| Metric | 11402637:btcusd:triple_med_gx:lsma120_135 | 11402637:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 35.34% | 161.95% |
| Max Drawdown | -16.54% | -67.18% |
| Sharpe | 0.39 | 0.41 |
| Sortino | 0.64 | 0.59 |
| Payoff Ratio | 1.29 | 1.1 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 82.52 | 2.95 |
| Outlier Loss Ratio | 3.72 | 2.83 |
| Volatility (ann.) | 6.27% | 26.29% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.57 | 0.5 |
| Skew | 3.78 | 0.18 |
| Kurtosis | 122.71 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.74% | 2.38% |
| Expected Yearly % | 7.86% | 27.22% |
| Kelly Criterion | 6.27% | 6.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.23% |
| Expected Shortfall (cVaR) | -0.53% | -2.23% |
| Year | 11402637:BTCUSD | 11402637:btcusd:triple_med_gx:lsma120_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 19.00 | -0.32 | + |
| 2023 | 155.54 | -6.52 | -0.04 | - |
| 2024 | 121.00 | 14.75 | 0.12 | - |
| 2025 | 16.76 | 6.02 | 0.36 | - |
| Metric | 11402637:btcusd:triple_med_gx:lsma120_135 | 11402637:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | 3.54% | 31.46% |
| 6M | 3.07% | 12.77% |
| YTD | 6.02% | 16.76% |
| 1Y | 12.65% | 56.84% |
| 3Y (ann.) | 4.36% | 55.31% |
| 5Y (ann.) | 9.47% | 33.36% |
| Metric | 11402637:btcusd:triple_med_gx:lsma120_135 | 11402637:BTCUSD |
|---|---|---|
| Max Drawdown | -16.54% | -67.18% |
| Longest DD Days | 561.0 | 683.0 |
| Avg. Drawdown | -4.13% | -7.17% |
| Avg. Drawdown Days | 102.0 | 37.0 |
| Recovery Factor | 2.14 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-23 | 2024-12-05 | -16.54 | 561 |
| 2022-05-13 | 2023-04-26 | -8.37 | 347 |
| 2024-12-05 | 2025-03-06 | -8.11 | 90 |
| 2023-04-26 | 2023-05-23 | -4.29 | 26 |
| 2025-03-07 | 2025-04-12 | -3.62 | 36 |
| 2025-04-13 | 2025-05-31 | -3.57 | 48 |
| 2025-06-01 | 2025-06-11 | -0.23 | 10 |
| 2022-05-12 | 2022-05-13 | -0.18 | 0 |
| 2022-02-24 | 2022-02-24 | -0.18 | 0 |
| 2022-03-26 | 2022-03-26 | -0.18 | 0 |
| Metric | 11402637:btcusd:triple_med_gx:lsma120_135 | 11402637:BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.33% |
| Worst Day | -4.35% | -9.32% |
| Best Week | 14.9% | 35.75% |
| Worst Week | -4.95% | -29.64% |
| Best Month | 14.9% | 43.77% |
| Worst Month | -4.36% | -37.12% |
| Best Year | 19.0% | 155.54% |
| Worst Year | -6.52% | -60.27% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.74% | -0.9% |
| Avg. Up Week | 2.58% | 7.68% |
| Avg. Down Week | -1.92% | -4.47% |
| Avg. Up Month | 4.57% | 13.11% |
| Avg. Down Month | -1.68% | -11.91% |
| Win Days % | 47.13% | 51.28% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 54.24% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |