| Metric | 11385561:btcusd:triple_med_gx:lsma120_80 | 11385561:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 39.64% | 172.77% |
| Max Drawdown | -15.19% | -67.18% |
| Sharpe | 0.45 | 0.42 |
| Sortino | 0.68 | 0.61 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 77.55 | 2.92 |
| Outlier Loss Ratio | 3.86 | 2.81 |
| Volatility (ann.) | 5.99% | 26.26% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.7 | 0.53 |
| Skew | -1.06 | 0.19 |
| Kurtosis | 136.56 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.48% |
| Expected Yearly % | 8.71% | 28.51% |
| Kelly Criterion | 9.03% | 9.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.23% |
| Expected Shortfall (cVaR) | -0.51% | -2.23% |
| Year | 11385561:BTCUSD | 11385561:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 6.53 | -0.11 | + |
| 2023 | 155.54 | 10.78 | 0.07 | - |
| 2024 | 121.00 | 12.67 | 0.10 | - |
| 2025 | 17.02 | 5.02 | 0.29 | - |
| Metric | 11385561:btcusd:triple_med_gx:lsma120_80 | 11385561:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.01% | 31.76% |
| 6M | 5.02% | 12.25% |
| YTD | 5.02% | 17.02% |
| 1Y | 13.47% | 57.19% |
| 3Y (ann.) | 9.0% | 55.42% |
| 5Y (ann.) | 10.62% | 35.42% |
| Metric | 11385561:btcusd:triple_med_gx:lsma120_80 | 11385561:BTCUSD |
|---|---|---|
| Max Drawdown | -15.19% | -67.18% |
| Longest DD Days | 670.0 | 683.0 |
| Avg. Drawdown | -3.11% | -7.19% |
| Avg. Drawdown Days | 53.0 | 37.0 |
| Recovery Factor | 2.61 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-07-14 | -15.19 | 670 |
| 2024-08-26 | 2024-09-19 | -7.71 | 24 |
| 2025-03-20 | 2025-06-11 | -6.21 | 83 |
| 2024-10-21 | 2025-01-15 | -4.92 | 86 |
| 2022-05-26 | 2022-05-30 | -4.66 | 4 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2024-07-16 | 2024-08-25 | -1.85 | 40 |
| 2022-07-08 | 2022-09-12 | -1.80 | 66 |
| 2024-09-20 | 2024-10-20 | -1.74 | 30 |
| Metric | 11385561:btcusd:triple_med_gx:lsma120_80 | 11385561:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.08% | 35.75% |
| Worst Week | -7.69% | -29.64% |
| Best Month | 11.54% | 43.77% |
| Worst Month | -7.69% | -37.12% |
| Best Year | 12.67% | 155.54% |
| Worst Year | 5.02% | -58.73% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.68% | -0.71% |
| Avg. Up Week | 4.22% | 7.59% |
| Avg. Down Week | -3.04% | -4.72% |
| Avg. Up Month | 5.93% | 19.7% |
| Avg. Down Month | -3.69% | -6.71% |
| Win Days % | 50.27% | 51.3% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 52.94% | 50.28% |
| Win Quarter % | 58.33% | 57.14% |
| Win Year % | 100.0% | 75.0% |