| Metric | 11399661:btcusd:triple_med_gx:lsma110_130 | 11399661:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 1.46% | 182.99% |
| Max Drawdown | -10.6% | -67.18% |
| Sharpe | 0.05 | 0.43 |
| Sortino | 0.08 | 0.62 |
| Payoff Ratio | 1.29 | 1.11 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.52 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 149.75 | 2.59 |
| Outlier Loss Ratio | 4.44 | 2.62 |
| Volatility (ann.) | 3.9% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.04 | 0.54 |
| Skew | 4.88 | 0.2 |
| Kurtosis | 128.93 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.04% | 2.57% |
| Expected Yearly % | 0.36% | 29.7% |
| Kelly Criterion | -7.99% | 7.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.24% |
| Expected Shortfall (cVaR) | -0.34% | -2.24% |
| Year | 11399661:BTCUSD | 11399661:btcusd:triple_med_gx:lsma110_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 3.63 | -0.06 | + |
| 2023 | 155.54 | 2.32 | 0.01 | - |
| 2024 | 121.00 | -5.65 | -0.05 | - |
| 2025 | 16.76 | 1.41 | 0.08 | - |
| Metric | 11399661:btcusd:triple_med_gx:lsma110_130 | 11399661:BTCUSD |
|---|---|---|
| MTD | -0.17% | 4.16% |
| 3M | -1.34% | 31.46% |
| 6M | 2.7% | 12.77% |
| YTD | 1.41% | 16.76% |
| 1Y | -3.74% | 56.84% |
| 3Y (ann.) | -0.43% | 55.31% |
| 5Y (ann.) | 0.43% | 36.34% |
| Metric | 11399661:btcusd:triple_med_gx:lsma110_130 | 11399661:BTCUSD |
|---|---|---|
| Max Drawdown | -10.6% | -67.18% |
| Longest DD Days | 792.0 | 683.0 |
| Avg. Drawdown | -2.66% | -6.9% |
| Avg. Drawdown Days | 97.0 | 35.0 |
| Recovery Factor | 0.14 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-11 | 2025-06-11 | -10.60 | 792 |
| 2022-06-24 | 2022-10-25 | -6.16 | 123 |
| 2022-11-20 | 2023-03-14 | -5.72 | 114 |
| 2022-05-18 | 2022-06-23 | -3.23 | 36 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-05-17 | 2022-05-17 | -0.95 | 0 |
| 2022-02-28 | 2022-03-01 | -0.18 | 0 |
| 2022-03-07 | 2022-03-07 | -0.18 | 0 |
| 2022-04-19 | 2022-04-19 | -0.18 | 0 |
| 2022-11-19 | 2022-11-19 | -0.18 | 0 |
| Metric | 11399661:btcusd:triple_med_gx:lsma110_130 | 11399661:BTCUSD |
|---|---|---|
| Best Day | 4.06% | 9.33% |
| Worst Day | -2.77% | -9.32% |
| Best Week | 4.66% | 35.75% |
| Worst Week | -4.27% | -29.64% |
| Best Month | 4.66% | 43.77% |
| Worst Month | -4.27% | -37.12% |
| Best Year | 3.63% | 155.54% |
| Worst Year | -5.65% | -57.08% |
| Avg. Up Day | 0.83% | 0.87% |
| Avg. Down Day | -0.64% | -0.79% |
| Avg. Up Week | 1.31% | 7.68% |
| Avg. Down Week | -1.27% | -3.56% |
| Avg. Up Month | 1.47% | 10.98% |
| Avg. Down Month | -1.95% | -11.35% |
| Win Days % | 39.11% | 51.31% |
| Win Month % | 48.57% | 60.98% |
| Win Week % | 46.3% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |