| Metric | 11396993:btcusd:triple_med_gx:lsma130_120 | 11396993:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 13.55% | 182.99% |
| Max Drawdown | -14.54% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.33 | 0.62 |
| Payoff Ratio | 1.35 | 1.22 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.66 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 110.45 | 2.77 |
| Outlier Loss Ratio | 3.58 | 2.67 |
| Volatility (ann.) | 5.33% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.27 | 0.54 |
| Skew | 3.73 | 0.2 |
| Kurtosis | 116.22 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.57% |
| Expected Yearly % | 3.23% | 29.7% |
| Kelly Criterion | -1.05% | 11.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.24% |
| Expected Shortfall (cVaR) | -0.46% | -2.24% |
| Year | 11396993:BTCUSD | 11396993:btcusd:triple_med_gx:lsma130_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 2.02 | -0.04 | + |
| 2023 | 155.54 | 4.50 | 0.03 | - |
| 2024 | 121.00 | 5.90 | 0.05 | - |
| 2025 | 16.76 | 0.58 | 0.03 | - |
| Metric | 11396993:btcusd:triple_med_gx:lsma130_120 | 11396993:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.33% | 31.46% |
| 6M | 0.98% | 12.77% |
| YTD | 0.58% | 16.76% |
| 1Y | -10.01% | 56.84% |
| 3Y (ann.) | 7.87% | 55.31% |
| 5Y (ann.) | 3.86% | 36.34% |
| Metric | 11396993:btcusd:triple_med_gx:lsma130_120 | 11396993:BTCUSD |
|---|---|---|
| Max Drawdown | -14.54% | -67.18% |
| Longest DD Days | 339.0 | 683.0 |
| Avg. Drawdown | -4.67% | -6.9% |
| Avg. Drawdown Days | 96.0 | 35.0 |
| Recovery Factor | 0.93 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-06-11 | -14.54 | 339 |
| 2022-02-04 | 2022-07-30 | -9.72 | 175 |
| 2022-12-19 | 2023-10-23 | -8.67 | 308 |
| 2022-07-30 | 2022-11-10 | -5.39 | 102 |
| 2024-03-05 | 2024-05-13 | -4.01 | 69 |
| 2024-02-29 | 2024-03-04 | -3.13 | 3 |
| 2024-01-09 | 2024-01-11 | -2.77 | 1 |
| 2024-01-11 | 2024-02-28 | -1.63 | 47 |
| 2023-10-23 | 2023-11-09 | -1.18 | 16 |
| 2022-12-18 | 2022-12-18 | -0.18 | 0 |
| Metric | 11396993:btcusd:triple_med_gx:lsma130_120 | 11396993:BTCUSD |
|---|---|---|
| Best Day | 4.93% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 9.13% | 35.75% |
| Worst Week | -7.52% | -29.64% |
| Best Month | 8.95% | 43.77% |
| Worst Month | -7.52% | -37.12% |
| Best Year | 5.9% | 155.54% |
| Worst Year | 0.58% | -57.08% |
| Avg. Up Day | 1.05% | 1.08% |
| Avg. Down Day | -0.78% | -0.89% |
| Avg. Up Week | 3.8% | 9.42% |
| Avg. Down Week | -1.68% | -5.3% |
| Avg. Up Month | 3.96% | 15.05% |
| Avg. Down Month | -2.03% | -8.85% |
| Win Days % | 41.91% | 51.31% |
| Win Month % | 42.86% | 60.98% |
| Win Week % | 36.73% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |