| Metric | 11397268:btcusd:triple_med_gx:lsma130_120 | 11397268:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -14.5% | 182.99% |
| Max Drawdown | -25.77% | -67.18% |
| Sharpe | -0.14 | 0.43 |
| Sortino | -0.21 | 0.62 |
| Payoff Ratio | 1.24 | 1.13 |
| Profit Factor | 0.91 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.44 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 88.46 | 2.82 |
| Outlier Loss Ratio | 3.53 | 2.87 |
| Volatility (ann.) | 6.76% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.18 | 0.54 |
| Skew | 2.03 | 0.2 |
| Kurtosis | 107.53 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.38% | 2.57% |
| Expected Yearly % | -3.84% | 29.7% |
| Kelly Criterion | -10.38% | 8.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.24% |
| Expected Shortfall (cVaR) | -0.58% | -2.24% |
| Year | 11397268:BTCUSD | 11397268:btcusd:triple_med_gx:lsma130_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 8.90 | -0.16 | + |
| 2023 | 155.54 | -5.96 | -0.04 | - |
| 2024 | 121.00 | -0.55 | -0.00 | - |
| 2025 | 16.76 | -16.05 | -0.96 | - |
| Metric | 11397268:btcusd:triple_med_gx:lsma130_120 | 11397268:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.04% | 31.46% |
| 6M | -16.46% | 12.77% |
| YTD | -16.05% | 16.76% |
| 1Y | -19.54% | 56.84% |
| 3Y (ann.) | -4.08% | 55.31% |
| 5Y (ann.) | -4.56% | 36.34% |
| Metric | 11397268:btcusd:triple_med_gx:lsma130_120 | 11397268:BTCUSD |
|---|---|---|
| Max Drawdown | -25.77% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -6.03% | -6.9% |
| Avg. Drawdown Days | 102.0 | 35.0 |
| Recovery Factor | -0.56 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2025-06-11 | -25.77 | 376 |
| 2022-02-21 | 2022-11-10 | -14.90 | 262 |
| 2023-09-18 | 2024-03-20 | -9.89 | 184 |
| 2024-03-21 | 2024-05-30 | -8.12 | 70 |
| 2023-02-03 | 2023-09-18 | -6.15 | 227 |
| 2022-02-05 | 2022-02-06 | -0.51 | 0 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| 2022-02-04 | 2022-02-04 | -0.18 | 0 |
| 2022-12-20 | 2022-12-20 | -0.18 | 0 |
| 2023-01-10 | 2023-01-10 | -0.18 | 0 |
| Metric | 11397268:btcusd:triple_med_gx:lsma130_120 | 11397268:BTCUSD |
|---|---|---|
| Best Day | 5.84% | 9.33% |
| Worst Day | -5.18% | -9.32% |
| Best Week | 7.69% | 35.75% |
| Worst Week | -9.84% | -29.64% |
| Best Month | 10.29% | 43.77% |
| Worst Month | -13.22% | -37.12% |
| Best Year | 8.9% | 155.54% |
| Worst Year | -16.05% | -57.08% |
| Avg. Up Day | 1.02% | 1.06% |
| Avg. Down Day | -0.82% | -0.94% |
| Avg. Up Week | 2.47% | 6.78% |
| Avg. Down Week | -2.06% | -4.46% |
| Avg. Up Month | 2.5% | 16.98% |
| Avg. Down Month | -4.34% | -13.53% |
| Win Days % | 38.81% | 51.31% |
| Win Month % | 48.72% | 60.98% |
| Win Week % | 40.28% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |