| Metric | 11403753:btcusd:triple_med_gx:lsma135_140 | 11403753:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 3.77% | 161.99% |
| Max Drawdown | -8.77% | -67.18% |
| Sharpe | 0.12 | 0.41 |
| Sortino | 0.29 | 0.59 |
| Payoff Ratio | 2.06 | 1.44 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.74 | 0.79 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 405.23 | 2.39 |
| Outlier Loss Ratio | 5.91 | 2.46 |
| Volatility (ann.) | 2.71% | 26.28% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.13 | 0.5 |
| Skew | 31.03 | 0.18 |
| Kurtosis | 1428.22 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.09% | 2.38% |
| Expected Yearly % | 0.93% | 27.22% |
| Kelly Criterion | -3.76% | 17.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -2.23% |
| Expected Shortfall (cVaR) | -0.23% | -2.23% |
| Year | 11403753:BTCUSD | 11403753:btcusd:triple_med_gx:lsma135_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 11.08 | -0.18 | + |
| 2023 | 155.54 | -3.28 | -0.02 | - |
| 2024 | 121.00 | -1.90 | -0.02 | - |
| 2025 | 16.76 | -1.54 | -0.09 | - |
| Metric | 11403753:btcusd:triple_med_gx:lsma135_140 | 11403753:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.3% | 31.46% |
| 6M | -4.76% | 12.77% |
| YTD | -1.54% | 16.76% |
| 1Y | -4.83% | 56.84% |
| 3Y (ann.) | -1.61% | 55.31% |
| 5Y (ann.) | 1.11% | 33.33% |
| Metric | 11403753:btcusd:triple_med_gx:lsma135_140 | 11403753:BTCUSD |
|---|---|---|
| Max Drawdown | -8.77% | -67.18% |
| Longest DD Days | 1007.0 | 683.0 |
| Avg. Drawdown | -2.07% | -6.97% |
| Avg. Drawdown Days | 201.0 | 36.0 |
| Recovery Factor | 0.43 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-08 | 2025-06-11 | -8.77 | 1007 |
| 2022-03-08 | 2022-03-09 | -1.06 | 0 |
| 2022-05-24 | 2022-05-24 | -0.18 | 0 |
| 2022-04-26 | 2022-04-27 | -0.18 | 0 |
| 2022-06-30 | 2022-06-30 | -0.18 | 0 |
| Metric | 11403753:btcusd:triple_med_gx:lsma135_140 | 11403753:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -1.84% | -9.32% |
| Best Week | 5.84% | 35.75% |
| Worst Week | -2.01% | -29.64% |
| Best Month | 5.84% | 43.77% |
| Worst Month | -3.27% | -37.12% |
| Best Year | 11.08% | 155.54% |
| Worst Year | -3.28% | -60.27% |
| Avg. Up Day | 1.01% | 1.1% |
| Avg. Down Day | -0.49% | -0.77% |
| Avg. Up Week | 0.5% | 3.39% |
| Avg. Down Week | -0.75% | -4.88% |
| Avg. Up Month | 2.49% | 10.29% |
| Avg. Down Month | -1.25% | -6.16% |
| Win Days % | 30.12% | 51.27% |
| Win Month % | 38.46% | 60.98% |
| Win Week % | 40.0% | 50.56% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 25.0% | 75.0% |