| Metric | 11396939:btcusd:triple_med_gx:lsma130_120 | 11396939:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 14.91% | 182.99% |
| Max Drawdown | -11.9% | -67.18% |
| Sharpe | 0.21 | 0.43 |
| Sortino | 0.34 | 0.62 |
| Payoff Ratio | 1.39 | 1.24 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.69 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 108.69 | 2.72 |
| Outlier Loss Ratio | 3.54 | 2.63 |
| Volatility (ann.) | 5.77% | 26.35% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.36 | 0.54 |
| Skew | 4.22 | 0.2 |
| Kurtosis | 196.96 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.57% |
| Expected Yearly % | 3.54% | 29.7% |
| Kelly Criterion | 0.64% | 12.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.24% |
| Expected Shortfall (cVaR) | -0.49% | -2.24% |
| Year | 11396939:BTCUSD | 11396939:btcusd:triple_med_gx:lsma130_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 6.19 | -0.11 | + |
| 2023 | 155.54 | 3.44 | 0.02 | - |
| 2024 | 121.00 | 9.55 | 0.08 | - |
| 2025 | 16.76 | -4.49 | -0.27 | - |
| Metric | 11396939:btcusd:triple_med_gx:lsma130_120 | 11396939:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.49% | 31.46% |
| 6M | -4.87% | 12.77% |
| YTD | -4.49% | 16.76% |
| 1Y | -6.54% | 56.84% |
| 3Y (ann.) | 4.65% | 55.31% |
| 5Y (ann.) | 4.23% | 36.34% |
| Metric | 11396939:btcusd:triple_med_gx:lsma130_120 | 11396939:BTCUSD |
|---|---|---|
| Max Drawdown | -11.9% | -67.18% |
| Longest DD Days | 526.0 | 683.0 |
| Avg. Drawdown | -6.22% | -6.9% |
| Avg. Drawdown Days | 165.0 | 35.0 |
| Recovery Factor | 1.25 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-24 | 2024-03-03 | -11.90 | 526 |
| 2024-08-02 | 2025-06-11 | -10.77 | 313 |
| 2022-02-05 | 2022-07-28 | -9.50 | 173 |
| 2024-03-17 | 2024-05-15 | -5.67 | 59 |
| 2024-07-07 | 2024-08-01 | -4.33 | 25 |
| 2022-07-28 | 2022-09-23 | -1.20 | 57 |
| 2022-02-04 | 2022-02-04 | -0.18 | 0 |
| Metric | 11396939:btcusd:triple_med_gx:lsma130_120 | 11396939:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.25% | -9.32% |
| Best Week | 9.8% | 35.75% |
| Worst Week | -8.18% | -29.64% |
| Best Month | 11.74% | 43.77% |
| Worst Month | -8.18% | -37.12% |
| Best Year | 9.55% | 155.54% |
| Worst Year | -4.49% | -57.08% |
| Avg. Up Day | 1.05% | 1.09% |
| Avg. Down Day | -0.76% | -0.88% |
| Avg. Up Week | 3.19% | 7.94% |
| Avg. Down Week | -2.35% | -6.16% |
| Avg. Up Month | 3.17% | 16.32% |
| Avg. Down Month | -2.64% | -10.53% |
| Win Days % | 42.26% | 51.31% |
| Win Month % | 60.61% | 60.98% |
| Win Week % | 53.06% | 50.84% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 75.0% | 75.0% |