| Metric | 11397814:btcusd:triple_med_gx:lsma120_125 | 11397814:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 0.91% | 183.29% |
| Max Drawdown | -10.18% | -67.18% |
| Sharpe | 0.04 | 0.43 |
| Sortino | 0.07 | 0.62 |
| Payoff Ratio | 1.79 | 1.49 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.58 | 0.82 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 319.38 | 2.39 |
| Outlier Loss Ratio | 4.79 | 2.45 |
| Volatility (ann.) | 3.37% | 26.34% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.03 | 0.54 |
| Skew | 25.68 | 0.2 |
| Kurtosis | 1370.85 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.02% | 2.57% |
| Expected Yearly % | 0.23% | 29.73% |
| Kelly Criterion | -8.24% | 18.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.24% |
| Expected Shortfall (cVaR) | -0.29% | -2.24% |
| Year | 11397814:BTCUSD | 11397814:btcusd:triple_med_gx:lsma120_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -0.66 | 0.01 | + |
| 2023 | 155.54 | 13.01 | 0.08 | - |
| 2024 | 121.00 | -5.20 | -0.04 | - |
| 2025 | 16.76 | -5.19 | -0.31 | - |
| Metric | 11397814:btcusd:triple_med_gx:lsma120_125 | 11397814:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.86% | 31.46% |
| 6M | -9.38% | 12.77% |
| YTD | -5.19% | 16.76% |
| 1Y | -7.85% | 56.84% |
| 3Y (ann.) | 0.08% | 55.31% |
| 5Y (ann.) | 0.27% | 36.34% |
| Metric | 11397814:btcusd:triple_med_gx:lsma120_125 | 11397814:BTCUSD |
|---|---|---|
| Max Drawdown | -10.18% | -67.18% |
| Longest DD Days | 323.0 | 683.0 |
| Avg. Drawdown | -1.69% | -6.73% |
| Avg. Drawdown Days | 80.0 | 34.0 |
| Recovery Factor | 0.09 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-13 | 2025-06-11 | -10.18 | 302 |
| 2022-04-23 | 2023-03-13 | -5.02 | 323 |
| 2024-03-26 | 2024-08-12 | -2.83 | 138 |
| 2023-05-26 | 2023-12-01 | -0.97 | 189 |
| 2022-03-05 | 2022-03-09 | -0.18 | 4 |
| 2022-04-23 | 2022-04-23 | -0.18 | 0 |
| 2023-05-22 | 2023-05-22 | -0.18 | 0 |
| 2022-04-20 | 2022-04-20 | -0.18 | 0 |
| 2023-04-11 | 2023-04-11 | -0.18 | 0 |
| 2023-04-27 | 2023-04-27 | -0.18 | 0 |
| Metric | 11397814:btcusd:triple_med_gx:lsma120_125 | 11397814:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -3.79% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -3.96% | -29.64% |
| Best Month | 8.6% | 43.77% |
| Worst Month | -4.42% | -37.12% |
| Best Year | 13.01% | 155.54% |
| Worst Year | -5.2% | -57.04% |
| Avg. Up Day | 1.07% | 1.2% |
| Avg. Down Day | -0.6% | -0.81% |
| Avg. Up Week | 2.41% | 13.47% |
| Avg. Down Week | -1.16% | -3.7% |
| Avg. Up Month | 2.28% | 10.31% |
| Avg. Down Month | -1.47% | -13.23% |
| Win Days % | 30.61% | 51.3% |
| Win Month % | 40.74% | 60.98% |
| Win Week % | 41.18% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |