| Metric | 11402976:btcusd:triple_med_gx:lsma120_140 | 11402976:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -2.92% | 161.99% |
| Max Drawdown | -21.34% | -67.18% |
| Sharpe | -0.01 | 0.41 |
| Sortino | -0.02 | 0.59 |
| Payoff Ratio | 1.22 | 1.09 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.49 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 107.16 | 2.84 |
| Outlier Loss Ratio | 4.25 | 2.72 |
| Volatility (ann.) | 5.62% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.04 | 0.5 |
| Skew | 7.21 | 0.18 |
| Kurtosis | 285.24 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.07% | 2.38% |
| Expected Yearly % | -0.74% | 27.22% |
| Kelly Criterion | -8.61% | 6.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.23% |
| Expected Shortfall (cVaR) | -0.48% | -2.23% |
| Year | 11402976:BTCUSD | 11402976:btcusd:triple_med_gx:lsma120_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 7.89 | -0.13 | + |
| 2023 | 155.54 | 8.74 | 0.06 | - |
| 2024 | 121.00 | -10.61 | -0.09 | - |
| 2025 | 16.76 | -7.43 | -0.44 | - |
| Metric | 11402976:btcusd:triple_med_gx:lsma120_140 | 11402976:BTCUSD |
|---|---|---|
| MTD | 1.14% | 4.16% |
| 3M | -3.15% | 31.46% |
| 6M | -7.51% | 12.77% |
| YTD | -7.43% | 16.76% |
| 1Y | -12.08% | 56.84% |
| 3Y (ann.) | -2.48% | 55.31% |
| 5Y (ann.) | -0.88% | 33.33% |
| Metric | 11402976:btcusd:triple_med_gx:lsma120_140 | 11402976:BTCUSD |
|---|---|---|
| Max Drawdown | -21.34% | -67.18% |
| Longest DD Days | 523.0 | 683.0 |
| Avg. Drawdown | -2.99% | -6.97% |
| Avg. Drawdown Days | 63.0 | 36.0 |
| Recovery Factor | -0.14 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-04 | 2025-06-11 | -21.34 | 523 |
| 2023-04-11 | 2023-08-29 | -6.11 | 139 |
| 2022-05-17 | 2022-06-24 | -5.98 | 38 |
| 2022-10-09 | 2023-03-13 | -3.34 | 155 |
| 2022-04-20 | 2022-04-25 | -3.08 | 5 |
| 2023-09-02 | 2023-12-01 | -2.22 | 90 |
| 2022-08-15 | 2022-09-07 | -2.17 | 23 |
| 2022-06-24 | 2022-06-24 | -0.99 | 0 |
| 2022-04-26 | 2022-04-27 | -0.66 | 1 |
| 2022-03-04 | 2022-03-09 | -0.56 | 4 |
| Metric | 11402976:btcusd:triple_med_gx:lsma120_140 | 11402976:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.13% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -6.45% | -29.64% |
| Best Month | 8.6% | 43.77% |
| Worst Month | -6.12% | -37.12% |
| Best Year | 8.74% | 155.54% |
| Worst Year | -10.61% | -60.27% |
| Avg. Up Day | 0.82% | 0.87% |
| Avg. Down Day | -0.67% | -0.79% |
| Avg. Up Week | 2.15% | 7.75% |
| Avg. Down Week | -1.97% | -3.27% |
| Avg. Up Month | 2.74% | 11.81% |
| Avg. Down Month | -2.52% | -9.17% |
| Win Days % | 40.36% | 51.27% |
| Win Month % | 42.86% | 60.98% |
| Win Week % | 41.07% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |