| Metric | 11384212:btcusd:triple_med_gx:lsma120_75 | 11384212:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 33.16% | 172.77% |
| Max Drawdown | -15.11% | -67.18% |
| Sharpe | 0.37 | 0.42 |
| Sortino | 0.55 | 0.61 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.72 | 0.65 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 72.68 | 2.93 |
| Outlier Loss Ratio | 3.9 | 2.9 |
| Volatility (ann.) | 6.36% | 26.26% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.6 | 0.53 |
| Skew | -1.23 | 0.19 |
| Kurtosis | 122.46 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.7% | 2.48% |
| Expected Yearly % | 7.42% | 28.51% |
| Kelly Criterion | 6.93% | 9.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.23% |
| Expected Shortfall (cVaR) | -0.54% | -2.23% |
| Year | 11384212:BTCUSD | 11384212:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 7.70 | -0.13 | + |
| 2023 | 155.54 | 11.29 | 0.07 | - |
| 2024 | 121.00 | 5.13 | 0.04 | - |
| 2025 | 17.02 | 5.68 | 0.33 | - |
| Metric | 11384212:btcusd:triple_med_gx:lsma120_75 | 11384212:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.64% | 31.76% |
| 6M | 5.68% | 12.25% |
| YTD | 5.68% | 17.02% |
| 1Y | 13.06% | 57.19% |
| 3Y (ann.) | 6.91% | 55.42% |
| 5Y (ann.) | 9.04% | 35.42% |
| Metric | 11384212:btcusd:triple_med_gx:lsma120_75 | 11384212:BTCUSD |
|---|---|---|
| Max Drawdown | -15.11% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -3.91% | -7.19% |
| Avg. Drawdown Days | 59.0 | 37.0 |
| Recovery Factor | 2.19 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-05-28 | -15.11 | 257 |
| 2023-05-29 | 2024-08-23 | -13.31 | 452 |
| 2024-08-26 | 2025-01-15 | -9.65 | 142 |
| 2025-03-20 | 2025-05-22 | -4.71 | 63 |
| 2022-05-25 | 2022-05-30 | -4.50 | 4 |
| 2025-05-23 | 2025-06-11 | -3.93 | 19 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-15 | 2025-03-19 | -3.71 | 4 |
| 2022-07-01 | 2022-07-04 | -2.49 | 2 |
| 2022-07-08 | 2022-09-12 | -1.56 | 66 |
| Metric | 11384212:btcusd:triple_med_gx:lsma120_75 | 11384212:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.08% | 35.75% |
| Worst Week | -7.88% | -29.64% |
| Best Month | 10.43% | 43.77% |
| Worst Month | -7.96% | -37.12% |
| Best Year | 11.29% | 155.54% |
| Worst Year | 5.13% | -58.73% |
| Avg. Up Day | 0.81% | 0.81% |
| Avg. Down Day | -0.69% | -0.69% |
| Avg. Up Week | 4.68% | 8.72% |
| Avg. Down Week | -3.42% | -5.35% |
| Avg. Up Month | 5.54% | 19.32% |
| Avg. Down Month | -2.23% | -5.79% |
| Win Days % | 49.76% | 51.3% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 44.44% | 50.28% |
| Win Quarter % | 58.33% | 57.14% |
| Win Year % | 100.0% | 75.0% |