| Metric | 11402871:btcusd:triple_med_gx:lsma120_135 | 11402871:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 21.48% | 147.16% |
| Max Drawdown | -14.12% | -67.18% |
| Sharpe | 0.28 | 0.39 |
| Sortino | 0.51 | 0.57 |
| Payoff Ratio | 1.3 | 1.14 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.76 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 110.34 | 2.71 |
| Outlier Loss Ratio | 3.49 | 2.63 |
| Volatility (ann.) | 5.82% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.43 | 0.47 |
| Skew | 9.37 | 0.18 |
| Kurtosis | 300.68 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.23% |
| Expected Yearly % | 4.98% | 25.39% |
| Kelly Criterion | 4.64% | 8.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.23% |
| Expected Shortfall (cVaR) | -0.5% | -2.23% |
| Year | 11402871:BTCUSD | 11402871:btcusd:triple_med_gx:lsma120_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 17.17 | -0.27 | + |
| 2023 | 155.54 | 1.12 | 0.01 | - |
| 2024 | 121.00 | 4.25 | 0.04 | - |
| 2025 | 16.76 | -1.65 | -0.10 | - |
| Metric | 11402871:btcusd:triple_med_gx:lsma120_135 | 11402871:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.24% | 31.46% |
| 6M | -1.65% | 12.77% |
| YTD | -1.65% | 16.76% |
| 1Y | 10.03% | 56.84% |
| 3Y (ann.) | 0.62% | 55.31% |
| 5Y (ann.) | 6.04% | 31.36% |
| Metric | 11402871:btcusd:triple_med_gx:lsma120_135 | 11402871:BTCUSD |
|---|---|---|
| Max Drawdown | -14.12% | -67.18% |
| Longest DD Days | 726.0 | 683.0 |
| Avg. Drawdown | -5.04% | -7.67% |
| Avg. Drawdown Days | 149.0 | 38.0 |
| Recovery Factor | 1.52 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2024-08-08 | -14.12 | 726 |
| 2022-05-13 | 2022-08-12 | -7.93 | 91 |
| 2024-10-12 | 2025-06-11 | -7.75 | 241 |
| 2022-03-02 | 2022-04-14 | -3.83 | 43 |
| 2022-04-14 | 2022-05-13 | -3.30 | 28 |
| 2024-08-09 | 2024-10-11 | -2.57 | 63 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2022-02-28 | 2022-02-28 | -0.18 | 0 |
| Metric | 11402871:btcusd:triple_med_gx:lsma120_135 | 11402871:BTCUSD |
|---|---|---|
| Best Day | 8.43% | 9.33% |
| Worst Day | -4.46% | -9.32% |
| Best Week | 12.78% | 35.75% |
| Worst Week | -4.63% | -29.64% |
| Best Month | 12.44% | 43.77% |
| Worst Month | -4.63% | -37.12% |
| Best Year | 17.17% | 155.54% |
| Worst Year | -1.65% | -62.52% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.75% | -0.87% |
| Avg. Up Week | 1.51% | 6.22% |
| Avg. Down Week | -1.37% | -5.57% |
| Avg. Up Month | 1.49% | 11.37% |
| Avg. Down Month | -1.36% | -7.66% |
| Win Days % | 46.05% | 51.25% |
| Win Month % | 51.85% | 58.54% |
| Win Week % | 45.95% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |