| Metric | 11402874:btcusd:triple_med_gx:lsma130_135 | 11402874:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 7.96% | 147.16% |
| Max Drawdown | -5.41% | -67.18% |
| Sharpe | 0.18 | 0.39 |
| Sortino | 0.41 | 0.57 |
| Payoff Ratio | 1.72 | 1.29 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.84 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 273.6 | 2.4 |
| Outlier Loss Ratio | 4.74 | 2.47 |
| Volatility (ann.) | 3.52% | 26.27% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.43 | 0.47 |
| Skew | 24.68 | 0.18 |
| Kurtosis | 1100.32 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.23% |
| Expected Yearly % | 1.93% | 25.39% |
| Kelly Criterion | 1.37% | 13.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.23% |
| Expected Shortfall (cVaR) | -0.3% | -2.23% |
| Year | 11402874:BTCUSD | 11402874:btcusd:triple_med_gx:lsma130_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 7.89 | -0.13 | + |
| 2023 | 155.54 | -0.82 | -0.01 | - |
| 2024 | 121.00 | 2.66 | 0.02 | - |
| 2025 | 16.76 | -1.72 | -0.10 | - |
| Metric | 11402874:btcusd:triple_med_gx:lsma130_135 | 11402874:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.52% | 31.46% |
| 6M | -1.72% | 12.77% |
| YTD | -1.72% | 16.76% |
| 1Y | -0.31% | 56.84% |
| 3Y (ann.) | 2.05% | 55.31% |
| 5Y (ann.) | 2.33% | 31.36% |
| Metric | 11402874:btcusd:triple_med_gx:lsma130_135 | 11402874:BTCUSD |
|---|---|---|
| Max Drawdown | -5.41% | -67.18% |
| Longest DD Days | 668.0 | 683.0 |
| Avg. Drawdown | -3.34% | -7.67% |
| Avg. Drawdown Days | 180.0 | 38.0 |
| Recovery Factor | 1.47 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-06-11 | -5.41 | 186 |
| 2022-05-13 | 2022-06-19 | -5.11 | 36 |
| 2022-08-14 | 2024-06-12 | -4.89 | 668 |
| 2022-03-02 | 2022-05-13 | -2.28 | 71 |
| 2024-08-08 | 2024-12-06 | -2.20 | 119 |
| 2022-08-13 | 2022-08-14 | -0.18 | 0 |
| Metric | 11402874:btcusd:triple_med_gx:lsma130_135 | 11402874:BTCUSD |
|---|---|---|
| Best Day | 8.43% | 9.33% |
| Worst Day | -3.46% | -9.32% |
| Best Week | 8.24% | 35.75% |
| Worst Week | -2.03% | -29.64% |
| Best Month | 8.24% | 43.77% |
| Worst Month | -2.22% | -37.12% |
| Best Year | 7.89% | 155.54% |
| Worst Year | -1.72% | -62.52% |
| Avg. Up Day | 0.97% | 1.02% |
| Avg. Down Day | -0.57% | -0.79% |
| Avg. Up Week | 1.44% | 5.51% |
| Avg. Down Week | -0.85% | -3.58% |
| Avg. Up Month | 0.32% | 10.49% |
| Avg. Down Month | -1.04% | -6.59% |
| Win Days % | 37.62% | 51.25% |
| Win Month % | 52.17% | 58.54% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |