| Metric | 11394175:btcusd:triple_med_gx:lsma120_110 | 11394175:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 35.9% | 161.99% |
| Max Drawdown | -8.1% | -67.18% |
| Sharpe | 0.49 | 0.41 |
| Sortino | 0.88 | 0.59 |
| Payoff Ratio | 1.53 | 1.35 |
| Profit Factor | 1.43 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.98 | 0.74 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 110.2 | 2.81 |
| Outlier Loss Ratio | 4.25 | 2.57 |
| Volatility (ann.) | 4.89% | 26.28% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.18 | 0.5 |
| Skew | 5.39 | 0.18 |
| Kurtosis | 131.93 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.38% |
| Expected Yearly % | 7.97% | 27.22% |
| Kelly Criterion | 8.39% | 15.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.23% |
| Expected Shortfall (cVaR) | -0.41% | -2.23% |
| Year | 11394175:BTCUSD | 11394175:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -4.08 | 0.07 | + |
| 2023 | 155.54 | 3.36 | 0.02 | - |
| 2024 | 121.00 | 15.78 | 0.13 | - |
| 2025 | 16.76 | 18.40 | 1.10 | + |
| Metric | 11394175:btcusd:triple_med_gx:lsma120_110 | 11394175:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.03% | 31.46% |
| 6M | 14.98% | 12.77% |
| YTD | 18.4% | 16.76% |
| 1Y | 21.78% | 56.84% |
| 3Y (ann.) | 12.42% | 55.31% |
| 5Y (ann.) | 9.6% | 33.33% |
| Metric | 11394175:btcusd:triple_med_gx:lsma120_110 | 11394175:BTCUSD |
|---|---|---|
| Max Drawdown | -8.1% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -1.96% | -6.97% |
| Avg. Drawdown Days | 50.0 | 36.0 |
| Recovery Factor | 4.43 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-02-28 | -8.10 | 28 |
| 2022-03-11 | 2024-02-07 | -7.41 | 698 |
| 2024-04-09 | 2024-05-20 | -4.52 | 41 |
| 2024-12-21 | 2025-01-14 | -4.26 | 23 |
| 2024-09-22 | 2024-11-13 | -2.15 | 52 |
| 2025-05-10 | 2025-05-25 | -2.11 | 15 |
| 2022-03-10 | 2022-03-11 | -1.82 | 0 |
| 2025-04-02 | 2025-04-22 | -1.25 | 20 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| Metric | 11394175:btcusd:triple_med_gx:lsma120_110 | 11394175:BTCUSD |
|---|---|---|
| Best Day | 5.05% | 9.33% |
| Worst Day | -3.47% | -9.32% |
| Best Week | 6.36% | 35.75% |
| Worst Week | -3.44% | -29.64% |
| Best Month | 7.19% | 43.77% |
| Worst Month | -3.63% | -37.12% |
| Best Year | 18.4% | 155.54% |
| Worst Year | -4.08% | -60.27% |
| Avg. Up Day | 0.94% | 0.98% |
| Avg. Down Day | -0.61% | -0.73% |
| Avg. Up Week | 2.96% | 5.95% |
| Avg. Down Week | -1.42% | -4.06% |
| Avg. Up Month | 3.01% | 17.9% |
| Avg. Down Month | -1.22% | -10.75% |
| Win Days % | 44.53% | 51.27% |
| Win Month % | 59.38% | 60.98% |
| Win Week % | 47.83% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |