| Metric | 11395873:btcusd:triple_med_gx:lsma120_115 | 11395873:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 30.47% | 153.56% |
| Max Drawdown | -7.83% | -67.18% |
| Sharpe | 0.53 | 0.4 |
| Sortino | 1.36 | 0.57 |
| Payoff Ratio | 1.85 | 1.58 |
| Profit Factor | 1.94 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.6 | 0.86 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 181.97 | 2.44 |
| Outlier Loss Ratio | 4.95 | 2.46 |
| Volatility (ann.) | 3.9% | 26.27% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.06 | 0.48 |
| Skew | 22.67 | 0.18 |
| Kurtosis | 921.91 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.3% |
| Expected Yearly % | 6.88% | 26.19% |
| Kelly Criterion | 14.86% | 20.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.23% |
| Expected Shortfall (cVaR) | -0.33% | -2.23% |
| Year | 11395873:BTCUSD | 11395873:btcusd:triple_med_gx:lsma120_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.55 | -6.17 | 0.10 | + |
| 2023 | 155.54 | 5.54 | 0.04 | - |
| 2024 | 121.00 | 8.66 | 0.07 | - |
| 2025 | 16.76 | 21.25 | 1.27 | + |
| Metric | 11395873:btcusd:triple_med_gx:lsma120_115 | 11395873:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.56% | 31.46% |
| 6M | 21.25% | 12.77% |
| YTD | 21.25% | 16.76% |
| 1Y | 25.35% | 56.84% |
| 3Y (ann.) | 10.19% | 55.31% |
| 5Y (ann.) | 8.29% | 32.13% |
| Metric | 11395873:btcusd:triple_med_gx:lsma120_115 | 11395873:BTCUSD |
|---|---|---|
| Max Drawdown | -7.83% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -1.19% | -7.53% |
| Avg. Drawdown Days | 54.0 | 40.0 |
| Recovery Factor | 3.89 | 2.29 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2024-02-08 | -7.83 | 679 |
| 2025-02-04 | 2025-03-02 | -5.32 | 26 |
| 2024-05-09 | 2024-05-09 | -0.91 | 0 |
| 2024-04-11 | 2024-05-09 | -0.58 | 27 |
| 2024-08-24 | 2024-09-22 | -0.55 | 29 |
| 2025-01-15 | 2025-01-15 | -0.52 | 0 |
| 2024-05-10 | 2024-05-10 | -0.49 | 0 |
| 2025-05-28 | 2025-06-11 | -0.44 | 13 |
| 2025-03-20 | 2025-04-22 | -0.24 | 32 |
| 2022-03-30 | 2022-03-30 | -0.18 | 0 |
| Metric | 11395873:btcusd:triple_med_gx:lsma120_115 | 11395873:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -2.72% | -9.32% |
| Best Week | 11.45% | 35.75% |
| Worst Week | -4.07% | -29.64% |
| Best Month | 11.38% | 43.77% |
| Worst Month | -4.07% | -37.12% |
| Best Year | 21.25% | 155.54% |
| Worst Year | -6.17% | -61.55% |
| Avg. Up Day | 1.04% | 1.1% |
| Avg. Down Day | -0.56% | -0.7% |
| Avg. Up Week | 2.15% | 7.34% |
| Avg. Down Week | -0.79% | -5.67% |
| Avg. Up Month | 2.18% | 19.74% |
| Avg. Down Month | -1.46% | -11.39% |
| Win Days % | 44.72% | 51.28% |
| Win Month % | 59.26% | 60.98% |
| Win Week % | 57.58% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |