 |
| Skew | 4.14 | 0.2 |
| Kurtosis | 106.26 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.57% |
| Expected Yearly % | 2.07% | 29.7% |
| Kelly Criterion | -3.05% | 7.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.24% |
| Expected Shortfall (cVaR) | -0.3% | -2.24% |
| Year | 11399605:BTCUSD | 11399605:btcusd:triple_med_gx:lsma110_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 9.51 | -0.17 | + |
| 2023 | 155.54 | -2.85 | -0.02 | - |
| 2024 | 121.00 | 0.23 | 0.00 | - |
| 2025 | 16.76 | 1.80 | 0.11 | - |
| Metric | 11399605:btcusd:triple_med_gx:lsma110_130 | 11399605:BTCUSD |
|---|---|---|
| MTD | -1.21% | 4.16% |
| 3M | -1.59% | 31.46% |
| 6M | 1.1% | 12.77% |
| YTD | 1.8% | 16.76% |
| 1Y | 3.38% | 56.84% |
| 3Y (ann.) | 1.56% | 55.31% |
| 5Y (ann.) | 2.47% | 36.34% |
| Metric | 11399605:btcusd:triple_med_gx:lsma110_130 | 11399605:BTCUSD |
|---|---|---|
| Max Drawdown | -6.51% | -67.18% |
| Longest DD Days | 776.0 | 683.0 |
| Avg. Drawdown | -2.5% | -6.9% |
| Avg. Drawdown Days | 110.0 | 35.0 |
| Recovery Factor | 1.31 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-24 | 2024-12-08 | -6.51 | 776 |
| 2024-12-09 | 2025-06-11 | -5.03 | 184 |
| 2022-08-11 | 2022-08-12 | -2.91 | 1 |
| 2022-09-02 | 2022-09-28 | -2.67 | 26 |
| 2022-03-06 | 2022-04-25 | -2.22 | 50 |
| 2022-08-13 | 2022-09-01 | -1.89 | 19 |
| 2022-05-17 | 2022-06-23 | -1.58 | 36 |
| 2022-06-23 | 2022-06-23 | -1.54 | 0 |
| 2022-02-28 | 2022-03-06 | -0.47 | 5 |
| 2022-05-16 | 2022-05-17 | -0.18 | 0 |
| Metric | 11399605:btcusd:triple_med_gx:lsma110_130 | 11399605:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.24% | -9.32% |
| Best Week | 5.29% | 35.75% |
| Worst Week | -2.64% | -29.64% |
| Best Month | 5.29% | 43.77% |
| Worst Month | -3.3% | -37.12% |
| Best Year | 9.51% | 155.54% |
| Worst Year | -2.85% | -57.08% |
| Avg. Up Day | 0.77% | 0.82% |
| Avg. Down Day | -0.57% | -0.74% |
| Avg. Up Week | 1.3% | 8.48% |
| Avg. Down Week | -0.61% | -3.56% |
| Avg. Up Month | 1.09% | 10.88% |
| Avg. Down Month | -0.89% | -11.27% |
| Win Days % | 40.62% | 51.31% |
| Win Month % | 42.86% | 60.98% |
| Win Week % | 40.0% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |