| Metric | 11398751:btcusd:triple_med_gx:lsma120_125 | 11398751:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 12.88% | 183.29% |
| Max Drawdown | -8.58% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.43 | 0.62 |
| Payoff Ratio | 1.69 | 1.27 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.86 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 188.96 | 2.43 |
| Outlier Loss Ratio | 4.71 | 2.45 |
| Volatility (ann.) | 4.1% | 26.34% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.43 | 0.54 |
| Skew | 10.19 | 0.2 |
| Kurtosis | 471.57 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.57% |
| Expected Yearly % | 3.08% | 29.73% |
| Kelly Criterion | 2.46% | 13.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.24% |
| Expected Shortfall (cVaR) | -0.35% | -2.24% |
| Year | 11398751:BTCUSD | 11398751:btcusd:triple_med_gx:lsma120_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 8.81 | -0.15 | + |
| 2023 | 155.54 | 6.94 | 0.04 | - |
| 2024 | 121.00 | -6.13 | -0.05 | - |
| 2025 | 16.76 | 3.34 | 0.20 | - |
| Metric | 11398751:btcusd:triple_med_gx:lsma120_125 | 11398751:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.88% | 31.46% |
| 6M | 0.47% | 12.77% |
| YTD | 3.34% | 16.76% |
| 1Y | 0.8% | 56.84% |
| 3Y (ann.) | 4.89% | 55.31% |
| 5Y (ann.) | 3.67% | 36.34% |
| Metric | 11398751:btcusd:triple_med_gx:lsma120_125 | 11398751:BTCUSD |
|---|---|---|
| Max Drawdown | -8.58% | -67.18% |
| Longest DD Days | 525.0 | 683.0 |
| Avg. Drawdown | -2.15% | -6.73% |
| Avg. Drawdown Days | 99.0 | 34.0 |
| Recovery Factor | 1.5 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-03 | 2025-06-11 | -8.58 | 525 |
| 2022-04-26 | 2022-07-19 | -6.26 | 84 |
| 2023-03-17 | 2023-11-22 | -3.22 | 250 |
| 2022-10-07 | 2023-03-17 | -2.95 | 161 |
| 2022-08-15 | 2022-09-09 | -1.05 | 24 |
| 2023-11-23 | 2024-01-03 | -0.66 | 41 |
| 2022-08-15 | 2022-08-15 | -0.18 | 0 |
| 2022-02-06 | 2022-02-07 | -0.18 | 0 |
| 2022-03-07 | 2022-03-07 | -0.18 | 0 |
| 2022-03-26 | 2022-03-26 | -0.18 | 0 |
| Metric | 11398751:btcusd:triple_med_gx:lsma120_125 | 11398751:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 6.54% | 35.75% |
| Worst Week | -4.62% | -29.64% |
| Best Month | 6.54% | 43.77% |
| Worst Month | -4.45% | -37.12% |
| Best Year | 8.81% | 155.54% |
| Worst Year | -6.13% | -57.04% |
| Avg. Up Day | 0.95% | 1.03% |
| Avg. Down Day | -0.56% | -0.81% |
| Avg. Up Week | 2.11% | 7.76% |
| Avg. Down Week | -1.38% | -4.97% |
| Avg. Up Month | 2.2% | 14.3% |
| Avg. Down Month | -1.83% | -12.64% |
| Win Days % | 38.67% | 51.3% |
| Win Month % | 53.12% | 60.98% |
| Win Week % | 48.94% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |