| Metric | 11391295:btcusd:triple_med_gx:lsma120_100 | 11391295:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 26.88% | 147.72% |
| Max Drawdown | -14.81% | -67.18% |
| Sharpe | 0.38 | 0.39 |
| Sortino | 0.55 | 0.57 |
| Payoff Ratio | 1.28 | 1.19 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.82 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 109.18 | 2.79 |
| Outlier Loss Ratio | 4.06 | 2.61 |
| Volatility (ann.) | 5.11% | 26.27% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.5 | 0.47 |
| Skew | -3.32 | 0.18 |
| Kurtosis | 236.4 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.24% |
| Expected Yearly % | 6.13% | 25.46% |
| Kelly Criterion | 8.86% | 10.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.23% |
| Expected Shortfall (cVaR) | -0.43% | -2.23% |
| Year | 11391295:BTCUSD | 11391295:btcusd:triple_med_gx:lsma120_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 4.78 | -0.08 | + |
| 2023 | 155.54 | 2.31 | 0.01 | - |
| 2024 | 121.00 | 8.33 | 0.07 | - |
| 2025 | 17.02 | 9.26 | 0.54 | - |
| Metric | 11391295:btcusd:triple_med_gx:lsma120_100 | 11391295:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.38% | 31.76% |
| 6M | 9.26% | 12.25% |
| YTD | 9.26% | 17.02% |
| 1Y | 9.15% | 57.19% |
| 3Y (ann.) | 6.73% | 55.42% |
| 5Y (ann.) | 7.44% | 31.44% |
| Metric | 11391295:btcusd:triple_med_gx:lsma120_100 | 11391295:BTCUSD |
|---|---|---|
| Max Drawdown | -14.81% | -67.18% |
| Longest DD Days | 855.0 | 683.0 |
| Avg. Drawdown | -2.81% | -7.67% |
| Avg. Drawdown Days | 101.0 | 38.0 |
| Recovery Factor | 1.82 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2025-01-15 | -14.81 | 855 |
| 2022-03-17 | 2022-05-30 | -7.65 | 74 |
| 2025-01-16 | 2025-04-22 | -4.77 | 96 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-07-06 | 2022-07-06 | -0.67 | 0 |
| 2022-05-31 | 2022-07-05 | -0.61 | 35 |
| 2022-09-11 | 2022-09-12 | -0.42 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2025-04-23 | 2025-06-11 | -0.21 | 49 |
| 2022-03-15 | 2022-03-16 | -0.18 | 0 |
| Metric | 11391295:btcusd:triple_med_gx:lsma120_100 | 11391295:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 11.61% | 35.75% |
| Worst Week | -7.29% | -29.64% |
| Best Month | 11.61% | 43.77% |
| Worst Month | -7.29% | -37.12% |
| Best Year | 9.26% | 155.54% |
| Worst Year | 2.31% | -62.52% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.6% | -0.66% |
| Avg. Up Week | 3.71% | 7.22% |
| Avg. Down Week | -3.15% | -7.54% |
| Avg. Up Month | 4.63% | 17.34% |
| Avg. Down Month | -3.14% | -6.44% |
| Win Days % | 48.75% | 51.26% |
| Win Month % | 56.52% | 58.54% |
| Win Week % | 55.88% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |