| Metric | 11399498:btcusd:triple_med_gx:lsma120_130 | 11399498:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 3.95% | 182.99% |
| Max Drawdown | -12.62% | -67.18% |
| Sharpe | 0.09 | 0.43 |
| Sortino | 0.16 | 0.62 |
| Payoff Ratio | 1.43 | 1.35 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.57 | 0.74 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 179.59 | 2.48 |
| Outlier Loss Ratio | 4.5 | 2.45 |
| Volatility (ann.) | 4.13% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.09 | 0.54 |
| Skew | 13.52 | 0.2 |
| Kurtosis | 655.74 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.09% | 2.57% |
| Expected Yearly % | 0.97% | 29.7% |
| Kelly Criterion | -8.02% | 15.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.24% |
| Expected Shortfall (cVaR) | -0.35% | -2.24% |
| Year | 11399498:BTCUSD | 11399498:btcusd:triple_med_gx:lsma120_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 3.09 | -0.05 | + |
| 2023 | 155.54 | 10.37 | 0.07 | - |
| 2024 | 121.00 | -3.35 | -0.03 | - |
| 2025 | 16.76 | -5.48 | -0.33 | - |
| Metric | 11399498:btcusd:triple_med_gx:lsma120_130 | 11399498:BTCUSD |
|---|---|---|
| MTD | 0.26% | 4.16% |
| 3M | 0.19% | 31.46% |
| 6M | -9.21% | 12.77% |
| YTD | -5.48% | 16.76% |
| 1Y | -3.51% | 56.84% |
| 3Y (ann.) | 1.02% | 55.31% |
| 5Y (ann.) | 1.16% | 36.34% |
| Metric | 11399498:btcusd:triple_med_gx:lsma120_130 | 11399498:BTCUSD |
|---|---|---|
| Max Drawdown | -12.62% | -67.18% |
| Longest DD Days | 439.0 | 683.0 |
| Avg. Drawdown | -1.98% | -6.9% |
| Avg. Drawdown Days | 73.0 | 35.0 |
| Recovery Factor | 0.31 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-29 | 2025-06-11 | -12.62 | 439 |
| 2022-04-20 | 2022-08-12 | -4.71 | 114 |
| 2022-10-23 | 2023-03-13 | -3.17 | 140 |
| 2023-05-26 | 2023-12-01 | -1.79 | 189 |
| 2023-05-08 | 2023-05-23 | -1.70 | 15 |
| 2022-08-16 | 2022-09-07 | -1.13 | 22 |
| 2024-01-27 | 2024-03-28 | -0.66 | 61 |
| 2023-05-23 | 2023-05-25 | -0.57 | 2 |
| 2023-04-11 | 2023-04-27 | -0.38 | 15 |
| 2022-09-08 | 2022-09-28 | -0.32 | 20 |
| Metric | 11399498:btcusd:triple_med_gx:lsma120_130 | 11399498:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.13% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -5.89% | -29.64% |
| Best Month | 8.6% | 43.77% |
| Worst Month | -6.15% | -37.12% |
| Best Year | 10.37% | 155.54% |
| Worst Year | -5.48% | -57.08% |
| Avg. Up Day | 0.91% | 0.98% |
| Avg. Down Day | -0.64% | -0.73% |
| Avg. Up Week | 1.4% | 7.79% |
| Avg. Down Week | -1.62% | -3.51% |
| Avg. Up Month | 1.72% | 9.79% |
| Avg. Down Month | -2.05% | -10.64% |
| Win Days % | 36.52% | 51.31% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 54.35% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |