| Metric | 11401221:btcusd:triple_med_gx:lsma120_135 | 11401221:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -3.8% | 195.83% |
| Max Drawdown | -22.45% | -67.18% |
| Sharpe | -0.04 | 0.44 |
| Sortino | -0.06 | 0.64 |
| Payoff Ratio | 1.26 | 1.2 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.48 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 134.21 | 2.7 |
| Outlier Loss Ratio | 4.12 | 2.63 |
| Volatility (ann.) | 4.83% | 26.35% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.05 | 0.57 |
| Skew | 7.51 | 0.2 |
| Kurtosis | 369.2 | 6.45 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.09% | 2.68% |
| Expected Yearly % | -0.96% | 31.15% |
| Kelly Criterion | -9.26% | 10.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.24% |
| Expected Shortfall (cVaR) | -0.42% | -2.24% |
| Year | 11401221:BTCUSD | 11401221:btcusd:triple_med_gx:lsma120_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 8.90 | -0.16 | + |
| 2023 | 155.54 | 6.54 | 0.04 | - |
| 2024 | 121.00 | -10.94 | -0.09 | - |
| 2025 | 16.76 | -6.90 | -0.41 | - |
| Metric | 11401221:btcusd:triple_med_gx:lsma120_135 | 11401221:BTCUSD |
|---|---|---|
| MTD | 2.01% | 4.16% |
| 3M | 0.31% | 31.46% |
| 6M | -9.66% | 12.77% |
| YTD | -6.9% | 16.76% |
| 1Y | -10.0% | 56.84% |
| 3Y (ann.) | -3.68% | 55.31% |
| 5Y (ann.) | -1.15% | 38.19% |
| Metric | 11401221:btcusd:triple_med_gx:lsma120_135 | 11401221:BTCUSD |
|---|---|---|
| Max Drawdown | -22.45% | -67.18% |
| Longest DD Days | 747.0 | 683.0 |
| Avg. Drawdown | -2.95% | -6.97% |
| Avg. Drawdown Days | 75.0 | 36.0 |
| Recovery Factor | -0.17 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-26 | 2025-06-11 | -22.45 | 747 |
| 2022-04-20 | 2022-05-19 | -4.26 | 28 |
| 2022-06-22 | 2022-06-23 | -3.03 | 1 |
| 2022-06-24 | 2022-09-07 | -3.02 | 75 |
| 2022-10-23 | 2023-03-13 | -2.18 | 140 |
| 2023-05-04 | 2023-05-23 | -2.03 | 18 |
| 2022-06-24 | 2022-06-24 | -1.03 | 0 |
| 2022-09-08 | 2022-10-03 | -0.91 | 25 |
| 2023-04-11 | 2023-04-27 | -0.82 | 15 |
| 2023-05-23 | 2023-05-25 | -0.82 | 2 |
| Metric | 11401221:btcusd:triple_med_gx:lsma120_135 | 11401221:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.13% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -6.45% | -29.64% |
| Best Month | 8.6% | 43.77% |
| Worst Month | -8.54% | -37.12% |
| Best Year | 8.9% | 155.54% |
| Worst Year | -10.94% | -55.14% |
| Avg. Up Day | 0.85% | 0.9% |
| Avg. Down Day | -0.67% | -0.75% |
| Avg. Up Week | 2.02% | 8.57% |
| Avg. Down Week | -1.73% | -3.71% |
| Avg. Up Month | 2.29% | 10.46% |
| Avg. Down Month | -2.31% | -12.01% |
| Win Days % | 39.06% | 51.32% |
| Win Month % | 45.45% | 60.98% |
| Win Week % | 40.74% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |