| Metric | 11386726:btcusd:triple_med_gx:lsma120_85 | 11386726:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 37.07% | 145.96% |
| Max Drawdown | -12.46% | -67.18% |
| Sharpe | 0.4 | 0.39 |
| Sortino | 0.62 | 0.56 |
| Payoff Ratio | 1.23 | 1.16 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 0.08 | 1.06 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 0.07 | 0.99 |
| Outlier Win Ratio | 65.36 | 3.06 |
| Outlier Loss Ratio | 4.27 | 2.97 |
| Volatility (ann.) | 6.34% | 26.27% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.8 | 0.46 |
| Skew | 1.03 | 0.18 |
| Kurtosis | 52.24 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.22% |
| Expected Yearly % | 8.2% | 25.23% |
| Kelly Criterion | 6.69% | 9.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.23% |
| Expected Shortfall (cVaR) | -0.54% | -2.23% |
| Year | 11386726:BTCUSD | 11386726:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 8.66 | -0.14 | + |
| 2023 | 155.54 | 8.34 | 0.05 | - |
| 2024 | 121.00 | 12.11 | 0.10 | - |
| 2025 | 17.02 | 3.86 | 0.23 | - |
| Metric | 11386726:btcusd:triple_med_gx:lsma120_85 | 11386726:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.96% | 31.76% |
| 6M | 3.86% | 12.25% |
| YTD | 3.86% | 17.02% |
| 1Y | 15.19% | 57.19% |
| 3Y (ann.) | 11.21% | 55.42% |
| 5Y (ann.) | 9.92% | 30.99% |
| Metric | 11386726:btcusd:triple_med_gx:lsma120_85 | 11386726:BTCUSD |
|---|---|---|
| Max Drawdown | -12.46% | -67.18% |
| Longest DD Days | 324.0 | 683.0 |
| Avg. Drawdown | -2.57% | -7.76% |
| Avg. Drawdown Days | 36.0 | 41.0 |
| Recovery Factor | 2.97 | 2.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-11 | -12.46 | 146 |
| 2022-10-06 | 2023-01-09 | -8.34 | 95 |
| 2023-03-20 | 2024-02-07 | -6.74 | 324 |
| 2024-04-08 | 2024-08-22 | -6.09 | 135 |
| 2024-10-21 | 2025-01-14 | -5.42 | 85 |
| 2022-03-11 | 2022-05-02 | -5.32 | 51 |
| 2022-05-02 | 2022-07-04 | -4.95 | 63 |
| 2023-02-24 | 2023-03-17 | -4.00 | 21 |
| 2022-07-05 | 2022-09-10 | -3.83 | 66 |
| 2024-08-25 | 2024-09-18 | -2.62 | 24 |
| Metric | 11386726:btcusd:triple_med_gx:lsma120_85 | 11386726:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 10.51% | 35.75% |
| Worst Week | -9.91% | -29.64% |
| Best Month | 10.19% | 43.77% |
| Worst Month | -9.91% | -37.12% |
| Best Year | 12.11% | 155.54% |
| Worst Year | 3.86% | -62.78% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.64% | -0.69% |
| Avg. Up Week | 3.31% | 8.8% |
| Avg. Down Week | -2.07% | -5.19% |
| Avg. Up Month | 3.68% | 15.51% |
| Avg. Down Month | -2.9% | -12.0% |
| Win Days % | 48.61% | 51.26% |
| Win Month % | 56.67% | 58.54% |
| Win Week % | 51.06% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |