| Metric | 11396938:btcusd:triple_med_gx:lsma135_120 | 11396938:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 15.15% | 195.83% |
| Max Drawdown | -19.65% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.3 | 0.64 |
| Payoff Ratio | 1.34 | 1.27 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.65 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 91.75 | 2.82 |
| Outlier Loss Ratio | 3.49 | 2.72 |
| Volatility (ann.) | 6.47% | 26.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.22 | 0.57 |
| Skew | 2.4 | 0.2 |
| Kurtosis | 153.16 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.68% |
| Expected Yearly % | 3.59% | 31.15% |
| Kelly Criterion | -0.7% | 12.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.24% |
| Expected Shortfall (cVaR) | -0.55% | -2.24% |
| Year | 11396938:BTCUSD | 11396938:btcusd:triple_med_gx:lsma135_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 3.24 | -0.06 | + |
| 2023 | 155.54 | 7.36 | 0.05 | - |
| 2024 | 121.00 | 4.54 | 0.04 | - |
| 2025 | 16.76 | -0.62 | -0.04 | - |
| Metric | 11396938:btcusd:triple_med_gx:lsma135_120 | 11396938:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.62% | 31.46% |
| 6M | -0.62% | 12.77% |
| YTD | -0.62% | 16.76% |
| 1Y | -6.28% | 56.84% |
| 3Y (ann.) | 5.81% | 55.31% |
| 5Y (ann.) | 4.3% | 38.19% |
| Metric | 11396938:btcusd:triple_med_gx:lsma135_120 | 11396938:BTCUSD |
|---|---|---|
| Max Drawdown | -19.65% | -67.18% |
| Longest DD Days | 702.0 | 683.0 |
| Avg. Drawdown | -6.69% | -6.97% |
| Avg. Drawdown Days | 172.0 | 36.0 |
| Recovery Factor | 0.77 | 2.92 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2024-01-08 | -19.65 | 702 |
| 2024-08-02 | 2025-06-11 | -15.64 | 313 |
| 2024-03-18 | 2024-08-01 | -6.84 | 136 |
| 2024-01-09 | 2024-02-27 | -3.13 | 49 |
| 2024-03-02 | 2024-03-03 | -1.02 | 1 |
| 2024-03-17 | 2024-03-18 | -0.38 | 0 |
| 2024-03-01 | 2024-03-01 | -0.18 | 0 |
| Metric | 11396938:btcusd:triple_med_gx:lsma135_120 | 11396938:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.08% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -8.18% | -29.64% |
| Best Month | 11.74% | 43.77% |
| Worst Month | -8.18% | -37.12% |
| Best Year | 7.36% | 155.54% |
| Worst Year | -0.62% | -55.14% |
| Avg. Up Day | 1.07% | 1.1% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 4.38% | 8.26% |
| Avg. Down Week | -2.65% | -7.74% |
| Avg. Up Month | 3.91% | 18.1% |
| Avg. Down Month | -2.95% | -13.96% |
| Win Days % | 42.31% | 51.32% |
| Win Month % | 51.52% | 60.98% |
| Win Week % | 46.0% | 50.84% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 75.0% | 75.0% |