| Metric | 11403813:btcusd:triple_med_gx:lsma150_140 | 11403813:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 8.28% | 154.97% |
| Max Drawdown | -6.58% | -67.18% |
| Sharpe | 0.19 | 0.4 |
| Sortino | 0.33 | 0.58 |
| Payoff Ratio | 1.4 | 0.82 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.74 | 0.45 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 236.27 | 2.42 |
| Outlier Loss Ratio | 4.55 | 2.45 |
| Volatility (ann.) | 3.41% | 26.3% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.37 | 0.48 |
| Skew | 9.85 | 0.18 |
| Kurtosis | 552.18 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.31% |
| Expected Yearly % | 2.01% | 26.36% |
| Kelly Criterion | 1.58% | -8.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.24% |
| Expected Shortfall (cVaR) | -0.29% | -2.24% |
| Year | 11403813:BTCUSD | 11403813:btcusd:triple_med_gx:lsma150_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 9.51 | -0.16 | + |
| 2023 | 155.54 | 5.13 | 0.03 | - |
| 2024 | 121.00 | -4.85 | -0.04 | - |
| 2025 | 16.76 | -1.15 | -0.07 | - |
| Metric | 11403813:btcusd:triple_med_gx:lsma150_140 | 11403813:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.7% | 31.46% |
| 6M | -1.15% | 12.77% |
| YTD | -1.15% | 16.76% |
| 1Y | -1.88% | 56.84% |
| 3Y (ann.) | -0.33% | 55.31% |
| 5Y (ann.) | 2.41% | 32.32% |
| Metric | 11403813:btcusd:triple_med_gx:lsma150_140 | 11403813:BTCUSD |
|---|---|---|
| Max Drawdown | -6.58% | -67.18% |
| Longest DD Days | 449.0 | 683.0 |
| Avg. Drawdown | -1.48% | -7.64% |
| Avg. Drawdown Days | 57.0 | 40.0 |
| Recovery Factor | 1.26 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-19 | 2025-06-11 | -6.58 | 449 |
| 2022-06-13 | 2022-11-10 | -5.31 | 150 |
| 2022-04-08 | 2022-05-10 | -2.60 | 31 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-06-11 | 2023-10-06 | -1.73 | 117 |
| 2023-10-08 | 2023-10-11 | -0.69 | 3 |
| 2022-12-20 | 2023-02-02 | -0.40 | 44 |
| 2023-11-10 | 2023-11-10 | -0.18 | 0 |
| 2023-12-19 | 2023-12-19 | -0.18 | 0 |
| 2022-03-22 | 2022-03-22 | -0.18 | 0 |
| Metric | 11403813:btcusd:triple_med_gx:lsma150_140 | 11403813:BTCUSD |
|---|---|---|
| Best Day | 5.72% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 5.53% | 35.75% |
| Worst Week | -4.19% | -29.64% |
| Best Month | 5.53% | 43.77% |
| Worst Month | -4.19% | -37.12% |
| Best Year | 9.51% | 155.54% |
| Worst Year | -4.85% | -61.33% |
| Avg. Up Day | 0.79% | 0.85% |
| Avg. Down Day | -0.57% | -1.04% |
| Avg. Up Week | 1.16% | 6.11% |
| Avg. Down Week | -1.63% | -6.95% |
| Avg. Up Month | 1.51% | 12.25% |
| Avg. Down Month | -1.4% | -11.6% |
| Win Days % | 42.64% | 51.27% |
| Win Month % | 51.85% | 60.98% |
| Win Week % | 53.12% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |