| Metric | 11397158:btcusd:triple_med_gx:lsma135_120 | 11397158:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 20.19% | 195.83% |
| Max Drawdown | -19.49% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.38 | 0.64 |
| Payoff Ratio | 1.29 | 1.1 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 75.39 | 2.9 |
| Outlier Loss Ratio | 3.4 | 2.84 |
| Volatility (ann.) | 7.13% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.29 | 0.57 |
| Skew | 4.83 | 0.2 |
| Kurtosis | 115.82 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.45% | 2.68% |
| Expected Yearly % | 4.7% | 31.15% |
| Kelly Criterion | 0.39% | 7.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11397158:BTCUSD | 11397158:btcusd:triple_med_gx:lsma135_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 26.19 | -0.48 | + |
| 2023 | 155.54 | 5.01 | 0.03 | - |
| 2024 | 121.00 | -4.17 | -0.03 | - |
| 2025 | 16.76 | -5.35 | -0.32 | - |
| Metric | 11397158:btcusd:triple_med_gx:lsma135_120 | 11397158:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.49% | 31.46% |
| 6M | -7.23% | 12.77% |
| YTD | -5.35% | 16.76% |
| 1Y | -10.68% | 56.84% |
| 3Y (ann.) | 0.32% | 55.31% |
| 5Y (ann.) | 5.64% | 38.19% |
| Metric | 11397158:btcusd:triple_med_gx:lsma135_120 | 11397158:BTCUSD |
|---|---|---|
| Max Drawdown | -19.49% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.43% | -6.97% |
| Avg. Drawdown Days | 83.0 | 36.0 |
| Recovery Factor | 1.04 | 2.92 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -19.49 | 463 |
| 2022-11-10 | 2023-10-23 | -12.86 | 347 |
| 2022-07-30 | 2022-11-10 | -7.00 | 102 |
| 2022-02-20 | 2022-05-10 | -6.82 | 79 |
| 2022-05-10 | 2022-07-18 | -6.63 | 69 |
| 2024-01-09 | 2024-03-04 | -2.94 | 54 |
| 2022-07-19 | 2022-07-30 | -2.27 | 11 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2023-11-11 | 2023-12-20 | -0.91 | 39 |
| 2023-11-09 | 2023-11-10 | -0.72 | 1 |
| Metric | 11397158:btcusd:triple_med_gx:lsma135_120 | 11397158:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.18% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -5.53% | -29.64% |
| Best Month | 13.87% | 43.77% |
| Worst Month | -5.62% | -37.12% |
| Best Year | 26.19% | 155.54% |
| Worst Year | -5.35% | -55.14% |
| Avg. Up Day | 1.08% | 1.1% |
| Avg. Down Day | -0.84% | -1.0% |
| Avg. Up Week | 3.99% | 7.95% |
| Avg. Down Week | -1.77% | -4.45% |
| Avg. Up Month | 4.04% | 12.87% |
| Avg. Down Month | -2.59% | -12.06% |
| Win Days % | 43.95% | 51.32% |
| Win Month % | 48.65% | 60.98% |
| Win Week % | 41.38% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |