| Metric | 11405598:btcusd:triple_med_gx:lsma150_145 | 11405598:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -0.73% | 177.55% |
| Max Drawdown | -7.62% | -67.18% |
| Sharpe | -0.03 | 0.42 |
| Sortino | -0.05 | 0.6 |
| Payoff Ratio | 1.39 | 0.86 |
| Profit Factor | 0.96 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.45 | 0.47 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 666.23 | 2.4 |
| Outlier Loss Ratio | 6.29 | 2.37 |
| Volatility (ann.) | 1.43% | 26.07% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.03 | 0.51 |
| Skew | 7.4 | 0.18 |
| Kurtosis | 354.63 | 6.48 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.02% | 2.46% |
| Expected Yearly % | -0.18% | 29.07% |
| Kelly Criterion | -14.49% | -5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.12% | -2.21% |
| Expected Shortfall (cVaR) | -0.12% | -2.21% |
| Year | 11405598:BTCUSD | 11405598:btcusd:triple_med_gx:lsma150_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 2.95 | -0.05 | + |
| 2023 | 155.54 | 0.47 | 0.00 | - |
| 2024 | 121.00 | -4.81 | -0.04 | - |
| 2025 | 27.10 | 0.83 | 0.03 | - |
| Metric | 11405598:btcusd:triple_med_gx:lsma150_145 | 11405598:BTCUSD |
|---|---|---|
| MTD | 2.39% | 10.71% |
| 3M | 0.48% | 41.88% |
| 6M | 0.83% | 22.91% |
| YTD | 0.83% | 27.1% |
| 1Y | -3.32% | 82.29% |
| 3Y (ann.) | -0.85% | 77.48% |
| 5Y (ann.) | -0.21% | 34.57% |
| Metric | 11405598:btcusd:triple_med_gx:lsma150_145 | 11405598:BTCUSD |
|---|---|---|
| Max Drawdown | -7.62% | -67.18% |
| Longest DD Days | 1000.0 | 683.0 |
| Avg. Drawdown | -1.83% | -7.36% |
| Avg. Drawdown Days | 217.0 | 38.0 |
| Recovery Factor | -0.1 | 2.64 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-20 | 2025-07-17 | -7.62 | 1000 |
| 2022-03-22 | 2022-06-14 | -0.98 | 83 |
| 2022-10-20 | 2022-10-20 | -0.18 | 0 |
| 2022-02-22 | 2022-02-22 | -0.18 | 0 |
| 2022-08-04 | 2022-08-05 | -0.18 | 0 |
| Metric | 11405598:btcusd:triple_med_gx:lsma150_145 | 11405598:BTCUSD |
|---|---|---|
| Best Day | 2.33% | 9.33% |
| Worst Day | -1.54% | -9.32% |
| Best Week | 2.39% | 35.75% |
| Worst Week | -2.16% | -29.64% |
| Best Month | 2.39% | 43.77% |
| Worst Month | -2.16% | -37.12% |
| Best Year | 2.95% | 155.54% |
| Worst Year | -4.81% | -61.33% |
| Avg. Up Day | 0.63% | 0.74% |
| Avg. Down Day | -0.45% | -0.85% |
| Avg. Up Week | 0.81% | 5.25% |
| Avg. Down Week | -0.73% | -3.18% |
| Avg. Up Month | 0.99% | 9.18% |
| Avg. Down Month | -0.47% | -4.96% |
| Win Days % | 33.33% | 51.3% |
| Win Month % | 45.83% | 61.9% |
| Win Week % | 41.38% | 50.82% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |