| Metric | 11402502:btcusd:triple_med_gx:lsma145_135 | 11402502:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 16.26% | 161.95% |
| Max Drawdown | -23.52% | -67.18% |
| Sharpe | 0.19 | 0.41 |
| Sortino | 0.32 | 0.59 |
| Payoff Ratio | 1.37 | 1.14 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 84.11 | 2.87 |
| Outlier Loss Ratio | 3.45 | 2.79 |
| Volatility (ann.) | 7.04% | 26.29% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.2 | 0.5 |
| Skew | 4.23 | 0.18 |
| Kurtosis | 166.05 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.38% |
| Expected Yearly % | 3.84% | 27.22% |
| Kelly Criterion | -2.49% | 8.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.23% |
| Expected Shortfall (cVaR) | -0.6% | -2.23% |
| Year | 11402502:BTCUSD | 11402502:btcusd:triple_med_gx:lsma145_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 10.47 | -0.17 | + |
| 2023 | 155.54 | -10.84 | -0.07 | - |
| 2024 | 121.00 | 30.98 | 0.26 | - |
| 2025 | 16.76 | -9.89 | -0.59 | - |
| Metric | 11402502:btcusd:triple_med_gx:lsma145_135 | 11402502:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | -3.04% | 31.46% |
| 6M | -9.7% | 12.77% |
| YTD | -9.89% | 16.76% |
| 1Y | 7.15% | 56.84% |
| 3Y (ann.) | -2.04% | 55.31% |
| 5Y (ann.) | 4.61% | 33.36% |
| Metric | 11402502:btcusd:triple_med_gx:lsma145_135 | 11402502:BTCUSD |
|---|---|---|
| Max Drawdown | -23.52% | -67.18% |
| Longest DD Days | 883.0 | 683.0 |
| Avg. Drawdown | -4.27% | -7.17% |
| Avg. Drawdown Days | 98.0 | 37.0 |
| Recovery Factor | 0.69 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-14 | 2024-11-13 | -23.52 | 883 |
| 2025-02-01 | 2025-06-11 | -10.63 | 130 |
| 2022-04-10 | 2022-05-13 | -7.98 | 33 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2022-04-02 | 2022-04-09 | -0.69 | 7 |
| 2022-04-01 | 2022-04-02 | -0.53 | 0 |
| 2022-02-24 | 2022-02-24 | -0.18 | 0 |
| 2024-12-28 | 2024-12-28 | -0.18 | 0 |
| 2022-03-26 | 2022-03-26 | -0.18 | 0 |
| 2022-06-13 | 2022-06-14 | -0.18 | 0 |
| Metric | 11402502:btcusd:triple_med_gx:lsma145_135 | 11402502:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 11.38% | 35.75% |
| Worst Week | -4.24% | -29.64% |
| Best Month | 16.75% | 43.77% |
| Worst Month | -5.82% | -37.12% |
| Best Year | 30.98% | 155.54% |
| Worst Year | -10.84% | -60.27% |
| Avg. Up Day | 1.19% | 1.23% |
| Avg. Down Day | -0.86% | -1.07% |
| Avg. Up Week | 2.22% | 6.49% |
| Avg. Down Week | -1.77% | -7.14% |
| Avg. Up Month | 4.62% | 15.57% |
| Avg. Down Month | -2.37% | -12.54% |
| Win Days % | 40.68% | 51.28% |
| Win Month % | 41.03% | 60.98% |
| Win Week % | 50.75% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |