| Metric | 11404203:btcusd:triple_med_gx:lsma145_140 | 11404203:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 32.48% | 161.95% |
| Max Drawdown | -9.89% | -67.18% |
| Sharpe | 0.41 | 0.41 |
| Sortino | 0.85 | 0.59 |
| Payoff Ratio | 1.99 | 1.66 |
| Profit Factor | 1.52 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.1 | 0.91 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 119.38 | 2.48 |
| Outlier Loss Ratio | 3.47 | 2.45 |
| Volatility (ann.) | 5.43% | 26.29% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.89 | 0.5 |
| Skew | 11.26 | 0.18 |
| Kurtosis | 294.18 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.38% |
| Expected Yearly % | 7.29% | 27.22% |
| Kelly Criterion | 4.61% | 21.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.23% |
| Expected Shortfall (cVaR) | -0.46% | -2.23% |
| Year | 11404203:BTCUSD | 11404203:btcusd:triple_med_gx:lsma145_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 11.43 | -0.19 | + |
| 2023 | 155.54 | -2.36 | -0.02 | - |
| 2024 | 121.00 | 23.75 | 0.20 | - |
| 2025 | 16.76 | -1.60 | -0.10 | - |
| Metric | 11404203:btcusd:triple_med_gx:lsma145_140 | 11404203:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.13% | 31.46% |
| 6M | -1.65% | 12.77% |
| YTD | -1.6% | 16.76% |
| 1Y | 8.82% | 56.84% |
| 3Y (ann.) | 4.64% | 55.31% |
| 5Y (ann.) | 8.77% | 33.36% |
| Metric | 11404203:btcusd:triple_med_gx:lsma145_140 | 11404203:BTCUSD |
|---|---|---|
| Max Drawdown | -9.89% | -67.18% |
| Longest DD Days | 706.0 | 683.0 |
| Avg. Drawdown | -3.89% | -7.17% |
| Avg. Drawdown Days | 144.0 | 37.0 |
| Recovery Factor | 3.29 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-14 | 2024-05-20 | -9.89 | 706 |
| 2024-05-21 | 2024-11-11 | -9.69 | 174 |
| 2024-11-13 | 2025-06-11 | -7.84 | 209 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2022-03-27 | 2022-05-12 | -0.52 | 46 |
| 2022-05-28 | 2022-06-14 | -0.50 | 16 |
| 2022-02-24 | 2022-02-24 | -0.18 | 0 |
| 2022-03-26 | 2022-03-26 | -0.18 | 0 |
| Metric | 11404203:btcusd:triple_med_gx:lsma145_140 | 11404203:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 11.58% | 35.75% |
| Worst Week | -3.99% | -29.64% |
| Best Month | 18.84% | 43.77% |
| Worst Month | -4.04% | -37.12% |
| Best Year | 23.75% | 155.54% |
| Worst Year | -2.36% | -60.27% |
| Avg. Up Day | 1.63% | 1.68% |
| Avg. Down Day | -0.82% | -1.01% |
| Avg. Up Week | 3.22% | 7.42% |
| Avg. Down Week | -1.58% | -7.09% |
| Avg. Up Month | 4.56% | 16.26% |
| Avg. Down Month | -1.78% | -11.49% |
| Win Days % | 36.49% | 51.28% |
| Win Month % | 46.88% | 60.98% |
| Win Week % | 47.62% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |