| Metric | 11403083:btcusd:triple_med_gx:lsma105_140 | 11403083:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 3.97% | 161.99% |
| Max Drawdown | -17.02% | -67.18% |
| Sharpe | 0.08 | 0.41 |
| Sortino | 0.11 | 0.59 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.51 | 0.58 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 84.16 | 3.03 |
| Outlier Loss Ratio | 3.84 | 2.85 |
| Volatility (ann.) | 6.47% | 26.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.07 | 0.5 |
| Skew | -0.91 | 0.18 |
| Kurtosis | 148.81 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.09% | 2.38% |
| Expected Yearly % | 0.98% | 27.22% |
| Kelly Criterion | -4.81% | 5.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.23% |
| Expected Shortfall (cVaR) | -0.56% | -2.23% |
| Year | 11403083:BTCUSD | 11403083:btcusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 1.65 | -0.03 | + |
| 2023 | 155.54 | 9.26 | 0.06 | - |
| 2024 | 121.00 | -6.86 | -0.06 | - |
| 2025 | 16.76 | 0.51 | 0.03 | - |
| Metric | 11403083:btcusd:triple_med_gx:lsma105_140 | 11403083:BTCUSD |
|---|---|---|
| MTD | -1.03% | 4.16% |
| 3M | 1.01% | 31.46% |
| 6M | 1.34% | 12.77% |
| YTD | 0.51% | 16.76% |
| 1Y | -0.04% | 56.84% |
| 3Y (ann.) | 1.98% | 55.31% |
| 5Y (ann.) | 1.17% | 33.33% |
| Metric | 11403083:btcusd:triple_med_gx:lsma105_140 | 11403083:BTCUSD |
|---|---|---|
| Max Drawdown | -17.02% | -67.18% |
| Longest DD Days | 646.0 | 683.0 |
| Avg. Drawdown | -2.62% | -6.97% |
| Avg. Drawdown Days | 75.0 | 36.0 |
| Recovery Factor | 0.23 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-04 | 2025-06-11 | -17.02 | 646 |
| 2022-03-06 | 2023-03-14 | -11.72 | 373 |
| 2023-07-31 | 2023-08-29 | -3.03 | 29 |
| 2023-04-27 | 2023-05-05 | -1.66 | 7 |
| 2023-05-20 | 2023-05-23 | -1.51 | 2 |
| 2023-04-11 | 2023-04-18 | -1.42 | 6 |
| 2023-05-06 | 2023-05-20 | -0.95 | 14 |
| 2023-05-26 | 2023-05-26 | -0.46 | 0 |
| 2023-07-30 | 2023-07-31 | -0.39 | 0 |
| 2023-06-18 | 2023-07-30 | -0.27 | 42 |
| Metric | 11403083:btcusd:triple_med_gx:lsma105_140 | 11403083:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 6.79% | 35.75% |
| Worst Week | -9.69% | -29.64% |
| Best Month | 4.81% | 43.77% |
| Worst Month | -8.93% | -37.12% |
| Best Year | 9.26% | 155.54% |
| Worst Year | -6.86% | -60.27% |
| Avg. Up Day | 0.8% | 0.83% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 1.72% | 7.58% |
| Avg. Down Week | -2.04% | -3.75% |
| Avg. Up Month | 2.07% | 8.87% |
| Avg. Down Month | -2.09% | -9.41% |
| Win Days % | 45.95% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 48.28% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |