| Metric | 11384177:btcusd:triple_med_gx:lsma120_75 | 11384177:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 38.7% | 152.93% |
| Max Drawdown | -16.03% | -67.18% |
| Sharpe | 0.41 | 0.4 |
| Sortino | 0.61 | 0.58 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 70.89 | 2.96 |
| Outlier Loss Ratio | 3.87 | 2.89 |
| Volatility (ann.) | 6.58% | 26.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.65 | 0.48 |
| Skew | -0.62 | 0.18 |
| Kurtosis | 115.98 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.29% |
| Expected Yearly % | 8.52% | 26.11% |
| Kelly Criterion | 8.44% | 9.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.23% |
| Expected Shortfall (cVaR) | -0.56% | -2.23% |
| Year | 11384177:BTCUSD | 11384177:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 11.87 | -0.19 | + |
| 2023 | 155.54 | 13.92 | 0.09 | - |
| 2024 | 121.00 | 7.34 | 0.06 | - |
| 2025 | 17.02 | 1.39 | 0.08 | - |
| Metric | 11384177:btcusd:triple_med_gx:lsma120_75 | 11384177:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.1% | 31.76% |
| 6M | 1.39% | 12.25% |
| YTD | 1.39% | 17.02% |
| 1Y | 10.26% | 57.19% |
| 3Y (ann.) | 9.16% | 55.42% |
| 5Y (ann.) | 10.37% | 32.3% |
| Metric | 11384177:btcusd:triple_med_gx:lsma120_75 | 11384177:BTCUSD |
|---|---|---|
| Max Drawdown | -16.03% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -3.74% | -7.61% |
| Avg. Drawdown Days | 51.0 | 38.0 |
| Recovery Factor | 2.41 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2024-08-23 | -16.03 | 452 |
| 2022-09-13 | 2023-03-01 | -14.42 | 168 |
| 2024-08-26 | 2025-01-15 | -7.82 | 142 |
| 2025-03-20 | 2025-06-11 | -5.80 | 83 |
| 2022-05-25 | 2022-05-30 | -4.68 | 4 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-15 | 2025-03-19 | -3.71 | 4 |
| 2022-05-31 | 2022-07-04 | -2.53 | 34 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2023-03-01 | 2023-03-17 | -2.34 | 15 |
| Metric | 11384177:btcusd:triple_med_gx:lsma120_75 | 11384177:BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -8.14% | -29.64% |
| Best Month | 11.77% | 43.77% |
| Worst Month | -8.4% | -37.12% |
| Best Year | 13.92% | 155.54% |
| Worst Year | 1.39% | -61.73% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.68% | -0.72% |
| Avg. Up Week | 4.82% | 8.61% |
| Avg. Down Week | -3.02% | -4.75% |
| Avg. Up Month | 6.07% | 18.77% |
| Avg. Down Month | -2.54% | -6.3% |
| Win Days % | 49.76% | 51.27% |
| Win Month % | 54.17% | 60.98% |
| Win Week % | 46.15% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 75.0% |