| Metric | 11399660:btcusd:triple_med_gx:lsma105_130 | 11399660:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 14.27% | 182.99% |
| Max Drawdown | -7.42% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.37 | 0.62 |
| Payoff Ratio | 1.3 | 1.14 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.66 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 120.49 | 2.78 |
| Outlier Loss Ratio | 4.37 | 2.66 |
| Volatility (ann.) | 4.64% | 26.35% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.55 | 0.54 |
| Skew | 0.7 | 0.2 |
| Kurtosis | 180.64 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.57% |
| Expected Yearly % | 3.39% | 29.7% |
| Kelly Criterion | -0.93% | 8.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.24% |
| Expected Shortfall (cVaR) | -0.4% | -2.24% |
| Year | 11399660:BTCUSD | 11399660:btcusd:triple_med_gx:lsma105_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 12.26 | -0.21 | + |
| 2023 | 155.54 | 3.89 | 0.02 | - |
| 2024 | 121.00 | 1.46 | 0.01 | - |
| 2025 | 16.76 | -3.43 | -0.20 | - |
| Metric | 11399660:btcusd:triple_med_gx:lsma105_130 | 11399660:BTCUSD |
|---|---|---|
| MTD | -1.03% | 4.16% |
| 3M | -0.94% | 31.46% |
| 6M | -2.77% | 12.77% |
| YTD | -3.43% | 16.76% |
| 1Y | -3.41% | 56.84% |
| 3Y (ann.) | 1.76% | 55.31% |
| 5Y (ann.) | 4.05% | 36.34% |
| Metric | 11399660:btcusd:triple_med_gx:lsma105_130 | 11399660:BTCUSD |
|---|---|---|
| Max Drawdown | -7.42% | -67.18% |
| Longest DD Days | 333.0 | 683.0 |
| Avg. Drawdown | -2.86% | -6.9% |
| Avg. Drawdown Days | 71.0 | 35.0 |
| Recovery Factor | 1.92 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-06-11 | -7.42 | 93 |
| 2022-11-18 | 2023-03-14 | -5.87 | 115 |
| 2023-08-02 | 2024-06-30 | -5.55 | 333 |
| 2024-07-01 | 2024-12-08 | -5.49 | 160 |
| 2022-06-24 | 2022-10-25 | -4.94 | 123 |
| 2024-12-09 | 2025-03-10 | -4.35 | 91 |
| 2023-04-11 | 2023-08-01 | -3.14 | 112 |
| 2022-05-17 | 2022-06-23 | -1.96 | 37 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-06-23 | 2022-06-23 | -1.54 | 0 |
| Metric | 11399660:btcusd:triple_med_gx:lsma105_130 | 11399660:BTCUSD |
|---|---|---|
| Best Day | 4.22% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.74% | 35.75% |
| Worst Week | -5.2% | -29.64% |
| Best Month | 5.74% | 43.77% |
| Worst Month | -3.98% | -37.12% |
| Best Year | 12.26% | 155.54% |
| Worst Year | -3.43% | -57.08% |
| Avg. Up Day | 0.83% | 0.87% |
| Avg. Down Day | -0.64% | -0.76% |
| Avg. Up Week | 1.67% | 7.87% |
| Avg. Down Week | -1.46% | -3.55% |
| Avg. Up Month | 1.85% | 12.98% |
| Avg. Down Month | -2.01% | -8.45% |
| Win Days % | 43.01% | 51.31% |
| Win Month % | 54.05% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |