| Metric | 11402910:btcusd:triple_med_gx:lsma140_135 | 11402910:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -4.45% | 152.36% |
| Max Drawdown | -7.85% | -67.18% |
| Sharpe | -0.13 | 0.4 |
| Sortino | -0.18 | 0.58 |
| Payoff Ratio | 1.09 | 0.99 |
| Profit Factor | 0.83 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.33 | 0.54 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 492.66 | 2.4 |
| Outlier Loss Ratio | 3.74 | 2.36 |
| Volatility (ann.) | 2.4% | 26.27% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.17 | 0.48 |
| Skew | -3.35 | 0.18 |
| Kurtosis | 504.43 | 6.47 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.11% | 2.28% |
| Expected Yearly % | -1.13% | 26.04% |
| Kelly Criterion | -21.47% | 1.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.21% | -2.23% |
| Expected Shortfall (cVaR) | -0.21% | -2.23% |
| Year | 11402910:BTCUSD | 11402910:btcusd:triple_med_gx:lsma140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -2.71 | 0.04 | + |
| 2023 | 155.54 | 3.38 | 0.02 | - |
| 2024 | 121.00 | 2.83 | 0.02 | - |
| 2025 | 16.76 | -7.61 | -0.45 | - |
| Metric | 11402910:btcusd:triple_med_gx:lsma140_135 | 11402910:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.51% | 31.46% |
| 6M | -7.61% | 12.77% |
| YTD | -7.61% | 16.76% |
| 1Y | -5.72% | 56.84% |
| 3Y (ann.) | -1.12% | 55.31% |
| 5Y (ann.) | -1.36% | 32.21% |
| Metric | 11402910:btcusd:triple_med_gx:lsma140_135 | 11402910:BTCUSD |
|---|---|---|
| Max Drawdown | -7.85% | -67.18% |
| Longest DD Days | 299.0 | 683.0 |
| Avg. Drawdown | -3.06% | -7.61% |
| Avg. Drawdown Days | 147.0 | 38.0 |
| Recovery Factor | -0.57 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-29 | 2025-06-11 | -7.85 | 224 |
| 2024-03-22 | 2024-10-29 | -4.58 | 221 |
| 2022-03-20 | 2023-01-13 | -4.00 | 299 |
| 2023-06-07 | 2023-10-21 | -1.58 | 136 |
| 2024-02-10 | 2024-02-11 | -0.18 | 0 |
| 2024-03-21 | 2024-03-22 | -0.18 | 0 |
| Metric | 11402910:btcusd:triple_med_gx:lsma140_135 | 11402910:BTCUSD |
|---|---|---|
| Best Day | 3.32% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 3.14% | 35.75% |
| Worst Week | -3.96% | -29.64% |
| Best Month | 3.14% | 43.77% |
| Worst Month | -3.96% | -37.12% |
| Best Year | 3.38% | 155.54% |
| Worst Year | -7.61% | -61.73% |
| Avg. Up Day | 0.79% | 0.87% |
| Avg. Down Day | -0.73% | -0.88% |
| Avg. Up Week | 1.28% | 9.37% |
| Avg. Down Week | -1.27% | -6.15% |
| Avg. Up Month | 1.44% | 18.37% |
| Avg. Down Month | -1.53% | -6.45% |
| Win Days % | 36.62% | 51.26% |
| Win Month % | 47.37% | 60.98% |
| Win Week % | 45.45% | 50.28% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 50.0% | 75.0% |