| Metric | 11399157:btcusd:triple_med_gx:lsma120_125 | 11399157:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 26.92% | 161.95% |
| Max Drawdown | -7.34% | -67.18% |
| Sharpe | 0.45 | 0.41 |
| Sortino | 0.9 | 0.59 |
| Payoff Ratio | 1.83 | 1.36 |
| Profit Factor | 1.69 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.3 | 0.75 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 167.31 | 2.39 |
| Outlier Loss Ratio | 4.05 | 2.45 |
| Volatility (ann.) | 4.19% | 26.29% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.01 | 0.5 |
| Skew | 11.99 | 0.18 |
| Kurtosis | 385.39 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.38% |
| Expected Yearly % | 6.14% | 27.22% |
| Kelly Criterion | 10.09% | 15.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.23% |
| Expected Shortfall (cVaR) | -0.36% | -2.23% |
| Year | 11399157:BTCUSD | 11399157:btcusd:triple_med_gx:lsma120_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 15.41 | -0.26 | + |
| 2023 | 155.54 | -2.76 | -0.02 | - |
| 2024 | 121.00 | 10.13 | 0.08 | - |
| 2025 | 16.76 | 2.71 | 0.16 | - |
| Metric | 11399157:btcusd:triple_med_gx:lsma120_125 | 11399157:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.48% | 31.46% |
| 6M | 0.57% | 12.77% |
| YTD | 2.71% | 16.76% |
| 1Y | 9.27% | 56.84% |
| 3Y (ann.) | 4.94% | 55.31% |
| 5Y (ann.) | 7.39% | 33.36% |
| Metric | 11399157:btcusd:triple_med_gx:lsma120_125 | 11399157:BTCUSD |
|---|---|---|
| Max Drawdown | -7.34% | -67.18% |
| Longest DD Days | 538.0 | 683.0 |
| Avg. Drawdown | -1.43% | -7.17% |
| Avg. Drawdown Days | 62.0 | 37.0 |
| Recovery Factor | 3.67 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-23 | 2024-11-11 | -7.34 | 538 |
| 2022-03-27 | 2022-05-13 | -3.43 | 46 |
| 2025-03-07 | 2025-06-11 | -3.01 | 96 |
| 2024-12-27 | 2025-03-06 | -2.80 | 68 |
| 2023-02-06 | 2023-04-26 | -1.65 | 79 |
| 2022-08-13 | 2022-09-30 | -1.12 | 48 |
| 2022-10-22 | 2022-11-11 | -0.83 | 20 |
| 2024-11-12 | 2024-12-04 | -0.69 | 22 |
| 2024-12-04 | 2024-12-27 | -0.66 | 23 |
| 2022-12-23 | 2023-02-05 | -0.23 | 44 |
| Metric | 11399157:btcusd:triple_med_gx:lsma120_125 | 11399157:BTCUSD |
|---|---|---|
| Best Day | 6.74% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 14.9% | 35.75% |
| Worst Week | -3.99% | -29.64% |
| Best Month | 14.9% | 43.77% |
| Worst Month | -3.99% | -37.12% |
| Best Year | 15.41% | 155.54% |
| Worst Year | -2.76% | -60.27% |
| Avg. Up Day | 1.25% | 1.3% |
| Avg. Down Day | -0.68% | -0.96% |
| Avg. Up Week | 2.0% | 4.34% |
| Avg. Down Week | -1.96% | -4.41% |
| Avg. Up Month | 3.81% | 13.03% |
| Avg. Down Month | -2.58% | -9.23% |
| Win Days % | 41.88% | 51.28% |
| Win Month % | 62.07% | 60.98% |
| Win Week % | 63.89% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |