| Metric | 11388350:btcusd:triple_med_gx:lsma120_90 | 11388350:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 27.17% | 152.93% |
| Max Drawdown | -15.55% | -67.18% |
| Sharpe | 0.34 | 0.4 |
| Sortino | 0.48 | 0.58 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.74 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 91.01 | 2.87 |
| Outlier Loss Ratio | 3.55 | 2.7 |
| Volatility (ann.) | 5.85% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.48 | 0.48 |
| Skew | -2.82 | 0.18 |
| Kurtosis | 166.32 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.29% |
| Expected Yearly % | 6.19% | 26.11% |
| Kelly Criterion | 7.9% | 9.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.23% |
| Expected Shortfall (cVaR) | -0.5% | -2.23% |
| Year | 11388350:BTCUSD | 11388350:btcusd:triple_med_gx:lsma120_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 15.34 | -0.25 | + |
| 2023 | 155.54 | 3.22 | 0.02 | - |
| 2024 | 121.00 | 1.01 | 0.01 | - |
| 2025 | 17.02 | 5.75 | 0.34 | - |
| Metric | 11388350:btcusd:triple_med_gx:lsma120_90 | 11388350:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.25% | 31.76% |
| 6M | 5.75% | 12.25% |
| YTD | 5.75% | 17.02% |
| 1Y | 2.53% | 57.19% |
| 3Y (ann.) | 4.08% | 55.42% |
| 5Y (ann.) | 7.52% | 32.3% |
| Metric | 11388350:btcusd:triple_med_gx:lsma120_90 | 11388350:BTCUSD |
|---|---|---|
| Max Drawdown | -15.55% | -67.18% |
| Longest DD Days | 1001.0 | 683.0 |
| Avg. Drawdown | -2.09% | -7.61% |
| Avg. Drawdown Days | 94.0 | 38.0 |
| Recovery Factor | 1.75 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2025-06-11 | -15.55 | 1001 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-05-31 | 2022-07-04 | -0.26 | 34 |
| 2022-09-12 | 2022-09-12 | -0.24 | 0 |
| 2022-09-11 | 2022-09-11 | -0.18 | 0 |
| 2022-03-17 | 2022-03-17 | -0.18 | 0 |
| 2022-05-27 | 2022-05-28 | -0.18 | 0 |
| 2022-05-28 | 2022-05-28 | -0.05 | 0 |
| Metric | 11388350:btcusd:triple_med_gx:lsma120_90 | 11388350:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 13.84% | 35.75% |
| Worst Week | -7.38% | -29.64% |
| Best Month | 13.84% | 43.77% |
| Worst Month | -7.38% | -37.12% |
| Best Year | 15.34% | 155.54% |
| Worst Year | 1.01% | -61.73% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 3.94% | 7.11% |
| Avg. Down Week | -3.0% | -5.5% |
| Avg. Up Month | 5.42% | 18.73% |
| Avg. Down Month | -3.06% | -8.29% |
| Win Days % | 50.16% | 51.27% |
| Win Month % | 52.17% | 60.98% |
| Win Week % | 48.48% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |