| Metric | 11402945:btcusd:triple_med_gx:lsma140_135 | 11402945:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 1.84% | 172.16% |
| Max Drawdown | -4.96% | -67.18% |
| Sharpe | 0.07 | 0.42 |
| Sortino | 0.12 | 0.61 |
| Payoff Ratio | 1.33 | 1.04 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 506.21 | 2.4 |
| Outlier Loss Ratio | 4.95 | 2.37 |
| Volatility (ann.) | 2.17% | 26.26% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.11 | 0.53 |
| Skew | 8.39 | 0.19 |
| Kurtosis | 800.49 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.04% | 2.47% |
| Expected Yearly % | 0.46% | 28.44% |
| Kelly Criterion | -7.6% | 4.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.19% | -2.23% |
| Expected Shortfall (cVaR) | -0.19% | -2.23% |
| Year | 11402945:BTCUSD | 11402945:btcusd:triple_med_gx:lsma140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -1.97 | 0.03 | + |
| 2023 | 155.54 | 5.09 | 0.03 | - |
| 2024 | 121.00 | 2.59 | 0.02 | - |
| 2025 | 16.76 | -3.65 | -0.22 | - |
| Metric | 11402945:btcusd:triple_med_gx:lsma140_135 | 11402945:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.44% | 31.46% |
| 6M | -3.65% | 12.77% |
| YTD | -3.65% | 16.76% |
| 1Y | -3.73% | 56.84% |
| 3Y (ann.) | 0.83% | 55.31% |
| 5Y (ann.) | 0.55% | 35.29% |
| Metric | 11402945:btcusd:triple_med_gx:lsma140_135 | 11402945:BTCUSD |
|---|---|---|
| Max Drawdown | -4.96% | -67.18% |
| Longest DD Days | 299.0 | 683.0 |
| Avg. Drawdown | -1.53% | -7.19% |
| Avg. Drawdown Days | 92.0 | 37.0 |
| Recovery Factor | 0.37 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-30 | 2025-06-11 | -4.96 | 285 |
| 2022-03-20 | 2023-01-14 | -3.57 | 299 |
| 2024-03-22 | 2024-05-13 | -1.56 | 52 |
| 2023-06-04 | 2023-09-14 | -1.11 | 102 |
| 2023-06-03 | 2023-06-04 | -0.54 | 1 |
| 2024-02-10 | 2024-02-11 | -0.18 | 0 |
| 2024-07-16 | 2024-07-16 | -0.18 | 0 |
| 2023-10-21 | 2023-10-21 | -0.18 | 0 |
| Metric | 11402945:btcusd:triple_med_gx:lsma140_135 | 11402945:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 9.33% |
| Worst Day | -3.6% | -9.32% |
| Best Week | 4.37% | 35.75% |
| Worst Week | -2.75% | -29.64% |
| Best Month | 4.18% | 43.77% |
| Worst Month | -2.75% | -37.12% |
| Best Year | 5.09% | 155.54% |
| Worst Year | -3.65% | -58.73% |
| Avg. Up Day | 0.74% | 0.8% |
| Avg. Down Day | -0.56% | -0.77% |
| Avg. Up Week | 1.9% | 11.12% |
| Avg. Down Week | -0.89% | -7.07% |
| Avg. Up Month | 1.84% | 19.44% |
| Avg. Down Month | -0.68% | -12.59% |
| Win Days % | 38.57% | 51.29% |
| Win Month % | 42.11% | 60.98% |
| Win Week % | 36.36% | 50.28% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 50.0% | 75.0% |