| Metric | 11399720:btcusd:triple_med_gx:lsma120_130 | 11399720:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -4.4% | 182.99% |
| Max Drawdown | -10.55% | -67.18% |
| Sharpe | -0.09 | 0.43 |
| Sortino | -0.12 | 0.62 |
| Payoff Ratio | 1.27 | 0.95 |
| Profit Factor | 0.91 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.41 | 0.52 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 255.39 | 2.41 |
| Outlier Loss Ratio | 4.68 | 2.45 |
| Volatility (ann.) | 3.28% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.13 | 0.54 |
| Skew | -4.72 | 0.2 |
| Kurtosis | 568.09 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.11% | 2.57% |
| Expected Yearly % | -1.12% | 29.7% |
| Kelly Criterion | -14.99% | 0.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.28% | -2.24% |
| Expected Shortfall (cVaR) | -0.28% | -2.24% |
| Year | 11399720:BTCUSD | 11399720:btcusd:triple_med_gx:lsma120_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -1.31 | 0.02 | + |
| 2023 | 155.54 | 3.90 | 0.03 | - |
| 2024 | 121.00 | 4.24 | 0.04 | - |
| 2025 | 16.76 | -10.55 | -0.63 | - |
| Metric | 11399720:btcusd:triple_med_gx:lsma120_130 | 11399720:BTCUSD |
|---|---|---|
| MTD | -1.1% | 4.16% |
| 3M | -2.5% | 31.46% |
| 6M | -5.59% | 12.77% |
| YTD | -10.55% | 16.76% |
| 1Y | -5.45% | 56.84% |
| 3Y (ann.) | -1.54% | 55.31% |
| 5Y (ann.) | -1.33% | 36.34% |
| Metric | 11399720:btcusd:triple_med_gx:lsma120_130 | 11399720:BTCUSD |
|---|---|---|
| Max Drawdown | -10.55% | -67.18% |
| Longest DD Days | 817.0 | 683.0 |
| Avg. Drawdown | -4.67% | -6.9% |
| Avg. Drawdown Days | 222.0 | 35.0 |
| Recovery Factor | -0.42 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-03 | 2025-06-11 | -10.55 | 158 |
| 2022-05-18 | 2024-08-12 | -8.84 | 817 |
| 2024-08-12 | 2024-12-20 | -3.23 | 130 |
| 2022-03-01 | 2022-03-08 | -0.52 | 6 |
| 2022-04-20 | 2022-04-21 | -0.21 | 0 |
| Metric | 11399720:btcusd:triple_med_gx:lsma120_130 | 11399720:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.55% | 35.75% |
| Worst Week | -6.53% | -29.64% |
| Best Month | 5.55% | 43.77% |
| Worst Month | -7.08% | -37.12% |
| Best Year | 4.24% | 155.54% |
| Worst Year | -10.55% | -57.08% |
| Avg. Up Day | 0.76% | 0.82% |
| Avg. Down Day | -0.6% | -0.86% |
| Avg. Up Week | 0.46% | 6.54% |
| Avg. Down Week | -1.62% | -2.22% |
| Avg. Up Month | 0.92% | 12.62% |
| Avg. Down Month | -1.94% | -13.94% |
| Win Days % | 35.57% | 51.31% |
| Win Month % | 41.38% | 60.98% |
| Win Week % | 43.18% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |