| Metric | 11397778:btcusd:triple_med_gx:lsma125_120 | 11397778:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 4.01% | 172.16% |
| Max Drawdown | -5.41% | -67.18% |
| Sharpe | 0.15 | 0.42 |
| Sortino | 0.25 | 0.61 |
| Payoff Ratio | 1.66 | 1.56 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.74 | 0.86 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 408.19 | 2.4 |
| Outlier Loss Ratio | 4.6 | 2.37 |
| Volatility (ann.) | 2.1% | 26.26% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.22 | 0.53 |
| Skew | 4.37 | 0.19 |
| Kurtosis | 274.59 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.47% |
| Expected Yearly % | 0.99% | 28.44% |
| Kelly Criterion | -1.07% | 20.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -2.23% |
| Expected Shortfall (cVaR) | -0.18% | -2.23% |
| Year | 11397778:BTCUSD | 11397778:btcusd:triple_med_gx:lsma125_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -1.05 | 0.02 | + |
| 2023 | 155.54 | -0.65 | -0.00 | - |
| 2024 | 121.00 | 2.36 | 0.02 | - |
| 2025 | 16.76 | 3.35 | 0.20 | - |
| Metric | 11397778:btcusd:triple_med_gx:lsma125_120 | 11397778:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.85% | 31.46% |
| 6M | 3.35% | 12.77% |
| YTD | 3.35% | 16.76% |
| 1Y | 2.76% | 56.84% |
| 3Y (ann.) | 2.02% | 55.31% |
| 5Y (ann.) | 1.19% | 35.29% |
| Metric | 11397778:btcusd:triple_med_gx:lsma125_120 | 11397778:BTCUSD |
|---|---|---|
| Max Drawdown | -5.41% | -67.18% |
| Longest DD Days | 366.0 | 683.0 |
| Avg. Drawdown | -3.16% | -7.19% |
| Avg. Drawdown Days | 257.0 | 37.0 |
| Recovery Factor | 0.74 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-18 | 2023-03-20 | -5.41 | 366 |
| 2023-05-30 | 2024-05-11 | -4.26 | 347 |
| 2024-05-11 | 2025-01-17 | -2.55 | 250 |
| 2025-01-17 | 2025-03-23 | -0.42 | 64 |
| Metric | 11397778:btcusd:triple_med_gx:lsma125_120 | 11397778:BTCUSD |
|---|---|---|
| Best Day | 2.26% | 9.33% |
| Worst Day | -2.36% | -9.32% |
| Best Week | 3.25% | 35.75% |
| Worst Week | -3.73% | -29.64% |
| Best Month | 3.25% | 43.77% |
| Worst Month | -3.73% | -37.12% |
| Best Year | 3.35% | 155.54% |
| Worst Year | -1.05% | -58.73% |
| Avg. Up Day | 0.92% | 0.99% |
| Avg. Down Day | -0.56% | -0.63% |
| Avg. Up Week | 1.0% | 6.47% |
| Avg. Down Week | -0.7% | -7.5% |
| Avg. Up Month | 1.33% | 19.62% |
| Avg. Down Month | -1.39% | -12.54% |
| Win Days % | 36.99% | 51.29% |
| Win Month % | 55.0% | 60.98% |
| Win Week % | 54.55% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 50.0% | 75.0% |