| Metric | 11403751:btcusd:triple_med_gx:lsma120_140 | 11403751:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 22.22% | 161.99% |
| Max Drawdown | -12.34% | -67.18% |
| Sharpe | 0.28 | 0.41 |
| Sortino | 0.45 | 0.59 |
| Payoff Ratio | 1.31 | 1.19 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.72 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 93.65 | 2.89 |
| Outlier Loss Ratio | 3.52 | 2.76 |
| Volatility (ann.) | 5.99% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.5 | 0.5 |
| Skew | 3.65 | 0.18 |
| Kurtosis | 139.17 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.38% |
| Expected Yearly % | 5.14% | 27.22% |
| Kelly Criterion | 3.48% | 10.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.23% |
| Expected Shortfall (cVaR) | -0.51% | -2.23% |
| Year | 11403751:BTCUSD | 11403751:btcusd:triple_med_gx:lsma120_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -3.53 | 0.06 | + |
| 2023 | 155.54 | 18.14 | 0.12 | - |
| 2024 | 121.00 | -0.00 | -0.00 | - |
| 2025 | 16.76 | 7.24 | 0.43 | - |
| Metric | 11403751:btcusd:triple_med_gx:lsma120_140 | 11403751:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.05% | 31.46% |
| 6M | 4.78% | 12.77% |
| YTD | 7.24% | 16.76% |
| 1Y | -0.99% | 56.84% |
| 3Y (ann.) | 4.81% | 55.31% |
| 5Y (ann.) | 6.18% | 33.33% |
| Metric | 11403751:btcusd:triple_med_gx:lsma120_140 | 11403751:BTCUSD |
|---|---|---|
| Max Drawdown | -12.34% | -67.18% |
| Longest DD Days | 538.0 | 683.0 |
| Avg. Drawdown | -5.35% | -6.97% |
| Avg. Drawdown Days | 151.0 | 36.0 |
| Recovery Factor | 1.8 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-10-16 | -12.34 | 538 |
| 2024-07-02 | 2025-06-11 | -11.88 | 344 |
| 2024-01-02 | 2024-05-03 | -7.96 | 122 |
| 2022-03-05 | 2022-03-09 | -3.89 | 3 |
| 2023-10-17 | 2023-12-04 | -1.00 | 48 |
| 2024-01-01 | 2024-01-01 | -0.18 | 0 |
| 2022-04-25 | 2022-04-25 | -0.18 | 0 |
| Metric | 11403751:btcusd:triple_med_gx:lsma120_140 | 11403751:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 8.26% | 35.75% |
| Worst Week | -8.9% | -29.64% |
| Best Month | 8.26% | 43.77% |
| Worst Month | -7.4% | -37.12% |
| Best Year | 18.14% | 155.54% |
| Worst Year | -3.53% | -60.27% |
| Avg. Up Day | 1.0% | 1.03% |
| Avg. Down Day | -0.77% | -0.86% |
| Avg. Up Week | 2.32% | 8.46% |
| Avg. Down Week | -2.59% | -5.74% |
| Avg. Up Month | 3.26% | 16.69% |
| Avg. Down Month | -2.01% | -13.94% |
| Win Days % | 45.26% | 51.27% |
| Win Month % | 57.58% | 60.98% |
| Win Week % | 59.57% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |