| Metric | 11392918:btcusd:triple_med_gx:lsma120_105 | 11392918:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 11.09% | 172.16% |
| Max Drawdown | -14.21% | -67.18% |
| Sharpe | 0.2 | 0.42 |
| Sortino | 0.27 | 0.61 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 154.93 | 2.66 |
| Outlier Loss Ratio | 3.47 | 2.49 |
| Volatility (ann.) | 4.51% | 26.26% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.23 | 0.53 |
| Skew | -6.66 | 0.19 |
| Kurtosis | 364.89 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.47% |
| Expected Yearly % | 2.66% | 28.44% |
| Kelly Criterion | 3.04% | 8.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.23% |
| Expected Shortfall (cVaR) | -0.39% | -2.23% |
| Year | 11392918:BTCUSD | 11392918:btcusd:triple_med_gx:lsma120_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -0.21 | 0.00 | + |
| 2023 | 155.54 | 11.19 | 0.07 | - |
| 2024 | 121.00 | -0.51 | -0.00 | - |
| 2025 | 16.76 | 0.63 | 0.04 | - |
| Metric | 11392918:btcusd:triple_med_gx:lsma120_105 | 11392918:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.82% | 31.46% |
| 6M | 0.63% | 12.77% |
| YTD | 0.63% | 16.76% |
| 1Y | -5.32% | 56.84% |
| 3Y (ann.) | 1.2% | 55.31% |
| 5Y (ann.) | 3.23% | 35.29% |
| Metric | 11392918:btcusd:triple_med_gx:lsma120_105 | 11392918:BTCUSD |
|---|---|---|
| Max Drawdown | -14.21% | -67.18% |
| Longest DD Days | 580.0 | 683.0 |
| Avg. Drawdown | -2.98% | -7.19% |
| Avg. Drawdown Days | 98.0 | 37.0 |
| Recovery Factor | 0.78 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2024-02-08 | -14.21 | 580 |
| 2024-05-10 | 2025-06-11 | -11.59 | 397 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2024-05-10 | 2024-05-10 | -0.49 | 0 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| 2022-07-06 | 2022-07-06 | -0.18 | 0 |
| 2022-03-17 | 2022-03-17 | -0.18 | 0 |
| 2024-05-09 | 2024-05-09 | -0.18 | 0 |
| 2022-05-30 | 2022-05-30 | -0.18 | 0 |
| Metric | 11392918:btcusd:triple_med_gx:lsma120_105 | 11392918:BTCUSD |
|---|---|---|
| Best Day | 3.51% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 7.37% | 35.75% |
| Worst Week | -10.03% | -29.64% |
| Best Month | 7.37% | 43.77% |
| Worst Month | -10.03% | -37.12% |
| Best Year | 11.19% | 155.54% |
| Worst Year | -0.51% | -58.73% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 3.27% | 7.75% |
| Avg. Down Week | -3.6% | -5.73% |
| Avg. Up Month | 3.97% | 21.26% |
| Avg. Down Month | -3.78% | -5.79% |
| Win Days % | 48.11% | 51.29% |
| Win Month % | 47.62% | 60.98% |
| Win Week % | 48.0% | 50.28% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 50.0% | 75.0% |