| Metric | 11401493:btcusd:triple_med_gx:lsma110_135 | 11401493:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 9.11% | 195.83% |
| Max Drawdown | -14.62% | -67.18% |
| Sharpe | 0.15 | 0.44 |
| Sortino | 0.26 | 0.64 |
| Payoff Ratio | 1.23 | 1.13 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.6 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 115.16 | 2.81 |
| Outlier Loss Ratio | 4.13 | 2.74 |
| Volatility (ann.) | 5.0% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.18 | 0.57 |
| Skew | 6.05 | 0.2 |
| Kurtosis | 192.36 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.68% |
| Expected Yearly % | 2.2% | 31.15% |
| Kelly Criterion | -1.61% | 8.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.24% |
| Expected Shortfall (cVaR) | -0.43% | -2.24% |
| Year | 11401493:BTCUSD | 11401493:btcusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 13.74 | -0.25 | + |
| 2023 | 155.54 | -0.56 | -0.00 | - |
| 2024 | 121.00 | -0.50 | -0.00 | - |
| 2025 | 16.76 | -3.05 | -0.18 | - |
| Metric | 11401493:btcusd:triple_med_gx:lsma110_135 | 11401493:BTCUSD |
|---|---|---|
| MTD | 0.5% | 4.16% |
| 3M | -6.27% | 31.46% |
| 6M | -2.37% | 12.77% |
| YTD | -3.05% | 16.76% |
| 1Y | -0.07% | 56.84% |
| 3Y (ann.) | 0.72% | 55.31% |
| 5Y (ann.) | 2.63% | 38.19% |
| Metric | 11401493:btcusd:triple_med_gx:lsma110_135 | 11401493:BTCUSD |
|---|---|---|
| Max Drawdown | -14.62% | -67.18% |
| Longest DD Days | 819.0 | 683.0 |
| Avg. Drawdown | -3.05% | -6.97% |
| Avg. Drawdown Days | 86.0 | 36.0 |
| Recovery Factor | 0.62 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-14 | 2025-06-11 | -14.62 | 819 |
| 2022-04-21 | 2022-06-24 | -8.64 | 64 |
| 2022-10-25 | 2023-01-04 | -5.73 | 70 |
| 2022-08-13 | 2022-10-25 | -3.97 | 73 |
| 2022-06-25 | 2022-08-12 | -1.93 | 48 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-03-09 | 2022-04-20 | -1.27 | 41 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-03-01 | 2022-03-01 | -0.18 | 0 |
| 2022-03-08 | 2022-03-08 | -0.18 | 0 |
| Metric | 11401493:btcusd:triple_med_gx:lsma110_135 | 11401493:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 7.23% | 35.75% |
| Worst Week | -7.0% | -29.64% |
| Best Month | 8.81% | 43.77% |
| Worst Month | -3.97% | -37.12% |
| Best Year | 13.74% | 155.54% |
| Worst Year | -3.05% | -55.14% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.67% | -0.76% |
| Avg. Up Week | 1.52% | 8.57% |
| Avg. Down Week | -1.21% | -3.81% |
| Avg. Up Month | 1.92% | 14.08% |
| Avg. Down Month | -1.43% | -11.41% |
| Win Days % | 44.01% | 51.32% |
| Win Month % | 52.94% | 60.98% |
| Win Week % | 48.08% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |