| Metric | 11382870:btcusd:triple_med_gx:lsma120_70 | 11382870:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 27.34% | 152.93% |
| Max Drawdown | -14.42% | -67.18% |
| Sharpe | 0.29 | 0.4 |
| Sortino | 0.43 | 0.58 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 64.47 | 3.02 |
| Outlier Loss Ratio | 3.75 | 3.01 |
| Volatility (ann.) | 7.13% | 26.28% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.52 | 0.48 |
| Skew | -0.39 | 0.18 |
| Kurtosis | 96.83 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.29% |
| Expected Yearly % | 6.23% | 26.11% |
| Kelly Criterion | 4.96% | 8.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.23% |
| Expected Shortfall (cVaR) | -0.61% | -2.23% |
| Year | 11382870:BTCUSD | 11382870:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 14.88 | -0.24 | + |
| 2023 | 155.54 | 14.81 | 0.10 | - |
| 2024 | 121.00 | 0.90 | 0.01 | - |
| 2025 | 17.02 | -4.31 | -0.25 | - |
| Metric | 11382870:btcusd:triple_med_gx:lsma120_70 | 11382870:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.75% | 31.76% |
| 6M | -4.31% | 12.25% |
| YTD | -4.31% | 17.02% |
| 1Y | 2.16% | 57.19% |
| 3Y (ann.) | 6.05% | 55.42% |
| 5Y (ann.) | 7.56% | 32.3% |
| Metric | 11382870:btcusd:triple_med_gx:lsma120_70 | 11382870:BTCUSD |
|---|---|---|
| Max Drawdown | -14.42% | -67.18% |
| Longest DD Days | 814.0 | 683.0 |
| Avg. Drawdown | -3.68% | -7.61% |
| Avg. Drawdown Days | 80.0 | 38.0 |
| Recovery Factor | 1.9 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-17 | -14.42 | 184 |
| 2023-03-20 | 2025-06-11 | -13.62 | 814 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-05-31 | 2022-06-30 | -0.26 | 30 |
| 2022-09-12 | 2022-09-12 | -0.24 | 0 |
| Metric | 11382870:btcusd:triple_med_gx:lsma120_70 | 11382870:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -7.42% | -29.64% |
| Best Month | 9.84% | 43.77% |
| Worst Month | -7.65% | -37.12% |
| Best Year | 14.88% | 155.54% |
| Worst Year | -4.31% | -61.73% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.74% | -0.74% |
| Avg. Up Week | 4.47% | 8.97% |
| Avg. Down Week | -3.41% | -4.75% |
| Avg. Up Month | 5.48% | 18.5% |
| Avg. Down Month | -3.34% | -6.44% |
| Win Days % | 49.35% | 51.27% |
| Win Month % | 52.0% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 75.0% | 75.0% |