| Metric | 11393344:btcusd:triple_med_gx:lsma120_110 | 11393344:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 7.62% | 187.39% |
| Max Drawdown | -7.76% | -67.18% |
| Sharpe | 0.17 | 0.43 |
| Sortino | 0.26 | 0.62 |
| Payoff Ratio | 1.46 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 179.55 | 2.6 |
| Outlier Loss Ratio | 4.28 | 2.45 |
| Volatility (ann.) | 3.58% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.28 | 0.55 |
| Skew | 1.27 | 0.2 |
| Kurtosis | 175.46 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.17% | 2.55% |
| Expected Yearly % | 1.85% | 30.2% |
| Kelly Criterion | -0.79% | 5.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.24% |
| Expected Shortfall (cVaR) | -0.31% | -2.24% |
| Year | 11393344:BTCUSD | 11393344:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 0.32 | -0.01 | + |
| 2023 | 155.54 | 6.94 | 0.04 | - |
| 2024 | 121.00 | -5.67 | -0.05 | - |
| 2025 | 16.76 | 6.34 | 0.38 | - |
| Metric | 11393344:btcusd:triple_med_gx:lsma120_110 | 11393344:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.64% | 31.46% |
| 6M | 5.74% | 12.77% |
| YTD | 6.34% | 16.76% |
| 1Y | 0.5% | 56.84% |
| 3Y (ann.) | 2.08% | 55.31% |
| 5Y (ann.) | 2.21% | 36.89% |
| Metric | 11393344:btcusd:triple_med_gx:lsma120_110 | 11393344:BTCUSD |
|---|---|---|
| Max Drawdown | -7.76% | -67.18% |
| Longest DD Days | 396.0 | 683.0 |
| Avg. Drawdown | -2.57% | -6.61% |
| Avg. Drawdown Days | 88.0 | 33.0 |
| Recovery Factor | 0.98 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-04-01 | -7.76 | 246 |
| 2022-01-31 | 2022-05-04 | -6.70 | 93 |
| 2022-05-06 | 2023-06-06 | -5.69 | 396 |
| 2025-04-02 | 2025-06-11 | -4.24 | 70 |
| 2024-04-08 | 2024-07-29 | -4.13 | 111 |
| 2023-09-26 | 2023-10-20 | -0.95 | 23 |
| 2024-01-04 | 2024-03-15 | -0.53 | 71 |
| 2023-11-04 | 2023-12-14 | -0.25 | 40 |
| 2023-07-02 | 2023-07-02 | -0.18 | 0 |
| 2023-11-03 | 2023-11-03 | -0.18 | 0 |
| Metric | 11393344:btcusd:triple_med_gx:lsma120_110 | 11393344:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 5.66% | 35.75% |
| Worst Week | -4.56% | -29.64% |
| Best Month | 5.66% | 43.77% |
| Worst Month | -4.56% | -37.12% |
| Best Year | 6.94% | 155.54% |
| Worst Year | -5.67% | -56.42% |
| Avg. Up Day | 0.86% | 0.9% |
| Avg. Down Day | -0.59% | -0.85% |
| Avg. Up Week | 1.74% | 4.98% |
| Avg. Down Week | -1.09% | -6.24% |
| Avg. Up Month | 1.73% | 14.16% |
| Avg. Down Month | -1.28% | -11.43% |
| Win Days % | 40.22% | 51.28% |
| Win Month % | 48.57% | 61.9% |
| Win Week % | 40.91% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |