| Metric | 11402977:btcusd:triple_med_gx:lsma115_140 | 11402977:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -2.7% | 161.99% |
| Max Drawdown | -17.57% | -67.18% |
| Sharpe | -0.0 | 0.41 |
| Sortino | -0.01 | 0.59 |
| Payoff Ratio | 1.18 | 1.07 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.49 | 0.59 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 94.06 | 2.97 |
| Outlier Loss Ratio | 4.09 | 2.83 |
| Volatility (ann.) | 6.11% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.05 | 0.5 |
| Skew | 5.67 | 0.18 |
| Kurtosis | 215.33 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.07% | 2.38% |
| Expected Yearly % | -0.68% | 27.22% |
| Kelly Criterion | -7.15% | 5.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.23% |
| Expected Shortfall (cVaR) | -0.53% | -2.23% |
| Year | 11402977:BTCUSD | 11402977:btcusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 4.02 | -0.07 | + |
| 2023 | 155.54 | 3.52 | 0.02 | - |
| 2024 | 121.00 | -5.87 | -0.05 | - |
| 2025 | 16.76 | -4.00 | -0.24 | - |
| Metric | 11402977:btcusd:triple_med_gx:lsma115_140 | 11402977:BTCUSD |
|---|---|---|
| MTD | 1.14% | 4.16% |
| 3M | -1.53% | 31.46% |
| 6M | -4.08% | 12.77% |
| YTD | -4.0% | 16.76% |
| 1Y | -5.81% | 56.84% |
| 3Y (ann.) | -1.84% | 55.31% |
| 5Y (ann.) | -0.81% | 33.33% |
| Metric | 11402977:btcusd:triple_med_gx:lsma115_140 | 11402977:BTCUSD |
|---|---|---|
| Max Drawdown | -17.57% | -67.18% |
| Longest DD Days | 647.0 | 683.0 |
| Avg. Drawdown | -3.58% | -6.97% |
| Avg. Drawdown Days | 78.0 | 36.0 |
| Recovery Factor | -0.15 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-03 | 2025-06-11 | -17.57 | 647 |
| 2022-10-09 | 2023-03-13 | -7.84 | 155 |
| 2023-04-11 | 2023-09-03 | -7.00 | 144 |
| 2022-05-17 | 2022-06-23 | -5.81 | 37 |
| 2022-02-27 | 2022-04-25 | -3.78 | 57 |
| 2022-08-15 | 2022-09-07 | -2.79 | 23 |
| 2022-06-23 | 2022-06-23 | -1.54 | 0 |
| 2022-06-24 | 2022-06-24 | -1.03 | 0 |
| 2022-06-24 | 2022-06-24 | -0.99 | 0 |
| 2022-04-26 | 2022-04-27 | -0.66 | 1 |
| Metric | 11402977:btcusd:triple_med_gx:lsma115_140 | 11402977:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.13% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -6.45% | -29.64% |
| Best Month | 8.6% | 43.77% |
| Worst Month | -6.7% | -37.12% |
| Best Year | 4.02% | 155.54% |
| Worst Year | -5.87% | -60.27% |
| Avg. Up Day | 0.83% | 0.87% |
| Avg. Down Day | -0.71% | -0.81% |
| Avg. Up Week | 1.96% | 6.52% |
| Avg. Down Week | -2.22% | -3.31% |
| Avg. Up Month | 2.21% | 9.91% |
| Avg. Down Month | -2.27% | -9.25% |
| Win Days % | 41.98% | 51.27% |
| Win Month % | 47.22% | 60.98% |
| Win Week % | 45.45% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |