| Metric | 11398865:btcusd:triple_med_gx:lsma140_125 | 11398865:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 2.45% | 161.99% |
| Max Drawdown | -28.11% | -67.18% |
| Sharpe | 0.06 | 0.41 |
| Sortino | 0.09 | 0.59 |
| Payoff Ratio | 1.1 | 0.91 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.52 | 0.5 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 82.33 | 2.86 |
| Outlier Loss Ratio | 2.95 | 2.78 |
| Volatility (ann.) | 7.8% | 26.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.03 | 0.5 |
| Skew | -0.18 | 0.18 |
| Kurtosis | 177.76 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.06% | 2.38% |
| Expected Yearly % | 0.61% | 27.22% |
| Kelly Criterion | -4.51% | -2.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.23% |
| Expected Shortfall (cVaR) | -0.67% | -2.23% |
| Year | 11398865:BTCUSD | 11398865:btcusd:triple_med_gx:lsma140_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 9.42 | -0.16 | + |
| 2023 | 155.54 | -3.42 | -0.02 | - |
| 2024 | 121.00 | -6.03 | -0.05 | - |
| 2025 | 16.76 | 3.17 | 0.19 | - |
| Metric | 11398865:btcusd:triple_med_gx:lsma140_125 | 11398865:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.5% | 31.46% |
| 6M | 3.17% | 12.77% |
| YTD | 3.17% | 16.76% |
| 1Y | -11.59% | 56.84% |
| 3Y (ann.) | -1.37% | 55.31% |
| 5Y (ann.) | 0.73% | 33.33% |
| Metric | 11398865:btcusd:triple_med_gx:lsma140_125 | 11398865:BTCUSD |
|---|---|---|
| Max Drawdown | -28.11% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -6.5% | -6.97% |
| Avg. Drawdown Days | 134.0 | 36.0 |
| Recovery Factor | 0.09 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-06-11 | -28.11 | 391 |
| 2022-05-11 | 2024-03-20 | -15.93 | 679 |
| 2022-02-21 | 2022-03-22 | -6.53 | 29 |
| 2024-03-21 | 2024-05-15 | -3.46 | 55 |
| 2022-03-22 | 2022-05-11 | -2.26 | 49 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2022-02-05 | 2022-02-06 | -0.55 | 1 |
| 2022-02-07 | 2022-02-07 | -0.19 | 0 |
| Metric | 11398865:btcusd:triple_med_gx:lsma140_125 | 11398865:BTCUSD |
|---|---|---|
| Best Day | 7.68% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 9.67% | 35.75% |
| Worst Week | -13.22% | -29.64% |
| Best Month | 10.26% | 43.77% |
| Worst Month | -13.22% | -37.12% |
| Best Year | 9.42% | 155.54% |
| Worst Year | -6.03% | -60.27% |
| Avg. Up Day | 1.04% | 1.06% |
| Avg. Down Day | -0.95% | -1.16% |
| Avg. Up Week | 3.61% | 4.77% |
| Avg. Down Week | -2.73% | -5.97% |
| Avg. Up Month | 4.43% | 9.79% |
| Avg. Down Month | -5.02% | -14.66% |
| Win Days % | 45.31% | 51.27% |
| Win Month % | 48.57% | 60.98% |
| Win Week % | 42.0% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |