| Metric | 11398643:btcusd:triple_med_gx:lsma130_125 | 11398643:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 16.85% | 182.99% |
| Max Drawdown | -6.43% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.56 | 0.62 |
| Payoff Ratio | 1.72 | 1.25 |
| Profit Factor | 1.36 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.92 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 168.99 | 2.48 |
| Outlier Loss Ratio | 4.04 | 2.45 |
| Volatility (ann.) | 3.86% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.74 | 0.54 |
| Skew | 5.76 | 0.2 |
| Kurtosis | 209.24 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.57% |
| Expected Yearly % | 3.97% | 29.7% |
| Kelly Criterion | 3.84% | 12.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.24% |
| Expected Shortfall (cVaR) | -0.33% | -2.24% |
| Year | 11398643:BTCUSD | 11398643:btcusd:triple_med_gx:lsma130_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 0.50 | -0.01 | + |
| 2023 | 155.54 | 6.57 | 0.04 | - |
| 2024 | 121.00 | 8.08 | 0.07 | - |
| 2025 | 16.76 | 0.95 | 0.06 | - |
| Metric | 11398643:btcusd:triple_med_gx:lsma130_125 | 11398643:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.97% | 31.46% |
| 6M | 0.89% | 12.77% |
| YTD | 0.95% | 16.76% |
| 1Y | -3.93% | 56.84% |
| 3Y (ann.) | 6.55% | 55.31% |
| 5Y (ann.) | 4.75% | 36.34% |
| Metric | 11398643:btcusd:triple_med_gx:lsma130_125 | 11398643:BTCUSD |
|---|---|---|
| Max Drawdown | -6.43% | -67.18% |
| Longest DD Days | 579.0 | 683.0 |
| Avg. Drawdown | -1.75% | -6.9% |
| Avg. Drawdown Days | 86.0 | 35.0 |
| Recovery Factor | 2.62 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-06-11 | -6.43 | 338 |
| 2022-03-20 | 2023-10-20 | -5.60 | 579 |
| 2024-01-11 | 2024-03-01 | -1.63 | 50 |
| 2024-03-02 | 2024-03-03 | -1.55 | 1 |
| 2022-02-04 | 2022-02-21 | -1.28 | 16 |
| 2024-05-12 | 2024-05-13 | -1.22 | 0 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2023-10-21 | 2023-11-09 | -0.98 | 18 |
| 2024-03-18 | 2024-04-14 | -0.71 | 27 |
| 2024-05-12 | 2024-05-12 | -0.18 | 0 |
| Metric | 11398643:btcusd:triple_med_gx:lsma130_125 | 11398643:BTCUSD |
|---|---|---|
| Best Day | 4.73% | 9.33% |
| Worst Day | -3.68% | -9.32% |
| Best Week | 6.41% | 35.75% |
| Worst Week | -5.28% | -29.64% |
| Best Month | 8.61% | 43.77% |
| Worst Month | -5.28% | -37.12% |
| Best Year | 8.08% | 155.54% |
| Worst Year | 0.5% | -57.08% |
| Avg. Up Day | 1.12% | 1.17% |
| Avg. Down Day | -0.65% | -0.94% |
| Avg. Up Week | 2.65% | 10.42% |
| Avg. Down Week | -1.54% | -6.13% |
| Avg. Up Month | 2.48% | 11.22% |
| Avg. Down Month | -1.32% | -8.22% |
| Win Days % | 39.16% | 51.31% |
| Win Month % | 45.45% | 60.98% |
| Win Week % | 42.86% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |