| Metric | 11401494:btcusd:triple_med_gx:lsma115_135 | 11401494:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 2.96% | 195.83% |
| Max Drawdown | -15.36% | -67.18% |
| Sharpe | 0.07 | 0.44 |
| Sortino | 0.1 | 0.64 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.52 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 128.25 | 2.65 |
| Outlier Loss Ratio | 3.82 | 2.62 |
| Volatility (ann.) | 4.96% | 26.35% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.06 | 0.57 |
| Skew | 2.25 | 0.2 |
| Kurtosis | 272.39 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.68% |
| Expected Yearly % | 0.73% | 31.15% |
| Kelly Criterion | -6.02% | 6.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.24% |
| Expected Shortfall (cVaR) | -0.43% | -2.24% |
| Year | 11401494:BTCUSD | 11401494:btcusd:triple_med_gx:lsma115_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 11.69 | -0.21 | + |
| 2023 | 155.54 | -1.59 | -0.01 | - |
| 2024 | 121.00 | -1.25 | -0.01 | - |
| 2025 | 16.76 | -5.14 | -0.31 | - |
| Metric | 11401494:btcusd:triple_med_gx:lsma115_135 | 11401494:BTCUSD |
|---|---|---|
| MTD | 0.31% | 4.16% |
| 3M | -5.76% | 31.46% |
| 6M | -4.69% | 12.77% |
| YTD | -5.14% | 16.76% |
| 1Y | -2.83% | 56.84% |
| 3Y (ann.) | 0.0% | 55.31% |
| 5Y (ann.) | 0.87% | 38.19% |
| Metric | 11401494:btcusd:triple_med_gx:lsma115_135 | 11401494:BTCUSD |
|---|---|---|
| Max Drawdown | -15.36% | -67.18% |
| Longest DD Days | 819.0 | 683.0 |
| Avg. Drawdown | -3.69% | -6.97% |
| Avg. Drawdown Days | 124.0 | 36.0 |
| Recovery Factor | 0.19 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-14 | 2025-06-11 | -15.36 | 819 |
| 2022-03-09 | 2022-10-25 | -10.91 | 229 |
| 2022-10-25 | 2023-01-04 | -5.20 | 70 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-03-01 | 2022-03-01 | -0.18 | 0 |
| 2022-03-08 | 2022-03-08 | -0.18 | 0 |
| 2023-02-17 | 2023-02-17 | -0.18 | 0 |
| 2023-03-14 | 2023-03-14 | -0.18 | 0 |
| 2023-01-04 | 2023-01-04 | -0.14 | 0 |
| Metric | 11401494:btcusd:triple_med_gx:lsma115_135 | 11401494:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 3.84% | 35.75% |
| Worst Week | -6.64% | -29.64% |
| Best Month | 3.84% | 43.77% |
| Worst Month | -3.35% | -37.12% |
| Best Year | 11.69% | 155.54% |
| Worst Year | -5.14% | -55.14% |
| Avg. Up Day | 0.82% | 0.86% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 1.3% | 6.53% |
| Avg. Down Week | -1.42% | -4.32% |
| Avg. Up Month | 1.23% | 13.27% |
| Avg. Down Month | -1.42% | -10.5% |
| Win Days % | 43.44% | 51.32% |
| Win Month % | 53.12% | 60.98% |
| Win Week % | 53.06% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |