| Metric | 11386950:btcusd:triple_med_gx:lsma120_85 | 11386950:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 34.25% | 172.77% |
| Max Drawdown | -15.19% | -67.18% |
| Sharpe | 0.41 | 0.42 |
| Sortino | 0.6 | 0.61 |
| Payoff Ratio | 1.22 | 1.21 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 84.88 | 2.89 |
| Outlier Loss Ratio | 3.75 | 2.74 |
| Volatility (ann.) | 5.86% | 26.26% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.61 | 0.53 |
| Skew | -1.92 | 0.19 |
| Kurtosis | 157.23 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.48% |
| Expected Yearly % | 7.64% | 28.51% |
| Kelly Criterion | 9.0% | 10.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.23% |
| Expected Shortfall (cVaR) | -0.5% | -2.23% |
| Year | 11386950:BTCUSD | 11386950:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 9.82 | -0.17 | + |
| 2023 | 155.54 | 11.83 | 0.08 | - |
| 2024 | 121.00 | 7.94 | 0.07 | - |
| 2025 | 17.02 | 1.28 | 0.07 | - |
| Metric | 11386950:btcusd:triple_med_gx:lsma120_85 | 11386950:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.91% | 31.76% |
| 6M | 1.28% | 12.25% |
| YTD | 1.28% | 17.02% |
| 1Y | 1.99% | 57.19% |
| 3Y (ann.) | 6.98% | 55.42% |
| 5Y (ann.) | 9.31% | 35.42% |
| Metric | 11386950:btcusd:triple_med_gx:lsma120_85 | 11386950:BTCUSD |
|---|---|---|
| Max Drawdown | -15.19% | -67.18% |
| Longest DD Days | 513.0 | 683.0 |
| Avg. Drawdown | -3.34% | -7.19% |
| Avg. Drawdown Days | 70.0 | 37.0 |
| Recovery Factor | 2.26 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-02-08 | -15.19 | 513 |
| 2024-07-16 | 2025-03-19 | -9.17 | 246 |
| 2025-03-20 | 2025-06-11 | -7.23 | 83 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2022-07-08 | 2022-09-12 | -1.56 | 66 |
| 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 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| Metric | 11386950:btcusd:triple_med_gx:lsma120_85 | 11386950:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.77% | 35.75% |
| Worst Week | -7.46% | -29.64% |
| Best Month | 12.77% | 43.77% |
| Worst Month | -7.46% | -37.12% |
| Best Year | 11.83% | 155.54% |
| Worst Year | 1.28% | -58.73% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 4.29% | 8.08% |
| Avg. Down Week | -3.97% | -5.22% |
| Avg. Up Month | 6.53% | 21.28% |
| Avg. Down Month | -3.93% | -6.71% |
| Win Days % | 50.0% | 51.3% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 53.12% | 50.28% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 75.0% |