| Metric | 11400880:btcusd:triple_med_gx:lsma120_130 | 11400880:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 52.33% | 161.95% |
| Max Drawdown | -12.23% | -67.18% |
| Sharpe | 0.59 | 0.41 |
| Sortino | 1.13 | 0.59 |
| Payoff Ratio | 1.58 | 1.19 |
| Profit Factor | 1.61 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.19 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 100.87 | 2.78 |
| Outlier Loss Ratio | 3.7 | 2.55 |
| Volatility (ann.) | 5.56% | 26.29% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.1 | 0.5 |
| Skew | 7.28 | 0.18 |
| Kurtosis | 181.9 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 2.38% |
| Expected Yearly % | 11.1% | 27.22% |
| Kelly Criterion | 13.32% | 10.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.23% |
| Expected Shortfall (cVaR) | -0.47% | -2.23% |
| Year | 11400880:BTCUSD | 11400880:btcusd:triple_med_gx:lsma120_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 21.92 | -0.36 | + |
| 2023 | 155.54 | -4.78 | -0.03 | - |
| 2024 | 121.00 | 21.63 | 0.18 | - |
| 2025 | 16.76 | 7.88 | 0.47 | - |
| Metric | 11400880:btcusd:triple_med_gx:lsma120_130 | 11400880:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | 2.46% | 31.46% |
| 6M | 6.37% | 12.77% |
| YTD | 7.88% | 16.76% |
| 1Y | 17.42% | 56.84% |
| 3Y (ann.) | 8.52% | 55.31% |
| 5Y (ann.) | 13.41% | 33.36% |
| Metric | 11400880:btcusd:triple_med_gx:lsma120_130 | 11400880:BTCUSD |
|---|---|---|
| Max Drawdown | -12.23% | -67.18% |
| Longest DD Days | 373.0 | 683.0 |
| Avg. Drawdown | -2.18% | -7.17% |
| Avg. Drawdown Days | 48.0 | 37.0 |
| Recovery Factor | 4.28 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2024-05-04 | -12.23 | 373 |
| 2024-06-10 | 2024-11-11 | -7.27 | 153 |
| 2024-12-27 | 2025-02-28 | -4.23 | 63 |
| 2025-05-19 | 2025-06-11 | -3.64 | 23 |
| 2025-03-07 | 2025-05-18 | -3.58 | 72 |
| 2022-10-24 | 2023-03-10 | -2.76 | 137 |
| 2022-08-04 | 2022-08-13 | -2.49 | 8 |
| 2022-04-11 | 2022-05-13 | -2.04 | 31 |
| 2022-09-30 | 2022-10-23 | -1.95 | 23 |
| 2022-08-13 | 2022-09-30 | -1.14 | 48 |
| Metric | 11400880:btcusd:triple_med_gx:lsma120_130 | 11400880:BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.33% |
| Worst Day | -4.29% | -9.32% |
| Best Week | 14.9% | 35.75% |
| Worst Week | -4.27% | -29.64% |
| Best Month | 14.9% | 43.77% |
| Worst Month | -4.27% | -37.12% |
| Best Year | 21.92% | 155.54% |
| Worst Year | -4.78% | -60.27% |
| Avg. Up Day | 1.1% | 1.14% |
| Avg. Down Day | -0.7% | -0.95% |
| Avg. Up Week | 2.56% | 5.94% |
| Avg. Down Week | -1.93% | -3.56% |
| Avg. Up Month | 4.67% | 13.19% |
| Avg. Down Month | -1.89% | -9.14% |
| Win Days % | 46.9% | 51.28% |
| Win Month % | 58.82% | 60.98% |
| Win Week % | 58.49% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |