| Metric | 11396124:btcusd:triple_med_gx:lsma120_115 | 11396124:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 1.45% | 172.16% |
| Max Drawdown | -7.16% | -67.18% |
| Sharpe | 0.06 | 0.42 |
| Sortino | 0.09 | 0.61 |
| Payoff Ratio | 1.22 | 0.92 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.55 | 0.51 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 406.12 | 2.4 |
| Outlier Loss Ratio | 4.27 | 2.37 |
| Volatility (ann.) | 2.26% | 26.26% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.06 | 0.53 |
| Skew | -2.33 | 0.19 |
| Kurtosis | 479.13 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.04% | 2.47% |
| Expected Yearly % | 0.36% | 28.44% |
| Kelly Criterion | -5.26% | -1.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.19% | -2.23% |
| Expected Shortfall (cVaR) | -0.19% | -2.23% |
| Year | 11396124:BTCUSD | 11396124:btcusd:triple_med_gx:lsma120_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 0.04 | -0.00 | + |
| 2023 | 155.54 | 0.84 | 0.01 | - |
| 2024 | 121.00 | -1.08 | -0.01 | - |
| 2025 | 16.76 | 1.65 | 0.10 | - |
| Metric | 11396124:btcusd:triple_med_gx:lsma120_115 | 11396124:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.36% | 31.46% |
| 6M | 1.65% | 12.77% |
| YTD | 1.65% | 16.76% |
| 1Y | -2.63% | 56.84% |
| 3Y (ann.) | -0.46% | 55.31% |
| 5Y (ann.) | 0.43% | 35.29% |
| Metric | 11396124:btcusd:triple_med_gx:lsma120_115 | 11396124:BTCUSD |
|---|---|---|
| Max Drawdown | -7.16% | -67.18% |
| Longest DD Days | 580.0 | 683.0 |
| Avg. Drawdown | -2.45% | -7.19% |
| Avg. Drawdown Days | 163.0 | 37.0 |
| Recovery Factor | 0.2 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2024-02-09 | -7.16 | 580 |
| 2024-05-11 | 2025-06-11 | -5.89 | 396 |
| 2022-03-18 | 2022-03-18 | -1.08 | 0 |
| 2022-05-31 | 2022-05-31 | -0.18 | 0 |
| 2024-05-10 | 2024-05-10 | -0.18 | 0 |
| 2022-07-07 | 2022-07-08 | -0.18 | 0 |
| Metric | 11396124:btcusd:triple_med_gx:lsma120_115 | 11396124:BTCUSD |
|---|---|---|
| Best Day | 3.16% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 3.15% | 35.75% |
| Worst Week | -4.32% | -29.64% |
| Best Month | 3.15% | 43.77% |
| Worst Month | -4.32% | -37.12% |
| Best Year | 1.65% | 155.54% |
| Worst Year | -1.08% | -58.73% |
| Avg. Up Day | 0.71% | 0.77% |
| Avg. Down Day | -0.59% | -0.84% |
| Avg. Up Week | 1.57% | 6.28% |
| Avg. Down Week | -1.55% | -7.08% |
| Avg. Up Month | 1.6% | 16.23% |
| Avg. Down Month | -1.15% | -5.79% |
| Win Days % | 42.17% | 51.29% |
| Win Month % | 45.0% | 60.98% |
| Win Week % | 42.86% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 75.0% |