| Metric | 11386915:btcusd:triple_med_gx:lsma120_85 | 11386915:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 29.51% | 152.93% |
| Max Drawdown | -14.54% | -67.18% |
| Sharpe | 0.36 | 0.4 |
| Sortino | 0.51 | 0.58 |
| Payoff Ratio | 1.17 | 1.18 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 86.17 | 2.89 |
| Outlier Loss Ratio | 3.65 | 2.74 |
| Volatility (ann.) | 5.96% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.56 | 0.48 |
| Skew | -2.59 | 0.18 |
| Kurtosis | 155.65 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.63% | 2.29% |
| Expected Yearly % | 6.68% | 26.11% |
| Kelly Criterion | 7.12% | 9.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.23% |
| Expected Shortfall (cVaR) | -0.51% | -2.23% |
| Year | 11386915:BTCUSD | 11386915:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 13.18 | -0.21 | + |
| 2023 | 155.54 | 5.49 | 0.04 | - |
| 2024 | 121.00 | 1.47 | 0.01 | - |
| 2025 | 17.02 | 6.90 | 0.41 | - |
| Metric | 11386915:btcusd:triple_med_gx:lsma120_85 | 11386915:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.36% | 31.76% |
| 6M | 6.9% | 12.25% |
| YTD | 6.9% | 17.02% |
| 1Y | 4.47% | 57.19% |
| 3Y (ann.) | 6.1% | 55.42% |
| 5Y (ann.) | 8.11% | 32.3% |
| Metric | 11386915:btcusd:triple_med_gx:lsma120_85 | 11386915:BTCUSD |
|---|---|---|
| Max Drawdown | -14.54% | -67.18% |
| Longest DD Days | 604.0 | 683.0 |
| Avg. Drawdown | -3.15% | -7.61% |
| Avg. Drawdown Days | 80.0 | 38.0 |
| Recovery Factor | 2.03 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-05-09 | -14.54 | 604 |
| 2024-07-16 | 2025-06-11 | -11.02 | 330 |
| 2024-05-10 | 2024-07-15 | -4.55 | 65 |
| 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 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-05-10 | 2024-05-10 | -0.49 | 0 |
| 2022-05-31 | 2022-07-03 | -0.26 | 33 |
| Metric | 11386915:btcusd:triple_med_gx:lsma120_85 | 11386915:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.14% | 35.75% |
| Worst Week | -7.42% | -29.64% |
| Best Month | 14.14% | 43.77% |
| Worst Month | -7.59% | -37.12% |
| Best Year | 13.18% | 155.54% |
| Worst Year | 1.47% | -61.73% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.71% | -0.71% |
| Avg. Up Week | 3.82% | 8.08% |
| Avg. Down Week | -3.36% | -5.5% |
| Avg. Up Month | 5.93% | 20.39% |
| Avg. Down Month | -5.01% | -7.71% |
| Win Days % | 49.85% | 51.27% |
| Win Month % | 59.09% | 60.98% |
| Win Week % | 54.55% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 75.0% |