| Metric | 11403029:btcusd:triple_med_gx:lsma105_140 | 11403029:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 18.12% | 161.99% |
| Max Drawdown | -20.76% | -67.18% |
| Sharpe | 0.23 | 0.41 |
| Sortino | 0.37 | 0.59 |
| Payoff Ratio | 1.23 | 1.11 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 79.06 | 3.05 |
| Outlier Loss Ratio | 4.27 | 2.89 |
| Volatility (ann.) | 6.32% | 26.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.25 | 0.5 |
| Skew | 4.9 | 0.18 |
| Kurtosis | 167.31 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.38% |
| Expected Yearly % | 4.25% | 27.22% |
| Kelly Criterion | 0.22% | 7.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.23% |
| Expected Shortfall (cVaR) | -0.54% | -2.23% |
| Year | 11403029:BTCUSD | 11403029:btcusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 21.06 | -0.35 | + |
| 2023 | 155.54 | 5.92 | 0.04 | - |
| 2024 | 121.00 | -13.40 | -0.11 | - |
| 2025 | 16.76 | 6.36 | 0.38 | - |
| Metric | 11403029:btcusd:triple_med_gx:lsma105_140 | 11403029:BTCUSD |
|---|---|---|
| MTD | 0.51% | 4.16% |
| 3M | 6.8% | 31.46% |
| 6M | 5.59% | 12.77% |
| YTD | 6.36% | 16.76% |
| 1Y | 6.93% | 56.84% |
| 3Y (ann.) | -0.35% | 55.31% |
| 5Y (ann.) | 5.1% | 33.33% |
| Metric | 11403029:btcusd:triple_med_gx:lsma105_140 | 11403029:BTCUSD |
|---|---|---|
| Max Drawdown | -20.76% | -67.18% |
| Longest DD Days | 646.0 | 683.0 |
| Avg. Drawdown | -2.54% | -6.97% |
| Avg. Drawdown Days | 56.0 | 36.0 |
| Recovery Factor | 0.87 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-04 | 2025-06-11 | -20.76 | 646 |
| 2022-08-13 | 2023-05-28 | -8.47 | 287 |
| 2022-04-26 | 2022-06-23 | -6.09 | 58 |
| 2023-07-31 | 2023-08-29 | -3.03 | 29 |
| 2022-04-23 | 2022-04-25 | -2.49 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-08-11 | 2022-08-12 | -1.42 | 1 |
| 2022-06-24 | 2022-06-24 | -1.03 | 0 |
| 2022-06-24 | 2022-06-24 | -0.99 | 0 |
| 2023-07-30 | 2023-07-31 | -0.39 | 0 |
| Metric | 11403029:btcusd:triple_med_gx:lsma105_140 | 11403029:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 14.19% | 35.75% |
| Worst Week | -6.47% | -29.64% |
| Best Month | 14.32% | 43.77% |
| Worst Month | -13.37% | -37.12% |
| Best Year | 21.06% | 155.54% |
| Worst Year | -13.4% | -60.27% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.67% | -0.77% |
| Avg. Up Week | 1.44% | 6.53% |
| Avg. Down Week | -1.55% | -3.88% |
| Avg. Up Month | 2.24% | 10.64% |
| Avg. Down Month | -2.87% | -9.27% |
| Win Days % | 44.99% | 51.27% |
| Win Month % | 55.26% | 60.98% |
| Win Week % | 48.33% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |