| Metric | 11403084:btcusd:triple_med_gx:lsma110_140 | 11403084:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 1.81% | 161.99% |
| Max Drawdown | -13.7% | -67.18% |
| Sharpe | 0.05 | 0.41 |
| Sortino | 0.07 | 0.59 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 95.04 | 2.98 |
| Outlier Loss Ratio | 3.86 | 2.8 |
| Volatility (ann.) | 5.97% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.04 | 0.5 |
| Skew | 0.0 | 0.18 |
| Kurtosis | 164.0 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.04% | 2.38% |
| Expected Yearly % | 0.45% | 27.22% |
| Kelly Criterion | -6.24% | 4.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.23% |
| Expected Shortfall (cVaR) | -0.51% | -2.23% |
| Year | 11403084:BTCUSD | 11403084:btcusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 1.77 | -0.03 | + |
| 2023 | 155.54 | 5.10 | 0.03 | - |
| 2024 | 121.00 | -8.69 | -0.07 | - |
| 2025 | 16.76 | 4.24 | 0.25 | - |
| Metric | 11403084:btcusd:triple_med_gx:lsma110_140 | 11403084:BTCUSD |
|---|---|---|
| MTD | -1.03% | 4.16% |
| 3M | 0.65% | 31.46% |
| 6M | 3.63% | 12.77% |
| YTD | 4.24% | 16.76% |
| 1Y | -0.8% | 56.84% |
| 3Y (ann.) | 3.53% | 55.31% |
| 5Y (ann.) | 0.54% | 33.33% |
| Metric | 11403084:btcusd:triple_med_gx:lsma110_140 | 11403084:BTCUSD |
|---|---|---|
| Max Drawdown | -13.7% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -5.63% | -6.97% |
| Avg. Drawdown Days | 141.0 | 36.0 |
| Recovery Factor | 0.13 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-06-11 | -13.70 | 436 |
| 2022-03-06 | 2022-10-25 | -13.45 | 233 |
| 2022-11-19 | 2023-03-14 | -5.74 | 115 |
| 2023-04-18 | 2023-07-31 | -4.26 | 103 |
| 2023-09-04 | 2024-03-31 | -3.26 | 209 |
| 2023-07-31 | 2023-08-29 | -2.84 | 29 |
| 2023-04-11 | 2023-04-18 | -1.60 | 6 |
| 2022-02-28 | 2022-03-01 | -0.18 | 0 |
| Metric | 11403084:btcusd:triple_med_gx:lsma110_140 | 11403084:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 6.76% | 35.75% |
| Worst Week | -9.69% | -29.64% |
| Best Month | 5.55% | 43.77% |
| Worst Month | -8.93% | -37.12% |
| Best Year | 5.1% | 155.54% |
| Worst Year | -8.69% | -60.27% |
| Avg. Up Day | 0.81% | 0.84% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 1.42% | 7.74% |
| Avg. Down Week | -2.09% | -4.06% |
| Avg. Up Month | 1.58% | 10.09% |
| Avg. Down Month | -2.09% | -12.03% |
| Win Days % | 44.72% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 50.91% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |