| Metric | 11401942:btcusd:triple_med_gx:lsma130_135 | 11401942:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -16.78% | 195.83% |
| Max Drawdown | -17.78% | -67.18% |
| Sharpe | -0.52 | 0.44 |
| Sortino | -0.67 | 0.64 |
| Payoff Ratio | 1.14 | 0.99 |
| Profit Factor | 0.51 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.15 | 0.54 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 552.47 | 2.39 |
| Outlier Loss Ratio | 3.82 | 2.45 |
| Volatility (ann.) | 2.55% | 26.35% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.3 | 0.57 |
| Skew | -3.69 | 0.2 |
| Kurtosis | 417.48 | 6.45 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.45% | 2.68% |
| Expected Yearly % | -4.49% | 31.15% |
| Kelly Criterion | -38.46% | 2.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.22% | -2.24% |
| Expected Shortfall (cVaR) | -0.22% | -2.24% |
| Year | 11401942:BTCUSD | 11401942:btcusd:triple_med_gx:lsma130_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -2.63 | 0.05 | + |
| 2023 | 155.54 | -0.88 | -0.01 | - |
| 2024 | 121.00 | -9.86 | -0.08 | - |
| 2025 | 16.76 | -4.34 | -0.26 | - |
| Metric | 11401942:btcusd:triple_med_gx:lsma130_135 | 11401942:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.36% | 31.46% |
| 6M | -5.0% | 12.77% |
| YTD | -4.34% | 16.76% |
| 1Y | -17.24% | 56.84% |
| 3Y (ann.) | -5.6% | 55.31% |
| 5Y (ann.) | -5.33% | 38.19% |
| Metric | 11401942:btcusd:triple_med_gx:lsma130_135 | 11401942:BTCUSD |
|---|---|---|
| Max Drawdown | -17.78% | -67.18% |
| Longest DD Days | 446.0 | 683.0 |
| Avg. Drawdown | -6.66% | -6.97% |
| Avg. Drawdown Days | 290.0 | 36.0 |
| Recovery Factor | -0.94 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-06-11 | -17.78 | 341 |
| 2023-04-15 | 2024-07-04 | -4.79 | 446 |
| 2022-03-07 | 2023-03-17 | -3.89 | 374 |
| 2022-03-07 | 2022-03-07 | -0.18 | 0 |
| Metric | 11401942:btcusd:triple_med_gx:lsma130_135 | 11401942:BTCUSD |
|---|---|---|
| Best Day | 3.67% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 4.05% | 35.75% |
| Worst Week | -5.42% | -29.64% |
| Best Month | 4.05% | 43.77% |
| Worst Month | -10.24% | -37.12% |
| Best Year | -0.88% | 155.54% |
| Worst Year | -9.86% | -55.14% |
| Avg. Up Day | 0.81% | 0.86% |
| Avg. Down Day | -0.71% | -0.87% |
| Avg. Up Week | 1.43% | 10.19% |
| Avg. Down Week | -1.23% | -4.76% |
| Avg. Up Month | 1.82% | 7.94% |
| Avg. Down Month | -1.23% | -13.8% |
| Win Days % | 26.14% | 51.32% |
| Win Month % | 24.0% | 60.98% |
| Win Week % | 25.0% | 50.84% |
| Win Quarter % | 21.43% | 57.14% |
| Win Year % | 0.0% | 75.0% |