| Metric | 11404204:btcusd:triple_med_gx:lsma150_140 | 11404204:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 24.25% | 154.97% |
| Max Drawdown | -20.16% | -67.18% |
| Sharpe | 0.28 | 0.4 |
| Sortino | 0.5 | 0.58 |
| Payoff Ratio | 1.55 | 1.41 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.77 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 95.54 | 2.85 |
| Outlier Loss Ratio | 3.36 | 2.7 |
| Volatility (ann.) | 6.42% | 26.3% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.33 | 0.48 |
| Skew | 6.47 | 0.18 |
| Kurtosis | 181.05 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.31% |
| Expected Yearly % | 5.58% | 26.36% |
| Kelly Criterion | 1.94% | 16.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.24% |
| Expected Shortfall (cVaR) | -0.55% | -2.24% |
| Year | 11404204:BTCUSD | 11404204:btcusd:triple_med_gx:lsma150_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 6.72 | -0.11 | + |
| 2023 | 155.54 | -4.12 | -0.03 | - |
| 2024 | 121.00 | 29.29 | 0.24 | - |
| 2025 | 16.76 | -6.08 | -0.36 | - |
| Metric | 11404204:btcusd:triple_med_gx:lsma150_140 | 11404204:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.24% | 31.46% |
| 6M | -6.08% | 12.77% |
| YTD | -6.08% | 16.76% |
| 1Y | 4.23% | 56.84% |
| 3Y (ann.) | 1.39% | 55.31% |
| 5Y (ann.) | 6.71% | 32.32% |
| Metric | 11404204:btcusd:triple_med_gx:lsma150_140 | 11404204:BTCUSD |
|---|---|---|
| Max Drawdown | -20.16% | -67.18% |
| Longest DD Days | 913.0 | 683.0 |
| Avg. Drawdown | -5.08% | -7.64% |
| Avg. Drawdown Days | 160.0 | 40.0 |
| Recovery Factor | 1.2 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-13 | 2024-11-11 | -20.16 | 913 |
| 2024-11-13 | 2025-06-11 | -12.34 | 209 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2022-02-24 | 2022-02-24 | -0.18 | 0 |
| 2022-03-26 | 2022-03-26 | -0.18 | 0 |
| 2022-05-12 | 2022-05-12 | -0.18 | 0 |
| 2022-03-27 | 2022-03-27 | -0.16 | 0 |
| Metric | 11404204:btcusd:triple_med_gx:lsma150_140 | 11404204:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.58% | 35.75% |
| Worst Week | -5.97% | -29.64% |
| Best Month | 18.84% | 43.77% |
| Worst Month | -5.97% | -37.12% |
| Best Year | 29.29% | 155.54% |
| Worst Year | -6.08% | -61.33% |
| Avg. Up Day | 1.29% | 1.33% |
| Avg. Down Day | -0.83% | -0.94% |
| Avg. Up Week | 3.06% | 8.47% |
| Avg. Down Week | -2.08% | -6.04% |
| Avg. Up Month | 4.68% | 14.63% |
| Avg. Down Month | -2.55% | -11.94% |
| Win Days % | 40.42% | 51.27% |
| Win Month % | 45.71% | 60.98% |
| Win Week % | 47.17% | 50.0% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |