| Metric | 11392723:btcusd:triple_med_gx:lsma120_105 | 11392723:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 25.61% | 176.8% |
| Max Drawdown | -11.44% | -67.18% |
| Sharpe | 0.39 | 0.42 |
| Sortino | 0.58 | 0.6 |
| Payoff Ratio | 1.39 | 1.33 |
| Profit Factor | 1.36 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.87 | 0.73 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 127.41 | 2.73 |
| Outlier Loss Ratio | 4.01 | 2.55 |
| Volatility (ann.) | 4.57% | 26.02% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.6 | 0.51 |
| Skew | -0.63 | 0.18 |
| Kurtosis | 163.45 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.45% |
| Expected Yearly % | 5.87% | 28.99% |
| Kelly Criterion | 7.22% | 14.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.21% |
| Expected Shortfall (cVaR) | -0.39% | -2.21% |
| Year | 11392723:BTCUSD | 11392723:btcusd:triple_med_gx:lsma120_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 8.56 | -0.14 | + |
| 2023 | 155.54 | 12.39 | 0.08 | - |
| 2024 | 121.00 | -2.44 | -0.02 | - |
| 2025 | 27.10 | 5.53 | 0.20 | - |
| Metric | 11392723:btcusd:triple_med_gx:lsma120_105 | 11392723:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.2% | 41.88% |
| 6M | 0.69% | 22.91% |
| YTD | 5.53% | 27.1% |
| 1Y | 6.61% | 82.29% |
| 3Y (ann.) | 4.91% | 77.48% |
| 5Y (ann.) | 6.87% | 34.56% |
| Metric | 11392723:btcusd:triple_med_gx:lsma120_105 | 11392723:BTCUSD |
|---|---|---|
| Max Drawdown | -11.44% | -67.18% |
| Longest DD Days | 278.0 | 683.0 |
| Avg. Drawdown | -2.21% | -6.89% |
| Avg. Drawdown Days | 41.0 | 36.0 |
| Recovery Factor | 2.24 | 2.63 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-17 | -11.44 | 182 |
| 2024-04-12 | 2025-01-15 | -9.96 | 278 |
| 2022-07-05 | 2022-07-06 | -4.01 | 1 |
| 2022-10-09 | 2023-01-11 | -3.35 | 94 |
| 2023-03-20 | 2023-10-20 | -2.74 | 213 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-05-03 | 2022-05-04 | -2.38 | 1 |
| 2023-02-28 | 2023-03-01 | -1.67 | 0 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| 2024-04-10 | 2024-04-12 | -1.10 | 1 |
| Metric | 11392723:btcusd:triple_med_gx:lsma120_105 | 11392723:BTCUSD |
|---|---|---|
| Best Day | 3.91% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 7.69% | 35.75% |
| Worst Week | -5.28% | -29.64% |
| Best Month | 7.69% | 43.77% |
| Worst Month | -5.44% | -37.12% |
| Best Year | 12.39% | 155.54% |
| Worst Year | -2.44% | -61.44% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.63% | -0.67% |
| Avg. Up Week | 2.92% | 6.97% |
| Avg. Down Week | -2.01% | -5.78% |
| Avg. Up Month | 3.68% | 19.21% |
| Avg. Down Month | -2.42% | -9.75% |
| Win Days % | 46.05% | 51.29% |
| Win Month % | 54.17% | 61.9% |
| Win Week % | 56.25% | 50.82% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |