| Metric | 11398587:btcusd:triple_med_gx:lsma130_125 | 11398587:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -2.22% | 182.99% |
| Max Drawdown | -13.32% | -67.18% |
| Sharpe | -0.03 | 0.43 |
| Sortino | -0.04 | 0.62 |
| Payoff Ratio | 1.32 | 1.1 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.49 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 237.09 | 2.39 |
| Outlier Loss Ratio | 3.71 | 2.45 |
| Volatility (ann.) | 3.67% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.05 | 0.54 |
| Skew | 10.45 | 0.2 |
| Kurtosis | 534.57 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.05% | 2.57% |
| Expected Yearly % | -0.56% | 29.7% |
| Kelly Criterion | -9.05% | 6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.24% |
| Expected Shortfall (cVaR) | -0.32% | -2.24% |
| Year | 11398587:BTCUSD | 11398587:btcusd:triple_med_gx:lsma130_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 7.53 | -0.13 | + |
| 2023 | 155.54 | -3.92 | -0.03 | - |
| 2024 | 121.00 | 2.43 | 0.02 | - |
| 2025 | 16.76 | -7.59 | -0.45 | - |
| Metric | 11398587:btcusd:triple_med_gx:lsma130_125 | 11398587:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.59% | 31.46% |
| 6M | -7.59% | 12.77% |
| YTD | -7.59% | 16.76% |
| 1Y | -12.6% | 56.84% |
| 3Y (ann.) | -2.44% | 55.31% |
| 5Y (ann.) | -0.67% | 36.34% |
| Metric | 11398587:btcusd:triple_med_gx:lsma130_125 | 11398587:BTCUSD |
|---|---|---|
| Max Drawdown | -13.32% | -67.18% |
| Longest DD Days | 830.0 | 683.0 |
| Avg. Drawdown | -6.75% | -6.9% |
| Avg. Drawdown Days | 390.0 | 35.0 |
| Recovery Factor | -0.17 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-06-11 | -13.32 | 339 |
| 2022-02-05 | 2024-05-15 | -6.74 | 830 |
| 2022-02-04 | 2022-02-04 | -0.18 | 0 |
| Metric | 11398587:btcusd:triple_med_gx:lsma130_125 | 11398587:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 9.8% | 35.75% |
| Worst Week | -7.47% | -29.64% |
| Best Month | 9.11% | 43.77% |
| Worst Month | -7.47% | -37.12% |
| Best Year | 7.53% | 155.54% |
| Worst Year | -7.59% | -57.08% |
| Avg. Up Day | 0.92% | 0.98% |
| Avg. Down Day | -0.69% | -0.89% |
| Avg. Up Week | 2.23% | 7.54% |
| Avg. Down Week | -1.63% | -4.04% |
| Avg. Up Month | 2.85% | 12.77% |
| Avg. Down Month | -1.3% | -8.36% |
| Win Days % | 37.9% | 51.31% |
| Win Month % | 42.31% | 60.98% |
| Win Week % | 42.11% | 50.84% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 50.0% | 75.0% |