| Metric | 11400964:btcusd:triple_med_gx:lsma140_130 | 11400964:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -3.43% | 145.41% |
| Max Drawdown | -12.81% | -67.18% |
| Sharpe | -0.04 | 0.39 |
| Sortino | -0.06 | 0.56 |
| Payoff Ratio | 1.57 | 1.4 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.51 | 0.76 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 156.39 | 2.47 |
| Outlier Loss Ratio | 3.95 | 2.52 |
| Volatility (ann.) | 4.35% | 26.27% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.08 | 0.46 |
| Skew | 1.08 | 0.18 |
| Kurtosis | 147.54 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.09% | 2.21% |
| Expected Yearly % | -0.87% | 25.16% |
| Kelly Criterion | -8.28% | 16.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.23% |
| Expected Shortfall (cVaR) | -0.38% | -2.23% |
| Year | 11400964:BTCUSD | 11400964:btcusd:triple_med_gx:lsma140_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 5.72 | -0.09 | + |
| 2023 | 155.54 | 2.56 | 0.02 | - |
| 2024 | 121.00 | -5.64 | -0.05 | - |
| 2025 | 16.76 | -5.61 | -0.33 | - |
| Metric | 11400964:btcusd:triple_med_gx:lsma140_130 | 11400964:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -9.92% | 31.46% |
| 6M | -5.61% | 12.77% |
| YTD | -5.61% | 16.76% |
| 1Y | -6.78% | 56.84% |
| 3Y (ann.) | -1.8% | 55.31% |
| 5Y (ann.) | -1.04% | 30.9% |
| Metric | 11400964:btcusd:triple_med_gx:lsma140_130 | 11400964:BTCUSD |
|---|---|---|
| Max Drawdown | -12.81% | -67.18% |
| Longest DD Days | 783.0 | 683.0 |
| Avg. Drawdown | -4.05% | -7.76% |
| Avg. Drawdown Days | 139.0 | 41.0 |
| Recovery Factor | -0.27 | 2.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-06-11 | -12.81 | 97 |
| 2023-01-12 | 2025-03-06 | -7.73 | 783 |
| 2022-04-01 | 2022-07-07 | -4.37 | 97 |
| 2022-09-15 | 2023-01-12 | -3.54 | 119 |
| 2022-08-11 | 2022-08-12 | -2.91 | 1 |
| 2022-03-16 | 2022-04-01 | -0.71 | 15 |
| 2022-09-14 | 2022-09-14 | -0.18 | 0 |
| 2022-03-15 | 2022-03-16 | -0.18 | 0 |
| Metric | 11400964:btcusd:triple_med_gx:lsma140_130 | 11400964:BTCUSD |
|---|---|---|
| Best Day | 3.51% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 5.09% | 35.75% |
| Worst Week | -9.04% | -29.64% |
| Best Month | 5.09% | 43.77% |
| Worst Month | -9.12% | -37.12% |
| Best Year | 5.72% | 155.54% |
| Worst Year | -5.64% | -62.78% |
| Avg. Up Day | 1.05% | 1.09% |
| Avg. Down Day | -0.67% | -0.78% |
| Avg. Up Week | 2.02% | 7.46% |
| Avg. Down Week | -1.79% | -5.31% |
| Avg. Up Month | 2.23% | 14.53% |
| Avg. Down Month | -1.74% | -10.5% |
| Win Days % | 33.87% | 51.25% |
| Win Month % | 41.38% | 58.54% |
| Win Week % | 40.0% | 50.0% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |