| Metric | 11402224:btcusd:triple_med_gx:lsma140_135 | 11402224:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 0.0% | 161.99% |
| Max Drawdown | -9.97% | -67.18% |
| Sharpe | 0.02 | 0.41 |
| Sortino | 0.03 | 0.59 |
| Payoff Ratio | 1.22 | 0.96 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.49 | 0.52 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 237.79 | 2.39 |
| Outlier Loss Ratio | 3.54 | 2.46 |
| Volatility (ann.) | 4.05% | 26.28% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.0 | 0.5 |
| Skew | 1.09 | 0.18 |
| Kurtosis | 502.34 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.0% | 2.38% |
| Expected Yearly % | 0.0% | 27.22% |
| Kelly Criterion | -10.25% | 0.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.23% |
| Expected Shortfall (cVaR) | -0.35% | -2.23% |
| Year | 11402224:BTCUSD | 11402224:btcusd:triple_med_gx:lsma140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -2.38 | 0.04 | + |
| 2023 | 155.54 | -1.29 | -0.01 | - |
| 2024 | 121.00 | 4.78 | 0.04 | - |
| 2025 | 16.76 | -0.96 | -0.06 | - |
| Metric | 11402224:btcusd:triple_med_gx:lsma140_135 | 11402224:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.26% | 31.46% |
| 6M | -0.96% | 12.77% |
| YTD | -0.96% | 16.76% |
| 1Y | -6.56% | 56.84% |
| 3Y (ann.) | 0.36% | 55.31% |
| 5Y (ann.) | 0.0% | 33.33% |
| Metric | 11402224:btcusd:triple_med_gx:lsma140_135 | 11402224:BTCUSD |
|---|---|---|
| Max Drawdown | -9.97% | -67.18% |
| Longest DD Days | 756.0 | 683.0 |
| Avg. Drawdown | -3.27% | -6.97% |
| Avg. Drawdown Days | 161.0 | 36.0 |
| Recovery Factor | 0.0 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -9.97 | 369 |
| 2022-03-22 | 2024-04-16 | -9.33 | 756 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-05-18 | 2024-05-18 | -0.25 | 0 |
| 2022-02-22 | 2022-02-22 | -0.18 | 0 |
| 2024-05-15 | 2024-05-15 | -0.18 | 0 |
| Metric | 11402224:btcusd:triple_med_gx:lsma140_135 | 11402224:BTCUSD |
|---|---|---|
| Best Day | 5.72% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 7.17% | 35.75% |
| Worst Week | -5.93% | -29.64% |
| Best Month | 7.24% | 43.77% |
| Worst Month | -5.93% | -37.12% |
| Best Year | 4.78% | 155.54% |
| Worst Year | -2.38% | -60.27% |
| Avg. Up Day | 0.95% | 1.03% |
| Avg. Down Day | -0.78% | -1.08% |
| Avg. Up Week | 1.65% | 4.57% |
| Avg. Down Week | -1.02% | -6.45% |
| Avg. Up Month | 2.38% | 13.99% |
| Avg. Down Month | -1.98% | -11.47% |
| Win Days % | 39.47% | 51.27% |
| Win Month % | 37.5% | 60.98% |
| Win Week % | 37.84% | 50.56% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |