| Metric | 11391140:btcusd:triple_med_gx:lsma120_100 | 11391140:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 25.23% | 145.96% |
| Max Drawdown | -15.43% | -67.18% |
| Sharpe | 0.35 | 0.39 |
| Sortino | 0.52 | 0.56 |
| Payoff Ratio | 1.24 | 1.14 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.76 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 101.94 | 2.82 |
| Outlier Loss Ratio | 3.84 | 2.63 |
| Volatility (ann.) | 5.16% | 26.27% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.45 | 0.46 |
| Skew | -0.53 | 0.18 |
| Kurtosis | 116.75 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.22% |
| Expected Yearly % | 5.79% | 25.23% |
| Kelly Criterion | 6.9% | 8.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.23% |
| Expected Shortfall (cVaR) | -0.44% | -2.23% |
| Year | 11391140:BTCUSD | 11391140:btcusd:triple_med_gx:lsma120_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 3.10 | -0.05 | + |
| 2023 | 155.54 | 9.15 | 0.06 | - |
| 2024 | 121.00 | 10.96 | 0.09 | - |
| 2025 | 17.02 | 0.28 | 0.02 | - |
| Metric | 11391140:btcusd:triple_med_gx:lsma120_100 | 11391140:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.73% | 31.76% |
| 6M | 0.28% | 12.25% |
| YTD | 0.28% | 17.02% |
| 1Y | 6.66% | 57.19% |
| 3Y (ann.) | 7.89% | 55.42% |
| 5Y (ann.) | 6.98% | 30.99% |
| Metric | 11391140:btcusd:triple_med_gx:lsma120_100 | 11391140:BTCUSD |
|---|---|---|
| Max Drawdown | -15.43% | -67.18% |
| Longest DD Days | 171.0 | 683.0 |
| Avg. Drawdown | -2.65% | -7.76% |
| Avg. Drawdown Days | 41.0 | 41.0 |
| Recovery Factor | 1.64 | 2.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-11 | -15.43 | 146 |
| 2022-03-15 | 2022-07-04 | -6.13 | 111 |
| 2024-04-12 | 2024-08-23 | -5.41 | 133 |
| 2022-10-08 | 2023-03-19 | -5.26 | 162 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2022-03-13 | 2022-03-14 | -3.58 | 1 |
| 2024-09-20 | 2024-10-24 | -3.27 | 34 |
| 2023-03-20 | 2023-09-07 | -2.64 | 171 |
| 2023-09-08 | 2023-10-20 | -2.12 | 42 |
| Metric | 11391140:btcusd:triple_med_gx:lsma120_100 | 11391140:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 10.16% | 35.75% |
| Worst Week | -13.65% | -29.64% |
| Best Month | 10.16% | 43.77% |
| Worst Month | -13.83% | -37.12% |
| Best Year | 10.96% | 155.54% |
| Worst Year | 0.28% | -62.78% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.65% | -0.72% |
| Avg. Up Week | 2.96% | 6.8% |
| Avg. Down Week | -2.47% | -6.4% |
| Avg. Up Month | 2.94% | 16.56% |
| Avg. Down Month | -3.3% | -12.58% |
| Win Days % | 48.47% | 51.26% |
| Win Month % | 66.67% | 58.54% |
| Win Week % | 55.88% | 50.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |