| Metric | 11397161:btcusd:triple_med_gx:lsma150_120 | 11397161:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 8.14% | 154.97% |
| Max Drawdown | -22.61% | -67.18% |
| Sharpe | 0.11 | 0.4 |
| Sortino | 0.16 | 0.58 |
| Payoff Ratio | 1.1 | 0.98 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.54 | 0.54 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 58.24 | 3.16 |
| Outlier Loss Ratio | 3.32 | 3.14 |
| Volatility (ann.) | 8.99% | 26.3% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.1 | 0.48 |
| Skew | 0.67 | 0.18 |
| Kurtosis | 106.51 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.31% |
| Expected Yearly % | 1.97% | 26.36% |
| Kelly Criterion | -2.28% | 1.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11397161:BTCUSD | 11397161:btcusd:triple_med_gx:lsma150_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 9.47 | -0.15 | + |
| 2023 | 155.54 | 4.61 | 0.03 | - |
| 2024 | 121.00 | -0.90 | -0.01 | - |
| 2025 | 16.76 | -4.71 | -0.28 | - |
| Metric | 11397161:btcusd:triple_med_gx:lsma150_120 | 11397161:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.85% | 31.46% |
| 6M | -4.71% | 12.77% |
| YTD | -4.71% | 16.76% |
| 1Y | -14.94% | 56.84% |
| 3Y (ann.) | 2.32% | 55.31% |
| 5Y (ann.) | 2.37% | 32.32% |
| Metric | 11397161:btcusd:triple_med_gx:lsma150_120 | 11397161:BTCUSD |
|---|---|---|
| Max Drawdown | -22.61% | -67.18% |
| Longest DD Days | 549.0 | 683.0 |
| Avg. Drawdown | -4.72% | -7.64% |
| Avg. Drawdown Days | 77.0 | 40.0 |
| Recovery Factor | 0.36 | 2.31 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2025-06-11 | -22.61 | 376 |
| 2022-05-10 | 2023-11-10 | -12.90 | 549 |
| 2024-04-15 | 2024-05-15 | -7.54 | 30 |
| 2022-02-20 | 2022-03-24 | -6.82 | 32 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2024-01-09 | 2024-03-04 | -5.64 | 54 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2023-11-11 | 2023-12-20 | -2.18 | 39 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2022-03-25 | 2022-04-09 | -0.89 | 15 |
| Metric | 11397161:btcusd:triple_med_gx:lsma150_120 | 11397161:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 9.99% | 35.75% |
| Worst Week | -14.32% | -29.64% |
| Best Month | 14.44% | 43.77% |
| Worst Month | -14.48% | -37.12% |
| Best Year | 9.47% | 155.54% |
| Worst Year | -4.71% | -61.33% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.92% | -1.05% |
| Avg. Up Week | 4.26% | 7.78% |
| Avg. Down Week | -2.37% | -4.87% |
| Avg. Up Month | 5.13% | 14.55% |
| Avg. Down Month | -4.6% | -12.99% |
| Win Days % | 46.51% | 51.27% |
| Win Month % | 51.35% | 60.98% |
| Win Week % | 37.1% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |