| Metric | 11398812:btcusd:triple_med_gx:lsma145_125 | 11398812:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 0.59% | 161.95% |
| Max Drawdown | -23.9% | -67.18% |
| Sharpe | 0.04 | 0.41 |
| Sortino | 0.06 | 0.59 |
| Payoff Ratio | 1.04 | 0.98 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.5 | 0.54 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 77.09 | 3.0 |
| Outlier Loss Ratio | 2.85 | 2.89 |
| Volatility (ann.) | 7.83% | 26.29% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.01 | 0.5 |
| Skew | -0.96 | 0.18 |
| Kurtosis | 144.17 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.01% | 2.38% |
| Expected Yearly % | 0.15% | 27.22% |
| Kelly Criterion | -3.83% | 1.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.23% |
| Expected Shortfall (cVaR) | -0.67% | -2.23% |
| Year | 11398812:BTCUSD | 11398812:btcusd:triple_med_gx:lsma145_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 19.42 | -0.32 | + |
| 2023 | 155.54 | -2.66 | -0.02 | - |
| 2024 | 121.00 | -12.36 | -0.10 | - |
| 2025 | 16.76 | -1.26 | -0.08 | - |
| Metric | 11398812:btcusd:triple_med_gx:lsma145_125 | 11398812:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.26% | 31.46% |
| 6M | -1.26% | 12.77% |
| YTD | -1.26% | 16.76% |
| 1Y | -18.66% | 56.84% |
| 3Y (ann.) | -3.57% | 55.31% |
| 5Y (ann.) | 0.18% | 33.36% |
| Metric | 11398812:btcusd:triple_med_gx:lsma145_125 | 11398812:BTCUSD |
|---|---|---|
| Max Drawdown | -23.9% | -67.18% |
| Longest DD Days | 598.0 | 683.0 |
| Avg. Drawdown | -4.95% | -7.17% |
| Avg. Drawdown Days | 91.0 | 37.0 |
| Recovery Factor | 0.02 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-18 | 2025-06-11 | -23.90 | 389 |
| 2022-09-27 | 2024-05-18 | -13.41 | 598 |
| 2022-04-09 | 2022-07-18 | -7.55 | 100 |
| 2022-07-30 | 2022-09-27 | -6.72 | 58 |
| 2022-02-21 | 2022-03-22 | -6.36 | 28 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-07-19 | 2022-07-30 | -0.30 | 10 |
| 2022-02-07 | 2022-02-07 | -0.19 | 0 |
| Metric | 11398812:btcusd:triple_med_gx:lsma145_125 | 11398812:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 13.61% | 35.75% |
| Worst Week | -15.11% | -29.64% |
| Best Month | 11.04% | 43.77% |
| Worst Month | -15.11% | -37.12% |
| Best Year | 19.42% | 155.54% |
| Worst Year | -12.36% | -60.27% |
| Avg. Up Day | 1.02% | 1.05% |
| Avg. Down Day | -0.99% | -1.07% |
| Avg. Up Week | 3.95% | 5.05% |
| Avg. Down Week | -2.39% | -4.96% |
| Avg. Up Month | 4.83% | 12.7% |
| Avg. Down Month | -3.58% | -12.61% |
| Win Days % | 47.18% | 51.28% |
| Win Month % | 44.44% | 60.98% |
| Win Week % | 34.69% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |