| Metric | 11392694:btcusd:triple_med_gx:lsma120_105 | 11392694:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 21.72% | 167.13% |
| Max Drawdown | -12.38% | -67.18% |
| Sharpe | 0.34 | 0.41 |
| Sortino | 0.5 | 0.59 |
| Payoff Ratio | 1.25 | 1.17 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 126.1 | 2.73 |
| Outlier Loss Ratio | 3.98 | 2.56 |
| Volatility (ann.) | 4.5% | 26.04% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.48 | 0.49 |
| Skew | -1.24 | 0.18 |
| Kurtosis | 162.86 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.37% |
| Expected Yearly % | 5.04% | 27.84% |
| Kelly Criterion | 6.78% | 9.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.21% |
| Expected Shortfall (cVaR) | -0.38% | -2.21% |
| Year | 11392694:BTCUSD | 11392694:btcusd:triple_med_gx:lsma120_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 2.35 | -0.04 | + |
| 2023 | 155.54 | 6.05 | 0.04 | - |
| 2024 | 121.00 | 6.59 | 0.05 | - |
| 2025 | 27.10 | 5.21 | 0.19 | - |
| Metric | 11392694:btcusd:triple_med_gx:lsma120_105 | 11392694:BTCUSD |
|---|---|---|
| MTD | 2.46% | 10.71% |
| 3M | 9.36% | 41.88% |
| 6M | 2.75% | 22.91% |
| YTD | 5.21% | 27.1% |
| 1Y | 6.6% | 82.29% |
| 3Y (ann.) | 6.03% | 77.48% |
| 5Y (ann.) | 5.89% | 33.14% |
| Metric | 11392694:btcusd:triple_med_gx:lsma120_105 | 11392694:BTCUSD |
|---|---|---|
| Max Drawdown | -12.38% | -67.18% |
| Longest DD Days | 324.0 | 683.0 |
| Avg. Drawdown | -2.05% | -7.47% |
| Avg. Drawdown Days | 62.0 | 39.0 |
| Recovery Factor | 1.75 | 2.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-17 | -12.38 | 182 |
| 2023-03-20 | 2024-02-07 | -4.66 | 324 |
| 2022-03-15 | 2022-09-12 | -4.52 | 181 |
| 2024-04-12 | 2025-01-13 | -4.35 | 276 |
| 2022-10-09 | 2023-01-11 | -3.61 | 94 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| 2024-04-11 | 2024-04-12 | -0.92 | 1 |
| 2023-02-27 | 2023-02-27 | -0.58 | 0 |
| 2023-02-28 | 2023-02-28 | -0.49 | 0 |
| 2024-04-10 | 2024-04-10 | -0.48 | 0 |
| Metric | 11392694:btcusd:triple_med_gx:lsma120_105 | 11392694:BTCUSD |
|---|---|---|
| Best Day | 3.91% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 7.12% | 35.75% |
| Worst Week | -5.09% | -29.64% |
| Best Month | 7.12% | 43.77% |
| Worst Month | -6.28% | -37.12% |
| Best Year | 6.59% | 155.54% |
| Worst Year | 2.35% | -62.78% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.62% | -0.68% |
| Avg. Up Week | 2.45% | 7.3% |
| Avg. Down Week | -1.66% | -7.07% |
| Avg. Up Month | 2.73% | 17.59% |
| Avg. Down Month | -1.53% | -9.21% |
| Win Days % | 48.19% | 51.28% |
| Win Month % | 51.85% | 59.52% |
| Win Week % | 51.43% | 50.82% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |