| Metric | 11403708:btcusd:triple_med_gx:lsma185_140 | 11403708:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 26.68% | 147.16% |
| Max Drawdown | -15.66% | -67.18% |
| Sharpe | 0.29 | 0.39 |
| Sortino | 0.45 | 0.57 |
| Payoff Ratio | 1.17 | 1.07 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 73.58 | 2.96 |
| Outlier Loss Ratio | 3.62 | 2.84 |
| Volatility (ann.) | 7.06% | 26.27% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.47 | 0.47 |
| Skew | 2.75 | 0.18 |
| Kurtosis | 135.82 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.23% |
| Expected Yearly % | 6.09% | 25.39% |
| Kelly Criterion | 5.28% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.23% |
| Expected Shortfall (cVaR) | -0.6% | -2.23% |
| Year | 11403708:BTCUSD | 11403708:btcusd:triple_med_gx:lsma185_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | -2.45 | 0.04 | + |
| 2023 | 155.54 | 8.88 | 0.06 | - |
| 2024 | 121.00 | 29.41 | 0.24 | - |
| 2025 | 16.76 | -7.83 | -0.47 | - |
| Metric | 11403708:btcusd:triple_med_gx:lsma185_140 | 11403708:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.66% | 31.46% |
| 6M | -7.83% | 12.77% |
| YTD | -7.83% | 16.76% |
| 1Y | -3.76% | 56.84% |
| 3Y (ann.) | 9.24% | 55.31% |
| 5Y (ann.) | 7.39% | 31.36% |
| Metric | 11403708:btcusd:triple_med_gx:lsma185_140 | 11403708:BTCUSD |
|---|---|---|
| Max Drawdown | -15.66% | -67.18% |
| Longest DD Days | 625.0 | 683.0 |
| Avg. Drawdown | -3.23% | -7.67% |
| Avg. Drawdown Days | 85.0 | 38.0 |
| Recovery Factor | 1.7 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-21 | 2023-11-09 | -15.66 | 625 |
| 2024-06-05 | 2024-11-06 | -9.78 | 154 |
| 2024-11-30 | 2025-06-11 | -8.98 | 193 |
| 2024-02-29 | 2024-06-04 | -3.49 | 96 |
| 2023-12-19 | 2024-02-26 | -2.62 | 69 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-09 | 2024-11-29 | -0.99 | 20 |
| 2023-11-11 | 2023-12-18 | -0.79 | 37 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| Metric | 11403708:btcusd:triple_med_gx:lsma185_140 | 11403708:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 19.59% | 35.75% |
| Worst Week | -6.27% | -29.64% |
| Best Month | 19.54% | 43.77% |
| Worst Month | -6.27% | -37.12% |
| Best Year | 29.41% | 155.54% |
| Worst Year | -7.83% | -62.52% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 4.57% | 7.12% |
| Avg. Down Week | -1.93% | -5.62% |
| Avg. Up Month | 5.96% | 17.66% |
| Avg. Down Month | -2.51% | -12.52% |
| Win Days % | 48.99% | 51.25% |
| Win Month % | 40.74% | 58.54% |
| Win Week % | 40.0% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |