| Metric | 11402914:btcusd:triple_med_gx:lsma160_135 | 11402914:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 4.42% | 152.36% |
| Max Drawdown | -13.22% | -67.18% |
| Sharpe | 0.09 | 0.4 |
| Sortino | 0.14 | 0.58 |
| Payoff Ratio | 1.15 | 1.01 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.57 | 0.55 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 112.4 | 2.79 |
| Outlier Loss Ratio | 3.23 | 2.74 |
| Volatility (ann.) | 5.71% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.1 | 0.48 |
| Skew | 4.28 | 0.18 |
| Kurtosis | 177.05 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.11% | 2.28% |
| Expected Yearly % | 1.09% | 26.04% |
| Kelly Criterion | -0.72% | 2.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.23% |
| Expected Shortfall (cVaR) | -0.49% | -2.23% |
| Year | 11402914:BTCUSD | 11402914:btcusd:triple_med_gx:lsma160_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -1.89 | 0.03 | + |
| 2023 | 155.54 | 6.92 | 0.04 | - |
| 2024 | 121.00 | 4.36 | 0.04 | - |
| 2025 | 16.76 | -4.63 | -0.28 | - |
| Metric | 11402914:btcusd:triple_med_gx:lsma160_135 | 11402914:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.05% | 31.46% |
| 6M | -4.63% | 12.77% |
| YTD | -4.63% | 16.76% |
| 1Y | -7.48% | 56.84% |
| 3Y (ann.) | 0.5% | 55.31% |
| 5Y (ann.) | 1.31% | 32.21% |
| Metric | 11402914:btcusd:triple_med_gx:lsma160_135 | 11402914:BTCUSD |
|---|---|---|
| Max Drawdown | -13.22% | -67.18% |
| Longest DD Days | 393.0 | 683.0 |
| Avg. Drawdown | -5.25% | -7.61% |
| Avg. Drawdown Days | 139.0 | 38.0 |
| Recovery Factor | 0.33 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-01-14 | -13.22 | 297 |
| 2024-07-17 | 2025-06-11 | -11.19 | 329 |
| 2024-03-21 | 2024-05-16 | -7.82 | 56 |
| 2023-01-14 | 2024-02-11 | -4.15 | 393 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-03-20 | 2022-03-22 | -1.71 | 1 |
| 2024-02-11 | 2024-03-20 | -1.44 | 38 |
| 2024-07-16 | 2024-07-16 | -0.18 | 0 |
| Metric | 11402914:btcusd:triple_med_gx:lsma160_135 | 11402914:BTCUSD |
|---|---|---|
| Best Day | 5.91% | 9.33% |
| Worst Day | -4.91% | -9.32% |
| Best Week | 6.56% | 35.75% |
| Worst Week | -7.32% | -29.64% |
| Best Month | 7.23% | 43.77% |
| Worst Month | -7.32% | -37.12% |
| Best Year | 6.92% | 155.54% |
| Worst Year | -4.63% | -61.73% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.8% | -0.94% |
| Avg. Up Week | 1.94% | 10.01% |
| Avg. Down Week | -1.6% | -4.64% |
| Avg. Up Month | 2.3% | 14.99% |
| Avg. Down Month | -1.72% | -8.51% |
| Win Days % | 46.09% | 51.26% |
| Win Month % | 54.17% | 60.98% |
| Win Week % | 45.45% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |