| Metric | 11395794:btcusd:triple_med_gx:lsma120_115 | 11395794:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 36.73% | 161.99% |
| Max Drawdown | -9.14% | -67.18% |
| Sharpe | 0.51 | 0.41 |
| Sortino | 1.1 | 0.59 |
| Payoff Ratio | 1.88 | 1.76 |
| Profit Factor | 1.68 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.3 | 0.97 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 133.25 | 2.55 |
| Outlier Loss Ratio | 4.33 | 2.46 |
| Volatility (ann.) | 4.83% | 26.28% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.07 | 0.5 |
| Skew | 14.4 | 0.18 |
| Kurtosis | 463.68 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.38% |
| Expected Yearly % | 8.13% | 27.22% |
| Kelly Criterion | 10.13% | 23.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.23% |
| Expected Shortfall (cVaR) | -0.41% | -2.23% |
| Year | 11395794:BTCUSD | 11395794:btcusd:triple_med_gx:lsma120_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -0.11 | 0.00 | + |
| 2023 | 155.54 | 1.54 | 0.01 | - |
| 2024 | 121.00 | 13.28 | 0.11 | - |
| 2025 | 16.76 | 19.01 | 1.13 | + |
| Metric | 11395794:btcusd:triple_med_gx:lsma120_115 | 11395794:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.71% | 31.46% |
| 6M | 17.64% | 12.77% |
| YTD | 19.01% | 16.76% |
| 1Y | 19.92% | 56.84% |
| 3Y (ann.) | 12.59% | 55.31% |
| 5Y (ann.) | 9.79% | 33.33% |
| Metric | 11395794:btcusd:triple_med_gx:lsma120_115 | 11395794:BTCUSD |
|---|---|---|
| Max Drawdown | -9.14% | -67.18% |
| Longest DD Days | 203.0 | 683.0 |
| Avg. Drawdown | -1.6% | -6.97% |
| Avg. Drawdown Days | 39.0 | 36.0 |
| Recovery Factor | 4.02 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-23 | 2025-03-01 | -9.14 | 67 |
| 2022-03-11 | 2022-09-11 | -4.67 | 184 |
| 2024-07-09 | 2024-11-13 | -4.18 | 127 |
| 2024-05-08 | 2024-05-20 | -3.27 | 12 |
| 2022-12-01 | 2023-06-22 | -2.43 | 203 |
| 2023-10-18 | 2024-02-07 | -2.33 | 112 |
| 2022-09-12 | 2022-11-30 | -1.91 | 79 |
| 2025-05-12 | 2025-05-13 | -1.36 | 1 |
| 2025-04-02 | 2025-04-22 | -1.25 | 20 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| Metric | 11395794:btcusd:triple_med_gx:lsma120_115 | 11395794:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -3.47% | -9.32% |
| Best Week | 11.45% | 35.75% |
| Worst Week | -3.44% | -29.64% |
| Best Month | 11.07% | 43.77% |
| Worst Month | -4.5% | -37.12% |
| Best Year | 19.01% | 155.54% |
| Worst Year | -0.11% | -60.27% |
| Avg. Up Day | 1.18% | 1.24% |
| Avg. Down Day | -0.63% | -0.71% |
| Avg. Up Week | 2.35% | 5.78% |
| Avg. Down Week | -1.36% | -4.59% |
| Avg. Up Month | 2.66% | 19.25% |
| Avg. Down Month | -0.83% | -3.47% |
| Win Days % | 41.32% | 51.27% |
| Win Month % | 61.29% | 60.98% |
| Win Week % | 57.14% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |