| Metric | 11394435:btcusd:triple_med_gx:lsma120_110 | 11394435:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 15.36% | 147.16% |
| Max Drawdown | -12.54% | -67.18% |
| Sharpe | 0.29 | 0.39 |
| Sortino | 0.41 | 0.57 |
| Payoff Ratio | 1.36 | 1.4 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.82 | 0.77 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 175.7 | 2.57 |
| Outlier Loss Ratio | 4.01 | 2.47 |
| Volatility (ann.) | 4.07% | 26.27% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.35 | 0.47 |
| Skew | -6.23 | 0.18 |
| Kurtosis | 480.97 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.23% |
| Expected Yearly % | 3.64% | 25.39% |
| Kelly Criterion | 5.05% | 16.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.23% |
| Expected Shortfall (cVaR) | -0.35% | -2.23% |
| Year | 11394435:BTCUSD | 11394435:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | -8.09 | 0.13 | + |
| 2023 | 155.54 | 12.50 | 0.08 | - |
| 2024 | 121.00 | 3.65 | 0.03 | - |
| 2025 | 16.76 | 7.63 | 0.46 | - |
| Metric | 11394435:btcusd:triple_med_gx:lsma120_110 | 11394435:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.58% | 31.46% |
| 6M | 7.63% | 12.77% |
| YTD | 7.63% | 16.76% |
| 1Y | 3.61% | 56.84% |
| 3Y (ann.) | 6.16% | 55.31% |
| 5Y (ann.) | 4.4% | 31.36% |
| Metric | 11394435:btcusd:triple_med_gx:lsma120_110 | 11394435:BTCUSD |
|---|---|---|
| Max Drawdown | -12.54% | -67.18% |
| Longest DD Days | 401.0 | 683.0 |
| Avg. Drawdown | -3.31% | -7.67% |
| Avg. Drawdown Days | 108.0 | 38.0 |
| Recovery Factor | 1.22 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-10-20 | -12.54 | 401 |
| 2022-03-16 | 2022-07-07 | -6.41 | 113 |
| 2024-08-26 | 2025-04-22 | -5.02 | 239 |
| 2024-05-09 | 2024-05-09 | -1.09 | 0 |
| 2024-05-10 | 2024-07-15 | -0.85 | 66 |
| 2025-04-23 | 2025-06-11 | -0.21 | 49 |
| 2022-09-12 | 2022-09-13 | -0.19 | 0 |
| 2024-02-07 | 2024-02-07 | -0.18 | 0 |
| Metric | 11394435:btcusd:triple_med_gx:lsma120_110 | 11394435:BTCUSD |
|---|---|---|
| Best Day | 3.51% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 8.04% | 35.75% |
| Worst Week | -9.64% | -29.64% |
| Best Month | 8.04% | 43.77% |
| Worst Month | -9.64% | -37.12% |
| Best Year | 12.5% | 155.54% |
| Worst Year | -8.09% | -62.52% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.64% | -0.63% |
| Avg. Up Week | 3.13% | 7.78% |
| Avg. Down Week | -3.16% | -7.52% |
| Avg. Up Month | 3.68% | 19.75% |
| Avg. Down Month | -3.01% | -8.16% |
| Win Days % | 45.22% | 51.25% |
| Win Month % | 54.55% | 58.54% |
| Win Week % | 55.56% | 50.28% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |