| Metric | 11388316:btcusd:triple_med_gx:lsma120_90 | 11388316:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 40.7% | 147.72% |
| Max Drawdown | -15.07% | -67.18% |
| Sharpe | 0.48 | 0.39 |
| Sortino | 0.72 | 0.57 |
| Payoff Ratio | 1.34 | 1.31 |
| Profit Factor | 1.35 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.88 | 0.72 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 85.26 | 2.89 |
| Outlier Loss Ratio | 4.26 | 2.73 |
| Volatility (ann.) | 5.73% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.72 | 0.47 |
| Skew | -1.47 | 0.18 |
| Kurtosis | 164.86 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.84% | 2.24% |
| Expected Yearly % | 8.91% | 25.46% |
| Kelly Criterion | 10.74% | 14.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.23% |
| Expected Shortfall (cVaR) | -0.49% | -2.23% |
| Year | 11388316:BTCUSD | 11388316:btcusd:triple_med_gx:lsma120_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 17.78 | -0.28 | + |
| 2023 | 155.54 | 0.15 | 0.00 | - |
| 2024 | 121.00 | 4.51 | 0.04 | - |
| 2025 | 17.02 | 14.13 | 0.83 | - |
| Metric | 11388316:btcusd:triple_med_gx:lsma120_90 | 11388316:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.56% | 31.76% |
| 6M | 14.13% | 12.25% |
| YTD | 14.13% | 17.02% |
| 1Y | 14.43% | 57.19% |
| 3Y (ann.) | 7.1% | 55.42% |
| 5Y (ann.) | 10.84% | 31.44% |
| Metric | 11388316:btcusd:triple_med_gx:lsma120_90 | 11388316:BTCUSD |
|---|---|---|
| Max Drawdown | -15.07% | -67.18% |
| Longest DD Days | 952.0 | 683.0 |
| Avg. Drawdown | -2.1% | -7.67% |
| Avg. Drawdown Days | 92.0 | 38.0 |
| Recovery Factor | 2.7 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2025-04-22 | -15.07 | 952 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-03-17 | 2022-05-29 | -2.08 | 73 |
| 2022-05-31 | 2022-07-04 | -1.53 | 34 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-03-15 | 2022-03-15 | -0.45 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-09-12 | 2022-09-12 | -0.24 | 0 |
| 2025-04-23 | 2025-06-11 | -0.21 | 49 |
| 2022-09-11 | 2022-09-11 | -0.18 | 0 |
| Metric | 11388316:btcusd:triple_med_gx:lsma120_90 | 11388316:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.79% | 35.75% |
| Worst Week | -6.28% | -29.64% |
| Best Month | 12.79% | 43.77% |
| Worst Month | -6.28% | -37.12% |
| Best Year | 17.78% | 155.54% |
| Worst Year | 0.15% | -62.52% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.59% | -0.61% |
| Avg. Up Week | 4.23% | 6.95% |
| Avg. Down Week | -2.14% | -4.54% |
| Avg. Up Month | 6.36% | 20.15% |
| Avg. Down Month | -2.71% | -7.53% |
| Win Days % | 48.9% | 51.26% |
| Win Month % | 46.15% | 58.54% |
| Win Week % | 47.22% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |