| Metric | 11398145:btcusd:triple_med_gx:lsma135_125 | 11398145:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 1.1% | 195.83% |
| Max Drawdown | -13.7% | -67.18% |
| Sharpe | 0.04 | 0.44 |
| Sortino | 0.06 | 0.64 |
| Payoff Ratio | 1.62 | 1.28 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.59 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 181.17 | 2.39 |
| Outlier Loss Ratio | 3.6 | 2.45 |
| Volatility (ann.) | 3.95% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.02 | 0.57 |
| Skew | 5.43 | 0.2 |
| Kurtosis | 208.18 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.03% | 2.68% |
| Expected Yearly % | 0.27% | 31.15% |
| Kelly Criterion | -5.17% | 13.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.24% |
| Expected Shortfall (cVaR) | -0.34% | -2.24% |
| Year | 11398145:BTCUSD | 11398145:btcusd:triple_med_gx:lsma135_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -1.82 | 0.03 | + |
| 2023 | 155.54 | 6.10 | 0.04 | - |
| 2024 | 121.00 | -2.81 | -0.02 | - |
| 2025 | 16.76 | -0.13 | -0.01 | - |
| Metric | 11398145:btcusd:triple_med_gx:lsma135_125 | 11398145:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.55% | 31.46% |
| 6M | -0.13% | 12.77% |
| YTD | -0.13% | 16.76% |
| 1Y | -10.99% | 56.84% |
| 3Y (ann.) | 3.03% | 55.31% |
| 5Y (ann.) | 0.33% | 38.19% |
| Metric | 11398145:btcusd:triple_med_gx:lsma135_125 | 11398145:BTCUSD |
|---|---|---|
| Max Drawdown | -13.7% | -67.18% |
| Longest DD Days | 426.0 | 683.0 |
| Avg. Drawdown | -3.58% | -6.97% |
| Avg. Drawdown Days | 116.0 | 36.0 |
| Recovery Factor | 0.08 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-29 | 2025-06-11 | -13.70 | 378 |
| 2022-02-17 | 2022-09-19 | -10.12 | 214 |
| 2022-10-14 | 2023-12-14 | -5.74 | 426 |
| 2024-02-22 | 2024-03-15 | -1.20 | 22 |
| 2024-04-14 | 2024-04-14 | -0.70 | 0 |
| 2024-05-14 | 2024-05-14 | -0.18 | 0 |
| 2024-05-28 | 2024-05-29 | -0.18 | 0 |
| 2022-10-13 | 2022-10-13 | -0.18 | 0 |
| 2024-02-22 | 2024-02-22 | -0.18 | 0 |
| Metric | 11398145:btcusd:triple_med_gx:lsma135_125 | 11398145:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -3.05% | -9.32% |
| Best Week | 7.72% | 35.75% |
| Worst Week | -4.09% | -29.64% |
| Best Month | 6.12% | 43.77% |
| Worst Month | -5.51% | -37.12% |
| Best Year | 6.1% | 155.54% |
| Worst Year | -2.81% | -55.14% |
| Avg. Up Day | 1.15% | 1.22% |
| Avg. Down Day | -0.71% | -0.95% |
| Avg. Up Week | 2.4% | 4.24% |
| Avg. Down Week | -1.64% | -5.85% |
| Avg. Up Month | 2.67% | 18.5% |
| Avg. Down Month | -1.25% | -16.92% |
| Win Days % | 35.0% | 51.32% |
| Win Month % | 46.67% | 60.98% |
| Win Week % | 42.11% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |