| Metric | 11392639:btcusd:triple_med_gx:lsma120_105 | 11392639:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 35.81% | 154.97% |
| Max Drawdown | -6.08% | -67.18% |
| Sharpe | 0.49 | 0.4 |
| Sortino | 0.82 | 0.58 |
| Payoff Ratio | 1.47 | 1.29 |
| Profit Factor | 1.41 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.96 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 106.22 | 2.78 |
| Outlier Loss Ratio | 4.13 | 2.58 |
| Volatility (ann.) | 4.93% | 26.3% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.58 | 0.48 |
| Skew | 3.31 | 0.18 |
| Kurtosis | 112.43 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.31% |
| Expected Yearly % | 7.95% | 26.36% |
| Kelly Criterion | 9.74% | 13.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.24% |
| Expected Shortfall (cVaR) | -0.42% | -2.24% |
| Year | 11392639:BTCUSD | 11392639:btcusd:triple_med_gx:lsma120_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 3.40 | -0.06 | + |
| 2023 | 155.54 | 1.22 | 0.01 | - |
| 2024 | 121.00 | 5.97 | 0.05 | - |
| 2025 | 16.76 | 22.45 | 1.34 | + |
| Metric | 11392639:btcusd:triple_med_gx:lsma120_105 | 11392639:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.88% | 31.46% |
| 6M | 22.45% | 12.77% |
| YTD | 22.45% | 16.76% |
| 1Y | 26.08% | 56.84% |
| 3Y (ann.) | 10.87% | 55.31% |
| 5Y (ann.) | 9.59% | 32.32% |
| Metric | 11392639:btcusd:triple_med_gx:lsma120_105 | 11392639:BTCUSD |
|---|---|---|
| Max Drawdown | -6.08% | -67.18% |
| Longest DD Days | 484.0 | 683.0 |
| Avg. Drawdown | -2.47% | -7.64% |
| Avg. Drawdown Days | 56.0 | 40.0 |
| Recovery Factor | 5.89 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-01-15 | -6.08 | 144 |
| 2022-10-09 | 2024-02-06 | -5.56 | 484 |
| 2024-04-09 | 2024-08-23 | -5.49 | 136 |
| 2025-02-04 | 2025-02-28 | -4.13 | 24 |
| 2022-07-05 | 2022-08-05 | -3.83 | 31 |
| 2025-02-02 | 2025-02-03 | -3.65 | 0 |
| 2022-05-02 | 2022-07-04 | -3.43 | 63 |
| 2025-03-20 | 2025-04-22 | -3.24 | 33 |
| 2022-08-05 | 2022-09-11 | -2.49 | 37 |
| 2022-03-29 | 2022-05-02 | -2.07 | 33 |
| Metric | 11392639:btcusd:triple_med_gx:lsma120_105 | 11392639:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 9.39% | 35.75% |
| Worst Week | -1.9% | -29.64% |
| Best Month | 9.39% | 43.77% |
| Worst Month | -2.79% | -37.12% |
| Best Year | 22.45% | 155.54% |
| Worst Year | 1.22% | -61.33% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.61% | -0.72% |
| Avg. Up Week | 2.53% | 5.94% |
| Avg. Down Week | -1.0% | -4.86% |
| Avg. Up Month | 3.5% | 13.85% |
| Avg. Down Month | -0.95% | -10.64% |
| Win Days % | 46.21% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |