| Metric | 11389631:btcusd:triple_med_gx:lsma120_95 | 11389631:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 22.34% | 145.96% |
| Max Drawdown | -16.0% | -67.18% |
| Sharpe | 0.29 | 0.39 |
| Sortino | 0.43 | 0.56 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 86.36 | 2.93 |
| Outlier Loss Ratio | 3.8 | 2.74 |
| Volatility (ann.) | 5.7% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.39 | 0.46 |
| Skew | -0.32 | 0.18 |
| Kurtosis | 89.25 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.22% |
| Expected Yearly % | 5.17% | 25.23% |
| Kelly Criterion | 4.14% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.23% |
| Expected Shortfall (cVaR) | -0.49% | -2.23% |
| Year | 11389631:BTCUSD | 11389631:btcusd:triple_med_gx:lsma120_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 6.22 | -0.10 | + |
| 2023 | 155.54 | 7.33 | 0.05 | - |
| 2024 | 121.00 | 6.86 | 0.06 | - |
| 2025 | 17.02 | 0.42 | 0.02 | - |
| Metric | 11389631:btcusd:triple_med_gx:lsma120_95 | 11389631:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.96% | 31.76% |
| 6M | 0.42% | 12.25% |
| YTD | 0.42% | 17.02% |
| 1Y | 6.02% | 57.19% |
| 3Y (ann.) | 6.77% | 55.42% |
| 5Y (ann.) | 6.23% | 30.99% |
| Metric | 11389631:btcusd:triple_med_gx:lsma120_95 | 11389631:BTCUSD |
|---|---|---|
| Max Drawdown | -16.0% | -67.18% |
| Longest DD Days | 324.0 | 683.0 |
| Avg. Drawdown | -2.92% | -7.76% |
| Avg. Drawdown Days | 50.0 | 41.0 |
| Recovery Factor | 1.4 | 2.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-11 | -16.00 | 146 |
| 2023-03-20 | 2024-02-07 | -7.32 | 324 |
| 2024-09-20 | 2025-01-15 | -6.20 | 116 |
| 2022-10-07 | 2023-01-11 | -5.95 | 96 |
| 2024-04-09 | 2024-08-23 | -5.70 | 136 |
| 2022-03-15 | 2022-07-03 | -4.55 | 110 |
| 2022-07-05 | 2022-09-10 | -3.83 | 67 |
| 2022-03-12 | 2022-03-14 | -3.49 | 2 |
| 2023-02-27 | 2023-03-19 | -2.38 | 20 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| Metric | 11389631:btcusd:triple_med_gx:lsma120_95 | 11389631:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 9.52% | 35.75% |
| Worst Week | -13.52% | -29.64% |
| Best Month | 9.52% | 43.77% |
| Worst Month | -13.52% | -37.12% |
| Best Year | 7.33% | 155.54% |
| Worst Year | 0.42% | -62.78% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 3.14% | 7.4% |
| Avg. Down Week | -2.74% | -5.3% |
| Avg. Up Month | 3.55% | 17.8% |
| Avg. Down Month | -3.44% | -11.44% |
| Win Days % | 48.2% | 51.26% |
| Win Month % | 55.17% | 58.54% |
| Win Week % | 52.78% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |