| Metric | 11397160:btcusd:triple_med_gx:lsma145_120 | 11397160:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 11.82% | 161.95% |
| Max Drawdown | -27.54% | -67.18% |
| Sharpe | 0.14 | 0.41 |
| Sortino | 0.21 | 0.59 |
| Payoff Ratio | 1.12 | 0.99 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.57 | 0.54 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 62.93 | 3.13 |
| Outlier Loss Ratio | 3.27 | 3.07 |
| Volatility (ann.) | 8.46% | 26.29% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.12 | 0.5 |
| Skew | 0.23 | 0.18 |
| Kurtosis | 113.29 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.38% |
| Expected Yearly % | 2.83% | 27.22% |
| Kelly Criterion | -0.66% | 2.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.23% |
| Expected Shortfall (cVaR) | -0.73% | -2.23% |
| Year | 11397160:BTCUSD | 11397160:btcusd:triple_med_gx:lsma145_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 20.62 | -0.34 | + |
| 2023 | 155.54 | 4.70 | 0.03 | - |
| 2024 | 121.00 | -7.65 | -0.06 | - |
| 2025 | 16.76 | -4.12 | -0.25 | - |
| Metric | 11397160:btcusd:triple_med_gx:lsma145_120 | 11397160:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.25% | 31.46% |
| 6M | -4.12% | 12.77% |
| YTD | -4.12% | 16.76% |
| 1Y | -20.09% | 56.84% |
| 3Y (ann.) | -0.28% | 55.31% |
| 5Y (ann.) | 3.4% | 33.36% |
| Metric | 11397160:btcusd:triple_med_gx:lsma145_120 | 11397160:BTCUSD |
|---|---|---|
| Max Drawdown | -27.54% | -67.18% |
| Longest DD Days | 449.0 | 683.0 |
| Avg. Drawdown | -4.16% | -7.17% |
| Avg. Drawdown Days | 52.0 | 37.0 |
| Recovery Factor | 0.43 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2025-06-11 | -27.54 | 376 |
| 2022-09-27 | 2023-12-20 | -12.75 | 449 |
| 2024-04-15 | 2024-05-15 | -7.54 | 30 |
| 2022-02-20 | 2022-03-22 | -6.82 | 30 |
| 2022-07-30 | 2022-09-27 | -6.72 | 58 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2022-05-10 | 2022-07-18 | -6.21 | 69 |
| 2024-01-09 | 2024-03-04 | -5.64 | 54 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-07-19 | 2022-07-30 | -2.27 | 11 |
| Metric | 11397160:btcusd:triple_med_gx:lsma145_120 | 11397160:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 9.99% | 35.75% |
| Worst Week | -14.32% | -29.64% |
| Best Month | 14.44% | 43.77% |
| Worst Month | -14.48% | -37.12% |
| Best Year | 20.62% | 155.54% |
| Worst Year | -7.65% | -60.27% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.9% | -1.04% |
| Avg. Up Week | 4.64% | 8.95% |
| Avg. Down Week | -2.29% | -4.2% |
| Avg. Up Month | 4.45% | 13.72% |
| Avg. Down Month | -3.61% | -9.84% |
| Win Days % | 46.77% | 51.28% |
| Win Month % | 48.65% | 60.98% |
| Win Week % | 35.59% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |