| Metric | 11391169:btcusd:triple_med_gx:lsma120_100 | 11391169:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 15.91% | 176.8% |
| Max Drawdown | -16.58% | -67.18% |
| Sharpe | 0.24 | 0.42 |
| Sortino | 0.33 | 0.6 |
| Payoff Ratio | 1.17 | 1.1 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 106.53 | 2.8 |
| Outlier Loss Ratio | 3.68 | 2.64 |
| Volatility (ann.) | 5.13% | 26.02% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.27 | 0.51 |
| Skew | -1.8 | 0.18 |
| Kurtosis | 114.62 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.45% |
| Expected Yearly % | 3.76% | 28.99% |
| Kelly Criterion | 1.82% | 7.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.21% |
| Expected Shortfall (cVaR) | -0.44% | -2.21% |
| Year | 11391169:BTCUSD | 11391169:btcusd:triple_med_gx:lsma120_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 10.69 | -0.17 | + |
| 2023 | 155.54 | 11.50 | 0.07 | - |
| 2024 | 121.00 | -3.10 | -0.03 | - |
| 2025 | 27.10 | -3.07 | -0.11 | - |
| Metric | 11391169:btcusd:triple_med_gx:lsma120_100 | 11391169:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.43% | 41.88% |
| 6M | -4.35% | 22.91% |
| YTD | -3.07% | 27.1% |
| 1Y | -1.19% | 82.29% |
| 3Y (ann.) | 1.32% | 77.48% |
| 5Y (ann.) | 4.4% | 34.56% |
| Metric | 11391169:btcusd:triple_med_gx:lsma120_100 | 11391169:BTCUSD |
|---|---|---|
| Max Drawdown | -16.58% | -67.18% |
| Longest DD Days | 460.0 | 683.0 |
| Avg. Drawdown | -2.35% | -6.89% |
| Avg. Drawdown Days | 44.0 | 36.0 |
| Recovery Factor | 0.96 | 2.63 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-07-17 | -16.58 | 460 |
| 2022-10-08 | 2023-02-27 | -4.87 | 142 |
| 2023-03-20 | 2023-10-20 | -3.94 | 213 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-03-13 | 2022-03-14 | -3.17 | 1 |
| 2024-01-17 | 2024-02-07 | -2.84 | 21 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-05-03 | 2022-05-04 | -2.25 | 1 |
| 2023-02-28 | 2023-03-01 | -1.67 | 0 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| Metric | 11391169:btcusd:triple_med_gx:lsma120_100 | 11391169:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 6.43% | 35.75% |
| Worst Week | -12.41% | -29.64% |
| Best Month | 6.43% | 43.77% |
| Worst Month | -12.41% | -37.12% |
| Best Year | 11.5% | 155.54% |
| Worst Year | -3.1% | -61.44% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 3.02% | 7.88% |
| Avg. Down Week | -2.81% | -5.11% |
| Avg. Up Month | 4.22% | 20.94% |
| Avg. Down Month | -3.58% | -9.95% |
| Win Days % | 47.08% | 51.29% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 48.48% | 50.82% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |