| Metric | 11399665:btcusd:triple_med_gx:lsma115_130 | 11399665:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -0.24% | 182.99% |
| Max Drawdown | -10.79% | -67.18% |
| Sharpe | 0.01 | 0.43 |
| Sortino | 0.02 | 0.62 |
| Payoff Ratio | 1.38 | 1.18 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.5 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 195.15 | 2.46 |
| Outlier Loss Ratio | 4.41 | 2.45 |
| Volatility (ann.) | 3.45% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.01 | 0.54 |
| Skew | 6.52 | 0.2 |
| Kurtosis | 192.79 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.01% | 2.57% |
| Expected Yearly % | -0.06% | 29.7% |
| Kelly Criterion | -10.57% | 10.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.24% |
| Expected Shortfall (cVaR) | -0.3% | -2.24% |
| Year | 11399665:BTCUSD | 11399665:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 5.55 | -0.10 | + |
| 2023 | 155.54 | 0.93 | 0.01 | - |
| 2024 | 121.00 | -7.37 | -0.06 | - |
| 2025 | 16.76 | 1.09 | 0.07 | - |
| Metric | 11399665:btcusd:triple_med_gx:lsma115_130 | 11399665:BTCUSD |
|---|---|---|
| MTD | -0.17% | 4.16% |
| 3M | -1.34% | 31.46% |
| 6M | 1.95% | 12.77% |
| YTD | 1.09% | 16.76% |
| 1Y | -3.2% | 56.84% |
| 3Y (ann.) | -1.14% | 55.31% |
| 5Y (ann.) | -0.07% | 36.34% |
| Metric | 11399665:btcusd:triple_med_gx:lsma115_130 | 11399665:BTCUSD |
|---|---|---|
| Max Drawdown | -10.79% | -67.18% |
| Longest DD Days | 791.0 | 683.0 |
| Avg. Drawdown | -2.7% | -6.9% |
| Avg. Drawdown Days | 121.0 | 35.0 |
| Recovery Factor | -0.02 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-11 | 2025-06-11 | -10.79 | 791 |
| 2022-08-13 | 2023-03-14 | -6.76 | 213 |
| 2022-06-24 | 2022-08-12 | -2.60 | 49 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-05-18 | 2022-06-23 | -1.72 | 36 |
| 2022-05-17 | 2022-05-17 | -0.18 | 0 |
| 2022-03-01 | 2022-03-01 | -0.18 | 0 |
| 2022-04-20 | 2022-04-20 | -0.18 | 0 |
| 2022-03-07 | 2022-03-07 | -0.18 | 0 |
| Metric | 11399665:btcusd:triple_med_gx:lsma115_130 | 11399665:BTCUSD |
|---|---|---|
| Best Day | 4.06% | 9.33% |
| Worst Day | -2.77% | -9.32% |
| Best Week | 4.66% | 35.75% |
| Worst Week | -3.6% | -29.64% |
| Best Month | 4.66% | 43.77% |
| Worst Month | -3.6% | -37.12% |
| Best Year | 5.55% | 155.54% |
| Worst Year | -7.37% | -57.08% |
| Avg. Up Day | 0.88% | 0.93% |
| Avg. Down Day | -0.64% | -0.79% |
| Avg. Up Week | 1.63% | 6.56% |
| Avg. Down Week | -1.02% | -3.56% |
| Avg. Up Month | 1.83% | 12.65% |
| Avg. Down Month | -1.46% | -9.6% |
| Win Days % | 35.88% | 51.31% |
| Win Month % | 40.62% | 60.98% |
| Win Week % | 40.0% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |