| Metric | 11388192:btcusd:triple_med_gx:lsma120_90 | 11388192:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 22.07% | 154.86% |
| Max Drawdown | -21.09% | -67.18% |
| Sharpe | 0.27 | 0.4 |
| Sortino | 0.4 | 0.58 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 74.88 | 2.98 |
| Outlier Loss Ratio | 3.96 | 2.89 |
| Volatility (ann.) | 6.15% | 26.25% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.29 | 0.48 |
| Skew | -0.56 | 0.18 |
| Kurtosis | 75.03 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.31% |
| Expected Yearly % | 5.11% | 26.35% |
| Kelly Criterion | 4.23% | 5.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.23% |
| Expected Shortfall (cVaR) | -0.52% | -2.23% |
| Year | 11388192:BTCUSD | 11388192:btcusd:triple_med_gx:lsma120_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 17.20 | -0.28 | + |
| 2023 | 155.54 | 2.42 | 0.02 | - |
| 2024 | 121.00 | 7.95 | 0.07 | - |
| 2025 | 17.02 | -5.79 | -0.34 | - |
| Metric | 11388192:btcusd:triple_med_gx:lsma120_90 | 11388192:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.05% | 31.76% |
| 6M | -5.79% | 12.25% |
| YTD | -5.79% | 17.02% |
| 1Y | 4.31% | 57.19% |
| 3Y (ann.) | 4.95% | 55.42% |
| 5Y (ann.) | 6.17% | 32.42% |
| Metric | 11388192:btcusd:triple_med_gx:lsma120_90 | 11388192:BTCUSD |
|---|---|---|
| Max Drawdown | -21.09% | -67.18% |
| Longest DD Days | 548.0 | 683.0 |
| Avg. Drawdown | -2.94% | -7.12% |
| Avg. Drawdown Days | 37.0 | 37.0 |
| Recovery Factor | 1.05 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-11 | -21.09 | 146 |
| 2023-03-20 | 2024-09-19 | -11.48 | 548 |
| 2024-09-20 | 2025-01-15 | -7.01 | 117 |
| 2022-10-06 | 2023-01-09 | -6.54 | 95 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-03-12 | 2022-03-14 | -3.53 | 2 |
| 2022-05-02 | 2022-05-05 | -3.50 | 3 |
| 2022-05-05 | 2022-05-29 | -3.48 | 24 |
| 2023-03-01 | 2023-03-19 | -2.89 | 18 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| Metric | 11388192:btcusd:triple_med_gx:lsma120_90 | 11388192:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 9.38% | 35.75% |
| Worst Week | -17.37% | -29.64% |
| Best Month | 9.38% | 43.77% |
| Worst Month | -17.37% | -37.12% |
| Best Year | 17.2% | 155.54% |
| Worst Year | -5.79% | -61.44% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.68% | -0.74% |
| Avg. Up Week | 3.37% | 7.86% |
| Avg. Down Week | -2.45% | -4.33% |
| Avg. Up Month | 4.04% | 15.91% |
| Avg. Down Month | -4.3% | -9.46% |
| Win Days % | 48.72% | 51.28% |
| Win Month % | 53.57% | 60.98% |
| Win Week % | 51.22% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |