| Metric | 11394281:btcusd:triple_med_gx:lsma120_110 | 11394281:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 18.84% | 167.13% |
| Max Drawdown | -13.42% | -67.18% |
| Sharpe | 0.32 | 0.41 |
| Sortino | 0.48 | 0.59 |
| Payoff Ratio | 1.25 | 1.18 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 147.95 | 2.67 |
| Outlier Loss Ratio | 3.74 | 2.49 |
| Volatility (ann.) | 4.16% | 26.04% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.38 | 0.49 |
| Skew | -0.95 | 0.18 |
| Kurtosis | 197.7 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.37% |
| Expected Yearly % | 4.41% | 27.84% |
| Kelly Criterion | 5.92% | 10.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.21% |
| Expected Shortfall (cVaR) | -0.35% | -2.21% |
| Year | 11394281:BTCUSD | 11394281:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 8.28 | -0.13 | + |
| 2023 | 155.54 | 0.97 | 0.01 | - |
| 2024 | 121.00 | 3.99 | 0.03 | - |
| 2025 | 27.10 | 4.52 | 0.17 | - |
| Metric | 11394281:btcusd:triple_med_gx:lsma120_110 | 11394281:BTCUSD |
|---|---|---|
| MTD | 2.46% | 10.71% |
| 3M | 8.47% | 41.88% |
| 6M | 2.91% | 22.91% |
| YTD | 4.52% | 27.1% |
| 1Y | 5.85% | 82.29% |
| 3Y (ann.) | 4.74% | 77.48% |
| 5Y (ann.) | 5.16% | 33.14% |
| Metric | 11394281:btcusd:triple_med_gx:lsma120_110 | 11394281:BTCUSD |
|---|---|---|
| Max Drawdown | -13.42% | -67.18% |
| Longest DD Days | 324.0 | 683.0 |
| Avg. Drawdown | -2.25% | -7.47% |
| Avg. Drawdown Days | 60.0 | 39.0 |
| Recovery Factor | 1.4 | 2.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-17 | -13.42 | 182 |
| 2023-03-20 | 2024-02-07 | -5.75 | 324 |
| 2024-04-12 | 2024-10-24 | -4.17 | 195 |
| 2022-03-14 | 2022-05-29 | -3.88 | 75 |
| 2023-02-27 | 2023-03-20 | -1.90 | 20 |
| 2022-10-10 | 2023-01-11 | -1.79 | 93 |
| 2022-08-08 | 2022-09-12 | -1.19 | 34 |
| 2024-04-10 | 2024-04-12 | -1.10 | 1 |
| 2022-08-06 | 2022-08-07 | -1.06 | 1 |
| 2022-07-06 | 2022-07-06 | -0.67 | 0 |
| Metric | 11394281:btcusd:triple_med_gx:lsma120_110 | 11394281:BTCUSD |
|---|---|---|
| Best Day | 3.91% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 6.46% | 35.75% |
| Worst Week | -5.65% | -29.64% |
| Best Month | 6.46% | 43.77% |
| Worst Month | -7.39% | -37.12% |
| Best Year | 8.28% | 155.54% |
| Worst Year | 0.97% | -62.78% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.66% | -0.72% |
| Avg. Up Week | 2.61% | 7.78% |
| Avg. Down Week | -1.33% | -5.88% |
| Avg. Up Month | 2.87% | 19.35% |
| Avg. Down Month | -2.0% | -10.29% |
| Win Days % | 47.72% | 51.28% |
| Win Month % | 51.85% | 59.52% |
| Win Week % | 48.48% | 50.82% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |