| Metric | 11389525:btcusd:triple_med_gx:lsma120_95 | 11389525:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 49.06% | 162.58% |
| Max Drawdown | -13.81% | -67.18% |
| Sharpe | 0.46 | 0.41 |
| Sortino | 0.74 | 0.59 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 63.89 | 3.13 |
| Outlier Loss Ratio | 3.83 | 2.98 |
| Volatility (ann.) | 7.08% | 26.28% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.92 | 0.5 |
| Skew | 2.49 | 0.18 |
| Kurtosis | 67.96 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.38% |
| Expected Yearly % | 10.49% | 27.3% |
| Kelly Criterion | 6.84% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.23% |
| Expected Shortfall (cVaR) | -0.6% | -2.23% |
| Year | 11389525:BTCUSD | 11389525:btcusd:triple_med_gx:lsma120_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 3.40 | -0.06 | + |
| 2023 | 155.54 | 9.69 | 0.06 | - |
| 2024 | 121.00 | 14.33 | 0.12 | - |
| 2025 | 17.02 | 14.96 | 0.88 | - |
| Metric | 11389525:btcusd:triple_med_gx:lsma120_95 | 11389525:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.64% | 31.76% |
| 6M | 6.01% | 12.25% |
| YTD | 14.96% | 17.02% |
| 1Y | 23.31% | 57.19% |
| 3Y (ann.) | 15.39% | 55.42% |
| 5Y (ann.) | 12.66% | 33.42% |
| Metric | 11389525:btcusd:triple_med_gx:lsma120_95 | 11389525:BTCUSD |
|---|---|---|
| Max Drawdown | -13.81% | -67.18% |
| Longest DD Days | 286.0 | 683.0 |
| Avg. Drawdown | -2.76% | -6.97% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 3.55 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-04-01 | -13.81 | 104 |
| 2022-03-29 | 2023-01-09 | -10.20 | 286 |
| 2024-04-08 | 2024-06-03 | -8.52 | 55 |
| 2023-04-19 | 2023-12-05 | -6.91 | 230 |
| 2023-02-23 | 2023-04-18 | -4.74 | 54 |
| 2022-03-11 | 2022-03-27 | -3.67 | 16 |
| 2024-09-20 | 2024-11-11 | -3.57 | 52 |
| 2025-05-10 | 2025-06-11 | -2.64 | 31 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-22 | 2024-09-19 | -1.92 | 27 |
| Metric | 11389525:btcusd:triple_med_gx:lsma120_95 | 11389525:BTCUSD |
|---|---|---|
| Best Day | 5.05% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.46% | 35.75% |
| Worst Week | -8.05% | -29.64% |
| Best Month | 14.46% | 43.77% |
| Worst Month | -7.78% | -37.12% |
| Best Year | 14.96% | 155.54% |
| Worst Year | 3.4% | -60.27% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 3.25% | 6.27% |
| Avg. Down Week | -2.49% | -4.22% |
| Avg. Up Month | 3.6% | 16.1% |
| Avg. Down Month | -3.27% | -10.22% |
| Win Days % | 48.79% | 51.28% |
| Win Month % | 69.7% | 60.98% |
| Win Week % | 59.26% | 50.56% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 75.0% |