| Metric | 11403251:btcusd:triple_med_gx:lsma115_140 | 11403251:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 16.87% | 161.99% |
| Max Drawdown | -12.64% | -67.18% |
| Sharpe | 0.24 | 0.41 |
| Sortino | 0.39 | 0.59 |
| Payoff Ratio | 1.26 | 1.19 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.67 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 107.33 | 2.84 |
| Outlier Loss Ratio | 3.97 | 2.7 |
| Volatility (ann.) | 5.6% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.38 | 0.5 |
| Skew | 4.78 | 0.18 |
| Kurtosis | 248.64 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.38% |
| Expected Yearly % | 3.97% | 27.22% |
| Kelly Criterion | 1.19% | 10.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.23% |
| Expected Shortfall (cVaR) | -0.48% | -2.23% |
| Year | 11403251:BTCUSD | 11403251:btcusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 8.88 | -0.15 | + |
| 2023 | 155.54 | 6.13 | 0.04 | - |
| 2024 | 121.00 | 6.66 | 0.06 | - |
| 2025 | 16.76 | -5.18 | -0.31 | - |
| Metric | 11403251:btcusd:triple_med_gx:lsma115_140 | 11403251:BTCUSD |
|---|---|---|
| MTD | -0.42% | 4.16% |
| 3M | -4.3% | 31.46% |
| 6M | -1.6% | 12.77% |
| YTD | -5.18% | 16.76% |
| 1Y | 2.6% | 56.84% |
| 3Y (ann.) | 4.53% | 55.31% |
| 5Y (ann.) | 4.77% | 33.33% |
| Metric | 11403251:btcusd:triple_med_gx:lsma115_140 | 11403251:BTCUSD |
|---|---|---|
| Max Drawdown | -12.64% | -67.18% |
| Longest DD Days | 465.0 | 683.0 |
| Avg. Drawdown | -2.91% | -6.97% |
| Avg. Drawdown Days | 79.0 | 36.0 |
| Recovery Factor | 1.34 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-02-17 | -12.64 | 344 |
| 2023-05-06 | 2024-08-13 | -9.26 | 465 |
| 2025-02-14 | 2025-06-11 | -6.32 | 116 |
| 2023-03-14 | 2023-05-05 | -4.43 | 52 |
| 2024-08-13 | 2024-11-08 | -2.47 | 86 |
| 2025-01-12 | 2025-02-14 | -1.39 | 32 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2025-01-04 | 2025-01-12 | -0.75 | 8 |
| 2022-03-02 | 2022-03-08 | -0.68 | 6 |
| Metric | 11403251:btcusd:triple_med_gx:lsma115_140 | 11403251:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 6.51% | 35.75% |
| Worst Week | -6.64% | -29.64% |
| Best Month | 4.45% | 43.77% |
| Worst Month | -4.42% | -37.12% |
| Best Year | 8.88% | 155.54% |
| Worst Year | -5.18% | -60.27% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 1.53% | 6.89% |
| Avg. Down Week | -2.1% | -3.95% |
| Avg. Up Month | 1.63% | 13.17% |
| Avg. Down Month | -2.03% | -10.37% |
| Win Days % | 44.91% | 51.27% |
| Win Month % | 56.25% | 60.98% |
| Win Week % | 55.1% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |