| Metric | 11392883:btcusd:triple_med_gx:lsma120_105 | 11392883:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 11.47% | 152.36% |
| Max Drawdown | -12.79% | -67.18% |
| Sharpe | 0.2 | 0.4 |
| Sortino | 0.28 | 0.58 |
| Payoff Ratio | 1.2 | 1.14 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 153.56 | 2.7 |
| Outlier Loss Ratio | 3.62 | 2.49 |
| Volatility (ann.) | 4.55% | 26.27% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.26 | 0.48 |
| Skew | -6.38 | 0.18 |
| Kurtosis | 354.23 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.28% |
| Expected Yearly % | 2.75% | 26.04% |
| Kelly Criterion | 2.19% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.23% |
| Expected Shortfall (cVaR) | -0.39% | -2.23% |
| Year | 11392883:BTCUSD | 11392883:btcusd:triple_med_gx:lsma120_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 1.96 | -0.03 | + |
| 2023 | 155.54 | 5.95 | 0.04 | - |
| 2024 | 121.00 | -2.35 | -0.02 | - |
| 2025 | 16.76 | 5.68 | 0.34 | - |
| Metric | 11392883:btcusd:triple_med_gx:lsma120_105 | 11392883:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.19% | 31.46% |
| 6M | 5.68% | 12.77% |
| YTD | 5.68% | 16.76% |
| 1Y | -2.42% | 56.84% |
| 3Y (ann.) | 2.06% | 55.31% |
| 5Y (ann.) | 3.33% | 32.21% |
| Metric | 11392883:btcusd:triple_med_gx:lsma120_105 | 11392883:BTCUSD |
|---|---|---|
| Max Drawdown | -12.79% | -67.18% |
| Longest DD Days | 513.0 | 683.0 |
| Avg. Drawdown | -2.73% | -7.61% |
| Avg. Drawdown Days | 86.0 | 38.0 |
| Recovery Factor | 0.9 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-02-09 | -12.79 | 513 |
| 2024-05-10 | 2025-06-11 | -11.88 | 397 |
| 2022-03-16 | 2022-03-18 | -1.90 | 1 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2024-05-09 | 2024-05-09 | -0.91 | 0 |
| 2024-05-10 | 2024-05-10 | -0.49 | 0 |
| 2022-05-31 | 2022-07-06 | -0.26 | 36 |
| 2024-05-08 | 2024-05-09 | -0.18 | 0 |
| 2022-05-30 | 2022-05-30 | -0.18 | 0 |
| 2022-09-12 | 2022-09-12 | -0.18 | 0 |
| Metric | 11392883:btcusd:triple_med_gx:lsma120_105 | 11392883:BTCUSD |
|---|---|---|
| Best Day | 3.51% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 8.33% | 35.75% |
| Worst Week | -9.47% | -29.64% |
| Best Month | 8.33% | 43.77% |
| Worst Month | -9.47% | -37.12% |
| Best Year | 5.95% | 155.54% |
| Worst Year | -2.35% | -61.73% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 3.34% | 8.24% |
| Avg. Down Week | -2.99% | -5.94% |
| Avg. Up Month | 3.7% | 19.16% |
| Avg. Down Month | -3.86% | -6.44% |
| Win Days % | 46.6% | 51.26% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 46.43% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |