| Metric | 11394252:btcusd:triple_med_gx:lsma120_110 | 11394252:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 18.96% | 153.56% |
| Max Drawdown | -12.64% | -67.18% |
| Sharpe | 0.32 | 0.4 |
| Sortino | 0.5 | 0.57 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 140.61 | 2.61 |
| Outlier Loss Ratio | 3.69 | 2.48 |
| Volatility (ann.) | 4.34% | 26.27% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.42 | 0.48 |
| Skew | 0.76 | 0.18 |
| Kurtosis | 197.95 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.3% |
| Expected Yearly % | 4.44% | 26.19% |
| Kelly Criterion | 5.33% | 10.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.23% |
| Expected Shortfall (cVaR) | -0.37% | -2.23% |
| Year | 11394252:BTCUSD | 11394252:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.55 | 0.27 | -0.00 | + |
| 2023 | 155.54 | 2.68 | 0.02 | - |
| 2024 | 121.00 | 4.89 | 0.04 | - |
| 2025 | 16.76 | 10.15 | 0.61 | - |
| Metric | 11394252:btcusd:triple_med_gx:lsma120_110 | 11394252:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.31% | 31.46% |
| 6M | 10.15% | 12.77% |
| YTD | 10.15% | 16.76% |
| 1Y | 10.87% | 56.84% |
| 3Y (ann.) | 5.99% | 55.31% |
| 5Y (ann.) | 5.33% | 32.13% |
| Metric | 11394252:btcusd:triple_med_gx:lsma120_110 | 11394252:BTCUSD |
|---|---|---|
| Max Drawdown | -12.64% | -67.18% |
| Longest DD Days | 324.0 | 683.0 |
| Avg. Drawdown | -2.14% | -7.53% |
| Avg. Drawdown Days | 51.0 | 40.0 |
| Recovery Factor | 1.5 | 2.29 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-06-11 | -12.64 | 127 |
| 2022-03-30 | 2023-01-11 | -7.20 | 287 |
| 2023-03-20 | 2024-02-07 | -3.29 | 324 |
| 2024-04-11 | 2024-05-09 | -3.22 | 28 |
| 2024-10-22 | 2024-10-24 | -2.64 | 2 |
| 2023-02-26 | 2023-03-20 | -2.37 | 21 |
| 2024-09-22 | 2024-09-22 | -0.82 | 0 |
| 2024-05-10 | 2024-05-10 | -0.49 | 0 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2024-08-24 | 2024-09-21 | -0.33 | 28 |
| Metric | 11394252:btcusd:triple_med_gx:lsma120_110 | 11394252:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 6.41% | 35.75% |
| Worst Week | -3.96% | -29.64% |
| Best Month | 6.41% | 43.77% |
| Worst Month | -1.86% | -37.12% |
| Best Year | 10.15% | 155.54% |
| Worst Year | 0.27% | -61.55% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.68% | -0.75% |
| Avg. Up Week | 2.33% | 7.08% |
| Avg. Down Week | -1.2% | -6.11% |
| Avg. Up Month | 2.34% | 18.29% |
| Avg. Down Month | -0.71% | -9.44% |
| Win Days % | 47.42% | 51.28% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 51.52% | 50.0% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |