| Metric | 11402689:btcusd:triple_med_gx:lsma110_135 | 11402689:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 39.19% | 153.56% |
| Max Drawdown | -17.61% | -67.18% |
| Sharpe | 0.36 | 0.4 |
| Sortino | 0.58 | 0.57 |
| Payoff Ratio | 1.21 | 1.07 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.71 | 0.58 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 64.52 | 3.16 |
| Outlier Loss Ratio | 3.44 | 3.03 |
| Volatility (ann.) | 7.71% | 26.27% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.59 | 0.48 |
| Skew | 3.28 | 0.18 |
| Kurtosis | 90.8 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.3% |
| Expected Yearly % | 8.62% | 26.19% |
| Kelly Criterion | 5.3% | 5.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.23% |
| Expected Shortfall (cVaR) | -0.66% | -2.23% |
| Year | 11402689:BTCUSD | 11402689:btcusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.55 | 15.76 | -0.26 | + |
| 2023 | 155.54 | 0.84 | 0.01 | - |
| 2024 | 121.00 | 19.05 | 0.16 | - |
| 2025 | 16.76 | 0.16 | 0.01 | - |
| Metric | 11402689:btcusd:triple_med_gx:lsma110_135 | 11402689:BTCUSD |
|---|---|---|
| MTD | 0.26% | 4.16% |
| 3M | 11.42% | 31.46% |
| 6M | -2.11% | 12.77% |
| YTD | 0.16% | 16.76% |
| 1Y | 14.6% | 56.84% |
| 3Y (ann.) | 8.26% | 55.31% |
| 5Y (ann.) | 10.41% | 32.13% |
| Metric | 11402689:btcusd:triple_med_gx:lsma110_135 | 11402689:BTCUSD |
|---|---|---|
| Max Drawdown | -17.61% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -4.59% | -7.53% |
| Avg. Drawdown Days | 59.0 | 40.0 |
| Recovery Factor | 2.23 | 2.29 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -17.61 | 188 |
| 2022-11-12 | 2023-04-10 | -12.46 | 149 |
| 2023-07-14 | 2024-08-08 | -11.89 | 391 |
| 2022-02-26 | 2022-05-13 | -8.78 | 75 |
| 2024-09-09 | 2024-11-11 | -7.41 | 63 |
| 2022-08-15 | 2022-11-11 | -5.75 | 88 |
| 2022-05-13 | 2022-06-15 | -5.11 | 33 |
| 2023-05-23 | 2023-07-13 | -4.72 | 51 |
| 2023-04-26 | 2023-05-23 | -4.29 | 26 |
| 2022-06-16 | 2022-08-15 | -4.27 | 60 |
| Metric | 11402689:btcusd:triple_med_gx:lsma110_135 | 11402689:BTCUSD |
|---|---|---|
| Best Day | 7.09% | 9.33% |
| Worst Day | -5.11% | -9.32% |
| Best Week | 10.47% | 35.75% |
| Worst Week | -6.86% | -29.64% |
| Best Month | 15.64% | 43.77% |
| Worst Month | -11.58% | -37.12% |
| Best Year | 19.05% | 155.54% |
| Worst Year | 0.16% | -61.55% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.84% | -0.97% |
| Avg. Up Week | 2.58% | 9.19% |
| Avg. Down Week | -2.38% | -3.9% |
| Avg. Up Month | 5.14% | 10.62% |
| Avg. Down Month | -3.11% | -9.38% |
| Win Days % | 48.19% | 51.28% |
| Win Month % | 51.43% | 60.98% |
| Win Week % | 56.6% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |