| Metric | 11403033:btcusd:triple_med_gx:lsma120_140 | 11403033:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 8.2% | 161.99% |
| Max Drawdown | -17.43% | -67.18% |
| Sharpe | 0.14 | 0.41 |
| Sortino | 0.22 | 0.59 |
| Payoff Ratio | 1.26 | 1.26 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.58 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 108.99 | 2.85 |
| Outlier Loss Ratio | 4.1 | 2.74 |
| Volatility (ann.) | 5.21% | 26.28% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.14 | 0.5 |
| Skew | 3.38 | 0.18 |
| Kurtosis | 186.81 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.38% |
| Expected Yearly % | 1.99% | 27.22% |
| Kelly Criterion | -3.9% | 12.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.23% |
| Expected Shortfall (cVaR) | -0.45% | -2.23% |
| Year | 11403033:BTCUSD | 11403033:btcusd:triple_med_gx:lsma120_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 6.83 | -0.11 | + |
| 2023 | 155.54 | 6.24 | 0.04 | - |
| 2024 | 121.00 | -9.83 | -0.08 | - |
| 2025 | 16.76 | 5.73 | 0.34 | - |
| Metric | 11403033:btcusd:triple_med_gx:lsma120_140 | 11403033:BTCUSD |
|---|---|---|
| MTD | 0.51% | 4.16% |
| 3M | 5.07% | 31.46% |
| 6M | 5.32% | 12.77% |
| YTD | 5.73% | 16.76% |
| 1Y | 4.02% | 56.84% |
| 3Y (ann.) | 1.83% | 55.31% |
| 5Y (ann.) | 2.38% | 33.33% |
| Metric | 11403033:btcusd:triple_med_gx:lsma120_140 | 11403033:BTCUSD |
|---|---|---|
| Max Drawdown | -17.43% | -67.18% |
| Longest DD Days | 646.0 | 683.0 |
| Avg. Drawdown | -3.27% | -6.97% |
| Avg. Drawdown Days | 95.0 | 36.0 |
| Recovery Factor | 0.47 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-04 | 2025-06-11 | -17.43 | 646 |
| 2022-08-13 | 2023-08-29 | -6.47 | 381 |
| 2022-04-26 | 2022-06-23 | -6.09 | 57 |
| 2022-04-23 | 2022-04-25 | -2.49 | 2 |
| 2022-03-05 | 2022-04-21 | -2.19 | 46 |
| 2022-06-23 | 2022-06-23 | -1.54 | 0 |
| 2022-06-24 | 2022-06-24 | -1.03 | 0 |
| 2022-06-24 | 2022-06-24 | -0.99 | 0 |
| 2022-02-28 | 2022-03-05 | -0.47 | 4 |
| 2023-09-03 | 2023-09-03 | -0.22 | 0 |
| Metric | 11403033:btcusd:triple_med_gx:lsma120_140 | 11403033:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 6.34% | 35.75% |
| Worst Week | -6.28% | -29.64% |
| Best Month | 5.89% | 43.77% |
| Worst Month | -8.67% | -37.12% |
| Best Year | 6.83% | 155.54% |
| Worst Year | -9.83% | -60.27% |
| Avg. Up Day | 0.88% | 0.93% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 1.84% | 7.8% |
| Avg. Down Week | -1.78% | -3.51% |
| Avg. Up Month | 1.23% | 8.6% |
| Avg. Down Month | -2.08% | -11.17% |
| Win Days % | 42.03% | 51.27% |
| Win Month % | 55.88% | 60.98% |
| Win Week % | 48.0% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |