| Metric | 11399774:btcusd:triple_med_gx:lsma115_130 | 11399774:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 4.03% | 182.99% |
| Max Drawdown | -13.66% | -67.18% |
| Sharpe | 0.1 | 0.43 |
| Sortino | 0.16 | 0.62 |
| Payoff Ratio | 1.22 | 1.15 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.55 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 179.65 | 2.5 |
| Outlier Loss Ratio | 4.35 | 2.49 |
| Volatility (ann.) | 3.63% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.09 | 0.54 |
| Skew | 3.81 | 0.2 |
| Kurtosis | 199.69 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.57% |
| Expected Yearly % | 0.99% | 29.7% |
| Kelly Criterion | -6.8% | 8.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.24% |
| Expected Shortfall (cVaR) | -0.31% | -2.24% |
| Year | 11399774:BTCUSD | 11399774:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 12.58 | -0.22 | + |
| 2023 | 155.54 | -2.16 | -0.01 | - |
| 2024 | 121.00 | -2.75 | -0.02 | - |
| 2025 | 16.76 | -2.88 | -0.17 | - |
| Metric | 11399774:btcusd:triple_med_gx:lsma115_130 | 11399774:BTCUSD |
|---|---|---|
| MTD | -1.1% | 4.16% |
| 3M | -3.92% | 31.46% |
| 6M | -1.23% | 12.77% |
| YTD | -2.88% | 16.76% |
| 1Y | -0.62% | 56.84% |
| 3Y (ann.) | 0.33% | 55.31% |
| 5Y (ann.) | 1.19% | 36.34% |
| Metric | 11399774:btcusd:triple_med_gx:lsma115_130 | 11399774:BTCUSD |
|---|---|---|
| Max Drawdown | -13.66% | -67.18% |
| Longest DD Days | 819.0 | 683.0 |
| Avg. Drawdown | -2.6% | -6.9% |
| Avg. Drawdown Days | 107.0 | 35.0 |
| Recovery Factor | 0.3 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-14 | 2025-06-11 | -13.66 | 819 |
| 2022-10-25 | 2023-02-17 | -5.20 | 114 |
| 2022-04-21 | 2022-06-24 | -3.43 | 63 |
| 2022-08-13 | 2022-10-25 | -1.83 | 73 |
| 2022-06-24 | 2022-06-24 | -0.99 | 0 |
| 2022-04-20 | 2022-04-21 | -0.21 | 0 |
| 2022-03-01 | 2022-03-01 | -0.18 | 0 |
| 2022-08-04 | 2022-08-05 | -0.18 | 0 |
| 2022-08-12 | 2022-08-12 | -0.18 | 0 |
| 2023-03-14 | 2023-03-14 | -0.18 | 0 |
| Metric | 11399774:btcusd:triple_med_gx:lsma115_130 | 11399774:BTCUSD |
|---|---|---|
| Best Day | 4.24% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 3.77% | 35.75% |
| Worst Week | -6.64% | -29.64% |
| Best Month | 3.77% | 43.77% |
| Worst Month | -4.36% | -37.12% |
| Best Year | 12.58% | 155.54% |
| Worst Year | -2.88% | -57.08% |
| Avg. Up Day | 0.77% | 0.82% |
| Avg. Down Day | -0.63% | -0.72% |
| Avg. Up Week | 1.19% | 6.51% |
| Avg. Down Week | -0.99% | -3.81% |
| Avg. Up Month | 1.4% | 14.95% |
| Avg. Down Month | -1.73% | -12.37% |
| Win Days % | 41.4% | 51.31% |
| Win Month % | 53.12% | 60.98% |
| Win Week % | 48.94% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 25.0% | 75.0% |