| Metric | 11384143:btcusd:triple_med_gx:lsma120_75 | 11384143:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 50.22% | 147.72% |
| Max Drawdown | -15.69% | -67.18% |
| Sharpe | 0.5 | 0.39 |
| Sortino | 0.75 | 0.57 |
| Payoff Ratio | 1.28 | 1.24 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.84 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 67.79 | 3.0 |
| Outlier Loss Ratio | 4.08 | 2.83 |
| Volatility (ann.) | 6.62% | 26.27% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.83 | 0.47 |
| Skew | -0.95 | 0.18 |
| Kurtosis | 113.63 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.24% |
| Expected Yearly % | 10.71% | 25.46% |
| Kelly Criterion | 10.12% | 12.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.23% |
| Expected Shortfall (cVaR) | -0.56% | -2.23% |
| Year | 11384143:BTCUSD | 11384143:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 13.12 | -0.21 | + |
| 2023 | 155.54 | 8.50 | 0.05 | - |
| 2024 | 121.00 | 8.13 | 0.07 | - |
| 2025 | 17.02 | 13.19 | 0.77 | - |
| Metric | 11384143:btcusd:triple_med_gx:lsma120_75 | 11384143:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.38% | 31.76% |
| 6M | 13.19% | 12.25% |
| YTD | 13.19% | 17.02% |
| 1Y | 25.73% | 57.19% |
| 3Y (ann.) | 11.85% | 55.42% |
| 5Y (ann.) | 13.05% | 31.44% |
| Metric | 11384143:btcusd:triple_med_gx:lsma120_75 | 11384143:BTCUSD |
|---|---|---|
| Max Drawdown | -15.69% | -67.18% |
| Longest DD Days | 710.0 | 683.0 |
| Avg. Drawdown | -2.72% | -7.67% |
| Avg. Drawdown Days | 54.0 | 38.0 |
| Recovery Factor | 3.2 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-08-23 | -15.69 | 710 |
| 2025-03-20 | 2025-04-22 | -6.09 | 33 |
| 2024-10-21 | 2025-01-15 | -4.92 | 86 |
| 2022-05-25 | 2022-05-30 | -4.50 | 4 |
| 2025-01-16 | 2025-03-19 | -4.02 | 62 |
| 2024-08-26 | 2024-09-19 | -3.95 | 24 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-01 | 2022-07-04 | -2.31 | 2 |
| 2024-09-20 | 2024-10-20 | -1.74 | 30 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| Metric | 11384143:btcusd:triple_med_gx:lsma120_75 | 11384143:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -8.14% | -29.64% |
| Best Month | 13.51% | 43.77% |
| Worst Month | -8.11% | -37.12% |
| Best Year | 13.19% | 155.54% |
| Worst Year | 8.13% | -62.52% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.64% | -0.66% |
| Avg. Up Week | 4.96% | 9.26% |
| Avg. Down Week | -3.12% | -4.59% |
| Avg. Up Month | 7.04% | 18.31% |
| Avg. Down Month | -3.02% | -5.5% |
| Win Days % | 49.55% | 51.26% |
| Win Month % | 54.17% | 58.54% |
| Win Week % | 52.63% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 75.0% |