| Metric | 11386847:btcusd:triple_med_gx:lsma120_85 | 11386847:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 44.05% | 156.76% |
| Max Drawdown | -14.66% | -67.18% |
| Sharpe | 0.43 | 0.4 |
| Sortino | 0.62 | 0.58 |
| Payoff Ratio | 1.29 | 1.27 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.79 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 67.64 | 3.05 |
| Outlier Loss Ratio | 4.01 | 2.85 |
| Volatility (ann.) | 7.0% | 26.27% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.79 | 0.49 |
| Skew | -1.99 | 0.18 |
| Kurtosis | 117.65 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.33% |
| Expected Yearly % | 9.55% | 26.58% |
| Kelly Criterion | 7.96% | 13.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.23% |
| Expected Shortfall (cVaR) | -0.59% | -2.23% |
| Year | 11386847:BTCUSD | 11386847:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 5.90 | -0.10 | + |
| 2023 | 155.54 | 18.24 | 0.12 | - |
| 2024 | 121.00 | 0.81 | 0.01 | - |
| 2025 | 17.02 | 14.11 | 0.83 | - |
| Metric | 11386847:btcusd:triple_med_gx:lsma120_85 | 11386847:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.59% | 31.76% |
| 6M | 14.11% | 12.25% |
| YTD | 14.11% | 17.02% |
| 1Y | 18.98% | 57.19% |
| 3Y (ann.) | 12.21% | 55.42% |
| 5Y (ann.) | 11.62% | 32.84% |
| Metric | 11386847:btcusd:triple_med_gx:lsma120_85 | 11386847:BTCUSD |
|---|---|---|
| Max Drawdown | -14.66% | -67.18% |
| Longest DD Days | 261.0 | 683.0 |
| Avg. Drawdown | -3.2% | -7.23% |
| Avg. Drawdown Days | 43.0 | 38.0 |
| Recovery Factor | 3.0 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-05-28 | -14.66 | 257 |
| 2022-03-17 | 2022-07-04 | -13.01 | 109 |
| 2023-12-06 | 2024-08-23 | -9.46 | 261 |
| 2024-09-20 | 2025-03-19 | -8.25 | 180 |
| 2023-05-29 | 2023-06-21 | -4.42 | 23 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-04-21 | -3.67 | 32 |
| 2022-03-13 | 2022-03-14 | -3.58 | 1 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2024-08-26 | 2024-09-19 | -2.35 | 24 |
| Metric | 11386847:btcusd:triple_med_gx:lsma120_85 | 11386847:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.03% | 35.75% |
| Worst Week | -9.24% | -29.64% |
| Best Month | 12.03% | 43.77% |
| Worst Month | -7.33% | -37.12% |
| Best Year | 18.24% | 155.54% |
| Worst Year | 0.81% | -61.15% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.66% | -0.68% |
| Avg. Up Week | 4.4% | 8.92% |
| Avg. Down Week | -3.03% | -6.01% |
| Avg. Up Month | 4.98% | 15.9% |
| Avg. Down Month | -2.58% | -8.42% |
| Win Days % | 48.11% | 51.27% |
| Win Month % | 59.26% | 60.98% |
| Win Week % | 48.84% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |