| Metric | 11397645:btcusd:triple_med_gx:lsma130_120 | 11397645:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 10.18% | 157.76% |
| Max Drawdown | -8.2% | -67.18% |
| Sharpe | 0.21 | 0.4 |
| Sortino | 0.34 | 0.58 |
| Payoff Ratio | 1.4 | 1.34 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.72 | 0.73 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 171.09 | 2.51 |
| Outlier Loss Ratio | 3.65 | 2.5 |
| Volatility (ann.) | 3.85% | 26.26% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.36 | 0.49 |
| Skew | 2.77 | 0.18 |
| Kurtosis | 190.95 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.34% |
| Expected Yearly % | 2.45% | 26.71% |
| Kelly Criterion | 1.7% | 14.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.23% |
| Expected Shortfall (cVaR) | -0.33% | -2.23% |
| Year | 11397645:BTCUSD | 11397645:btcusd:triple_med_gx:lsma130_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 7.04 | -0.12 | + |
| 2023 | 155.54 | 2.21 | 0.01 | - |
| 2024 | 121.00 | -2.50 | -0.02 | - |
| 2025 | 16.76 | 3.30 | 0.20 | - |
| Metric | 11397645:btcusd:triple_med_gx:lsma130_120 | 11397645:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.0% | 31.46% |
| 6M | 3.3% | 12.77% |
| YTD | 3.3% | 16.76% |
| 1Y | 2.26% | 56.84% |
| 3Y (ann.) | 4.3% | 55.31% |
| 5Y (ann.) | 2.96% | 32.93% |
| Metric | 11397645:btcusd:triple_med_gx:lsma130_120 | 11397645:BTCUSD |
|---|---|---|
| Max Drawdown | -8.2% | -67.18% |
| Longest DD Days | 422.0 | 683.0 |
| Avg. Drawdown | -2.32% | -6.83% |
| Avg. Drawdown Days | 72.0 | 36.0 |
| Recovery Factor | 1.24 | 2.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-15 | 2025-06-11 | -8.20 | 422 |
| 2022-03-18 | 2022-07-08 | -6.25 | 112 |
| 2023-06-04 | 2024-02-09 | -4.85 | 249 |
| 2022-09-14 | 2022-10-14 | -4.77 | 29 |
| 2022-10-14 | 2023-01-12 | -3.51 | 90 |
| 2024-02-09 | 2024-04-14 | -2.17 | 65 |
| 2022-07-08 | 2022-08-10 | -1.20 | 33 |
| 2024-04-15 | 2024-04-15 | -0.40 | 0 |
| 2023-03-04 | 2023-03-05 | -0.27 | 1 |
| 2022-03-17 | 2022-03-17 | -0.18 | 0 |
| Metric | 11397645:btcusd:triple_med_gx:lsma130_120 | 11397645:BTCUSD |
|---|---|---|
| Best Day | 3.43% | 9.33% |
| Worst Day | -4.55% | -9.32% |
| Best Week | 6.88% | 35.75% |
| Worst Week | -4.51% | -29.64% |
| Best Month | 6.88% | 43.77% |
| Worst Month | -2.96% | -37.12% |
| Best Year | 7.04% | 155.54% |
| Worst Year | -2.5% | -60.91% |
| Avg. Up Day | 0.97% | 1.0% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 2.9% | 6.9% |
| Avg. Down Week | -1.53% | -6.44% |
| Avg. Up Month | 2.8% | 20.01% |
| Avg. Down Month | -1.71% | -11.89% |
| Win Days % | 42.67% | 51.25% |
| Win Month % | 41.67% | 60.98% |
| Win Week % | 38.71% | 50.28% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |