| Metric | 11389855:btcusd:triple_med_gx:lsma120_95 | 11389855:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 21.59% | 172.77% |
| Max Drawdown | -15.12% | -67.18% |
| Sharpe | 0.3 | 0.42 |
| Sortino | 0.43 | 0.61 |
| Payoff Ratio | 1.12 | 1.13 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 106.2 | 2.83 |
| Outlier Loss Ratio | 3.54 | 2.65 |
| Volatility (ann.) | 5.34% | 26.26% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.4 | 0.53 |
| Skew | -3.7 | 0.19 |
| Kurtosis | 209.06 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.48% |
| Expected Yearly % | 5.01% | 28.51% |
| Kelly Criterion | 6.14% | 8.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.23% |
| Expected Shortfall (cVaR) | -0.46% | -2.23% |
| Year | 11389855:BTCUSD | 11389855:btcusd:triple_med_gx:lsma120_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 5.56 | -0.09 | + |
| 2023 | 155.54 | 10.74 | 0.07 | - |
| 2024 | 121.00 | -0.15 | -0.00 | - |
| 2025 | 17.02 | 4.17 | 0.25 | - |
| Metric | 11389855:btcusd:triple_med_gx:lsma120_95 | 11389855:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.9% | 31.76% |
| 6M | 4.17% | 12.25% |
| YTD | 4.17% | 17.02% |
| 1Y | -0.55% | 57.19% |
| 3Y (ann.) | 2.58% | 55.42% |
| 5Y (ann.) | 6.09% | 35.42% |
| Metric | 11389855:btcusd:triple_med_gx:lsma120_95 | 11389855:BTCUSD |
|---|---|---|
| Max Drawdown | -15.12% | -67.18% |
| Longest DD Days | 513.0 | 683.0 |
| Avg. Drawdown | -3.21% | -7.19% |
| Avg. Drawdown Days | 81.0 | 37.0 |
| Recovery Factor | 1.43 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-02-08 | -15.12 | 513 |
| 2024-05-10 | 2025-06-11 | -11.56 | 396 |
| 2022-07-05 | 2022-07-06 | -4.01 | 1 |
| 2024-05-08 | 2024-05-09 | -2.65 | 1 |
| 2022-07-08 | 2022-09-12 | -1.56 | 66 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2024-05-10 | 2024-05-10 | -0.49 | 0 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| 2022-03-17 | 2022-03-17 | -0.18 | 0 |
| Metric | 11389855:btcusd:triple_med_gx:lsma120_95 | 11389855:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.46% | -29.64% |
| Best Month | 10.29% | 43.77% |
| Worst Month | -7.46% | -37.12% |
| Best Year | 10.74% | 155.54% |
| Worst Year | -0.15% | -58.73% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 3.71% | 7.2% |
| Avg. Down Week | -3.54% | -5.73% |
| Avg. Up Month | 4.24% | 18.37% |
| Avg. Down Month | -4.97% | -7.71% |
| Win Days % | 50.36% | 51.3% |
| Win Month % | 59.09% | 60.98% |
| Win Week % | 46.67% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |