| Metric | 11391329:btcusd:triple_med_gx:lsma120_100 | 11391329:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 15.36% | 152.93% |
| Max Drawdown | -14.71% | -67.18% |
| Sharpe | 0.23 | 0.4 |
| Sortino | 0.32 | 0.58 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 118.34 | 2.79 |
| Outlier Loss Ratio | 3.43 | 2.6 |
| Volatility (ann.) | 5.22% | 26.28% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.3 | 0.48 |
| Skew | -4.87 | 0.18 |
| Kurtosis | 237.4 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.29% |
| Expected Yearly % | 3.64% | 26.11% |
| Kelly Criterion | 5.2% | 7.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.23% |
| Expected Shortfall (cVaR) | -0.45% | -2.23% |
| Year | 11391329:BTCUSD | 11391329:btcusd:triple_med_gx:lsma120_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 8.31 | -0.13 | + |
| 2023 | 155.54 | 4.62 | 0.03 | - |
| 2024 | 121.00 | -0.46 | -0.00 | - |
| 2025 | 17.02 | 2.27 | 0.13 | - |
| Metric | 11391329:btcusd:triple_med_gx:lsma120_100 | 11391329:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.08% | 31.76% |
| 6M | 2.27% | 12.25% |
| YTD | 2.27% | 17.02% |
| 1Y | -3.2% | 57.19% |
| 3Y (ann.) | 1.17% | 55.42% |
| 5Y (ann.) | 4.4% | 32.3% |
| Metric | 11391329:btcusd:triple_med_gx:lsma120_100 | 11391329:BTCUSD |
|---|---|---|
| Max Drawdown | -14.71% | -67.18% |
| Longest DD Days | 604.0 | 683.0 |
| Avg. Drawdown | -2.92% | -7.61% |
| Avg. Drawdown Days | 104.0 | 38.0 |
| Recovery Factor | 1.04 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-05-10 | -14.71 | 604 |
| 2024-05-10 | 2025-06-11 | -10.00 | 396 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-07-06 | 2022-07-06 | -0.67 | 0 |
| 2022-05-31 | 2022-07-05 | -0.26 | 35 |
| 2022-09-12 | 2022-09-12 | -0.18 | 0 |
| 2022-03-16 | 2022-03-16 | -0.18 | 0 |
| 2022-05-29 | 2022-05-29 | -0.18 | 0 |
| 2022-09-13 | 2022-09-13 | -0.01 | 0 |
| Metric | 11391329:btcusd:triple_med_gx:lsma120_100 | 11391329:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 10.51% | 35.75% |
| Worst Week | -9.28% | -29.64% |
| Best Month | 10.51% | 43.77% |
| Worst Month | -9.28% | -37.12% |
| Best Year | 8.31% | 155.54% |
| Worst Year | -0.46% | -61.73% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 3.59% | 7.22% |
| Avg. Down Week | -3.51% | -5.94% |
| Avg. Up Month | 5.2% | 18.73% |
| Avg. Down Month | -4.27% | -6.44% |
| Win Days % | 49.8% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 51.61% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |