| Metric | 11394310:btcusd:triple_med_gx:lsma120_110 | 11394310:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 20.74% | 176.8% |
| Max Drawdown | -12.12% | -67.18% |
| Sharpe | 0.39 | 0.42 |
| Sortino | 0.6 | 0.6 |
| Payoff Ratio | 1.5 | 1.41 |
| Profit Factor | 1.49 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.01 | 0.77 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 182.69 | 2.56 |
| Outlier Loss Ratio | 4.53 | 2.48 |
| Volatility (ann.) | 3.68% | 26.02% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.47 | 0.51 |
| Skew | -0.99 | 0.18 |
| Kurtosis | 296.43 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.45% | 2.45% |
| Expected Yearly % | 4.83% | 28.99% |
| Kelly Criterion | 8.74% | 16.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.21% |
| Expected Shortfall (cVaR) | -0.31% | -2.21% |
| Year | 11394310:BTCUSD | 11394310:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 10.06 | -0.16 | + |
| 2023 | 155.54 | 8.72 | 0.06 | - |
| 2024 | 121.00 | 0.27 | 0.00 | - |
| 2025 | 27.10 | 0.63 | 0.02 | - |
| Metric | 11394310:btcusd:triple_med_gx:lsma120_110 | 11394310:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.38% | 41.88% |
| 6M | 0.78% | 22.91% |
| YTD | 0.63% | 27.1% |
| 1Y | 2.11% | 82.29% |
| 3Y (ann.) | 2.85% | 77.48% |
| 5Y (ann.) | 5.65% | 34.56% |
| Metric | 11394310:btcusd:triple_med_gx:lsma120_110 | 11394310:BTCUSD |
|---|---|---|
| Max Drawdown | -12.12% | -67.18% |
| Longest DD Days | 460.0 | 683.0 |
| Avg. Drawdown | -1.39% | -6.89% |
| Avg. Drawdown Days | 50.0 | 36.0 |
| Recovery Factor | 1.71 | 2.63 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-07-17 | -12.12 | 460 |
| 2023-03-20 | 2023-10-20 | -3.31 | 213 |
| 2023-03-01 | 2023-03-20 | -2.04 | 18 |
| 2022-10-10 | 2023-01-11 | -1.75 | 93 |
| 2022-07-05 | 2022-07-06 | -0.85 | 0 |
| 2022-05-05 | 2022-05-29 | -0.63 | 24 |
| 2024-02-07 | 2024-02-07 | -0.39 | 0 |
| 2024-04-11 | 2024-04-12 | -0.22 | 0 |
| 2022-03-15 | 2022-03-15 | -0.18 | 0 |
| 2022-05-04 | 2022-05-04 | -0.18 | 0 |
| Metric | 11394310:btcusd:triple_med_gx:lsma120_110 | 11394310:BTCUSD |
|---|---|---|
| Best Day | 3.72% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 5.42% | 35.75% |
| Worst Week | -4.4% | -29.64% |
| Best Month | 5.42% | 43.77% |
| Worst Month | -5.69% | -37.12% |
| Best Year | 10.06% | 155.54% |
| Worst Year | 0.27% | -61.44% |
| Avg. Up Day | 0.85% | 0.89% |
| Avg. Down Day | -0.57% | -0.63% |
| Avg. Up Week | 2.72% | 8.42% |
| Avg. Down Week | -1.66% | -5.78% |
| Avg. Up Month | 3.02% | 19.94% |
| Avg. Down Month | -1.86% | -9.75% |
| Win Days % | 45.22% | 51.29% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 51.72% | 50.82% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 75.0% |