| Metric | 11394226:btcusd:triple_med_gx:lsma120_110 | 11394226:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 22.39% | 154.97% |
| Max Drawdown | -7.63% | -67.18% |
| Sharpe | 0.38 | 0.4 |
| Sortino | 0.64 | 0.58 |
| Payoff Ratio | 1.6 | 1.43 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.91 | 0.78 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 135.86 | 2.69 |
| Outlier Loss Ratio | 4.3 | 2.52 |
| Volatility (ann.) | 4.24% | 26.3% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.82 | 0.48 |
| Skew | 3.89 | 0.18 |
| Kurtosis | 143.31 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.31% |
| Expected Yearly % | 5.18% | 26.36% |
| Kelly Criterion | 6.01% | 17.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.24% |
| Expected Shortfall (cVaR) | -0.36% | -2.24% |
| Year | 11394226:BTCUSD | 11394226:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 1.10 | -0.02 | + |
| 2023 | 155.54 | -3.00 | -0.02 | - |
| 2024 | 121.00 | 8.98 | 0.07 | - |
| 2025 | 16.76 | 14.53 | 0.87 | - |
| Metric | 11394226:btcusd:triple_med_gx:lsma120_110 | 11394226:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.57% | 31.46% |
| 6M | 14.53% | 12.77% |
| YTD | 14.53% | 16.76% |
| 1Y | 12.75% | 56.84% |
| 3Y (ann.) | 7.38% | 55.31% |
| 5Y (ann.) | 6.23% | 32.32% |
| Metric | 11394226:btcusd:triple_med_gx:lsma120_110 | 11394226:BTCUSD |
|---|---|---|
| Max Drawdown | -7.63% | -67.18% |
| Longest DD Days | 485.0 | 683.0 |
| Avg. Drawdown | -2.92% | -7.64% |
| Avg. Drawdown Days | 89.0 | 40.0 |
| Recovery Factor | 2.93 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-10 | 2024-02-07 | -7.63 | 485 |
| 2025-02-04 | 2025-03-01 | -5.63 | 25 |
| 2022-03-29 | 2022-08-08 | -4.16 | 131 |
| 2024-04-11 | 2025-01-15 | -4.00 | 279 |
| 2025-03-02 | 2025-04-22 | -3.73 | 51 |
| 2025-02-02 | 2025-02-03 | -3.65 | 0 |
| 2022-08-08 | 2022-09-12 | -1.82 | 34 |
| 2025-04-23 | 2025-06-11 | -1.40 | 49 |
| 2022-03-13 | 2022-03-29 | -1.30 | 16 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| Metric | 11394226:btcusd:triple_med_gx:lsma120_110 | 11394226:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 7.27% | 35.75% |
| Worst Week | -3.15% | -29.64% |
| Best Month | 7.27% | 43.77% |
| Worst Month | -2.93% | -37.12% |
| Best Year | 14.53% | 155.54% |
| Worst Year | -3.0% | -61.33% |
| Avg. Up Day | 0.95% | 0.98% |
| Avg. Down Day | -0.59% | -0.69% |
| Avg. Up Week | 2.21% | 7.39% |
| Avg. Down Week | -0.81% | -5.14% |
| Avg. Up Month | 3.43% | 16.91% |
| Avg. Down Month | -0.67% | -8.06% |
| Win Days % | 42.11% | 51.27% |
| Win Month % | 40.74% | 60.98% |
| Win Week % | 41.03% | 50.0% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |