| Metric | 11386882:btcusd:triple_med_gx:lsma120_85 | 11386882:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 45.51% | 147.72% |
| Max Drawdown | -15.07% | -67.18% |
| Sharpe | 0.5 | 0.39 |
| Sortino | 0.75 | 0.57 |
| Payoff Ratio | 1.31 | 1.23 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.86 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 76.74 | 2.92 |
| Outlier Loss Ratio | 4.13 | 2.75 |
| Volatility (ann.) | 6.03% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.79 | 0.47 |
| Skew | -1.25 | 0.18 |
| Kurtosis | 139.27 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.24% |
| Expected Yearly % | 9.83% | 25.46% |
| Kelly Criterion | 10.21% | 11.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.23% |
| Expected Shortfall (cVaR) | -0.51% | -2.23% |
| Year | 11386882:BTCUSD | 11386882:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 15.11 | -0.24 | + |
| 2023 | 155.54 | 6.22 | 0.04 | - |
| 2024 | 121.00 | 4.91 | 0.04 | - |
| 2025 | 17.02 | 13.43 | 0.79 | - |
| Metric | 11386882:btcusd:triple_med_gx:lsma120_85 | 11386882:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.44% | 31.76% |
| 6M | 13.43% | 12.25% |
| YTD | 13.43% | 17.02% |
| 1Y | 15.89% | 57.19% |
| 3Y (ann.) | 10.44% | 55.42% |
| 5Y (ann.) | 11.97% | 31.44% |
| Metric | 11386882:btcusd:triple_med_gx:lsma120_85 | 11386882:BTCUSD |
|---|---|---|
| Max Drawdown | -15.07% | -67.18% |
| Longest DD Days | 413.0 | 683.0 |
| Avg. Drawdown | -2.78% | -7.67% |
| Avg. Drawdown Days | 58.0 | 38.0 |
| Recovery Factor | 3.02 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-05-28 | -15.07 | 257 |
| 2023-05-29 | 2024-07-15 | -9.89 | 413 |
| 2024-08-26 | 2025-03-19 | -5.99 | 205 |
| 2025-03-20 | 2025-04-22 | -4.57 | 33 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| 2022-05-31 | 2022-07-03 | -0.61 | 33 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| Metric | 11386882:btcusd:triple_med_gx:lsma120_85 | 11386882:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.42% | 35.75% |
| Worst Week | -6.28% | -29.64% |
| Best Month | 14.42% | 43.77% |
| Worst Month | -6.28% | -37.12% |
| Best Year | 15.11% | 155.54% |
| Worst Year | 4.91% | -62.52% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.62% | -0.66% |
| Avg. Up Week | 3.94% | 8.31% |
| Avg. Down Week | -2.26% | -4.85% |
| Avg. Up Month | 6.32% | 18.31% |
| Avg. Down Month | -2.88% | -7.71% |
| Win Days % | 49.11% | 51.26% |
| Win Month % | 52.0% | 58.54% |
| Win Week % | 51.35% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 75.0% |