| Metric | 11395370:btcusd:triple_med_gx:lsma120_115 | 11395370:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 34.97% | 212.83% |
| Max Drawdown | -8.85% | -67.18% |
| Sharpe | 0.5 | 0.45 |
| Sortino | 1.12 | 0.65 |
| Payoff Ratio | 2.38 | 1.83 |
| Profit Factor | 1.72 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.53 | 1.01 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 144.66 | 2.48 |
| Outlier Loss Ratio | 4.88 | 2.48 |
| Volatility (ann.) | 4.5% | 26.12% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.02 | 0.58 |
| Skew | 12.09 | 0.2 |
| Kurtosis | 332.7 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.7% | 2.69% |
| Expected Yearly % | 7.79% | 32.99% |
| Kelly Criterion | 11.04% | 24.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.22% |
| Expected Shortfall (cVaR) | -0.38% | -2.22% |
| Year | 11395370:BTCUSD | 11395370:btcusd:triple_med_gx:lsma120_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 15.83 | -0.28 | + |
| 2023 | 155.54 | 14.76 | 0.09 | - |
| 2024 | 121.00 | -1.89 | -0.02 | - |
| 2025 | 27.10 | 3.50 | 0.13 | - |
| Metric | 11395370:btcusd:triple_med_gx:lsma120_115 | 11395370:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.61% | 41.88% |
| 6M | 3.5% | 22.91% |
| YTD | 3.5% | 27.1% |
| 1Y | 0.21% | 82.29% |
| 3Y (ann.) | 8.42% | 77.48% |
| 5Y (ann.) | 9.05% | 39.04% |
| Metric | 11395370:btcusd:triple_med_gx:lsma120_115 | 11395370:BTCUSD |
|---|---|---|
| Max Drawdown | -8.85% | -67.18% |
| Longest DD Days | 555.0 | 683.0 |
| Avg. Drawdown | -1.34% | -6.44% |
| Avg. Drawdown Days | 51.0 | 32.0 |
| Recovery Factor | 3.95 | 3.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-09 | 2025-07-17 | -8.85 | 555 |
| 2023-05-15 | 2023-10-01 | -3.10 | 139 |
| 2022-05-07 | 2022-07-14 | -3.05 | 67 |
| 2022-08-18 | 2022-09-23 | -2.09 | 36 |
| 2022-01-31 | 2022-03-18 | -2.02 | 45 |
| 2022-07-14 | 2022-07-27 | -1.29 | 12 |
| 2023-03-05 | 2023-04-22 | -1.29 | 48 |
| 2023-10-03 | 2023-10-23 | -1.11 | 20 |
| 2022-12-17 | 2023-01-31 | -0.97 | 44 |
| 2022-10-16 | 2022-10-16 | -0.26 | 0 |
| Metric | 11395370:btcusd:triple_med_gx:lsma120_115 | 11395370:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -4.28% | -9.32% |
| Best Week | 7.63% | 35.75% |
| Worst Week | -5.32% | -29.64% |
| Best Month | 11.27% | 43.77% |
| Worst Month | -5.32% | -37.12% |
| Best Year | 15.83% | 155.54% |
| Worst Year | -1.89% | -56.42% |
| Avg. Up Day | 1.27% | 1.34% |
| Avg. Down Day | -0.53% | -0.73% |
| Avg. Up Week | 1.99% | 7.07% |
| Avg. Down Week | -1.01% | -4.97% |
| Avg. Up Month | 2.92% | 13.99% |
| Avg. Down Month | -1.65% | -7.95% |
| Win Days % | 37.34% | 51.31% |
| Win Month % | 57.14% | 62.79% |
| Win Week % | 54.17% | 51.63% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |