| Metric | 11399718:btcusd:triple_med_gx:lsma115_130 | 11399718:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -0.41% | 182.99% |
| Max Drawdown | -9.49% | -67.18% |
| Sharpe | 0.01 | 0.43 |
| Sortino | 0.01 | 0.62 |
| Payoff Ratio | 1.18 | 1.01 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.48 | 0.56 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 188.71 | 2.53 |
| Outlier Loss Ratio | 4.3 | 2.49 |
| Volatility (ann.) | 3.67% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.01 | 0.54 |
| Skew | -3.31 | 0.2 |
| Kurtosis | 355.7 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.01% | 2.57% |
| Expected Yearly % | -0.1% | 29.7% |
| Kelly Criterion | -9.88% | 3.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.24% |
| Expected Shortfall (cVaR) | -0.32% | -2.24% |
| Year | 11399718:BTCUSD | 11399718:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -0.07 | 0.00 | + |
| 2023 | 155.54 | 7.29 | 0.05 | - |
| 2024 | 121.00 | 0.88 | 0.01 | - |
| 2025 | 16.76 | -7.92 | -0.47 | - |
| Metric | 11399718:btcusd:triple_med_gx:lsma115_130 | 11399718:BTCUSD |
|---|---|---|
| MTD | -1.1% | 4.16% |
| 3M | -2.44% | 31.46% |
| 6M | -6.64% | 12.77% |
| YTD | -7.92% | 16.76% |
| 1Y | -7.82% | 56.84% |
| 3Y (ann.) | 0.0% | 55.31% |
| 5Y (ann.) | -0.12% | 36.34% |
| Metric | 11399718:btcusd:triple_med_gx:lsma115_130 | 11399718:BTCUSD |
|---|---|---|
| Max Drawdown | -9.49% | -67.18% |
| Longest DD Days | 351.0 | 683.0 |
| Avg. Drawdown | -3.02% | -6.9% |
| Avg. Drawdown Days | 109.0 | 35.0 |
| Recovery Factor | -0.04 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-12 | 2025-06-11 | -9.49 | 303 |
| 2022-05-17 | 2023-05-03 | -8.77 | 351 |
| 2023-05-05 | 2023-12-02 | -3.72 | 211 |
| 2024-01-02 | 2024-03-28 | -2.58 | 86 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-04-23 | 2024-08-12 | -1.72 | 111 |
| 2024-03-29 | 2024-04-22 | -1.43 | 24 |
| 2022-03-01 | 2022-03-08 | -0.34 | 6 |
| 2022-03-01 | 2022-03-01 | -0.18 | 0 |
| 2022-04-20 | 2022-04-20 | -0.18 | 0 |
| Metric | 11399718:btcusd:triple_med_gx:lsma115_130 | 11399718:BTCUSD |
|---|---|---|
| Best Day | 4.24% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 3.53% | 35.75% |
| Worst Week | -6.53% | -29.64% |
| Best Month | 3.53% | 43.77% |
| Worst Month | -6.41% | -37.12% |
| Best Year | 7.29% | 155.54% |
| Worst Year | -7.92% | -57.08% |
| Avg. Up Day | 0.75% | 0.8% |
| Avg. Down Day | -0.63% | -0.79% |
| Avg. Up Week | 1.14% | 8.23% |
| Avg. Down Week | -1.94% | -2.23% |
| Avg. Up Month | 1.69% | 12.98% |
| Avg. Down Month | -2.63% | -13.52% |
| Win Days % | 40.43% | 51.31% |
| Win Month % | 51.61% | 60.98% |
| Win Week % | 53.19% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |