| Metric | 11375121:btcusd:triple_med_gx:lsma120_40 | 11375121:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 8.22% | 220.31% |
| Max Drawdown | -28.27% | -67.18% |
| Sharpe | 0.11 | 0.45 |
| Sortino | 0.16 | 0.66 |
| Payoff Ratio | 1.13 | 1.05 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 31.03 | 3.47 |
| Outlier Loss Ratio | 4.34 | 3.43 |
| Volatility (ann.) | 10.88% | 26.14% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.08 | 0.6 |
| Skew | 0.77 | 0.2 |
| Kurtosis | 39.25 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.74% |
| Expected Yearly % | 1.99% | 33.78% |
| Kelly Criterion | -0.84% | 4.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11375121:BTCUSD | 11375121:btcusd:triple_med_gx:lsma120_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 0.23 | -0.00 | + |
| 2023 | 155.54 | 1.80 | 0.01 | - |
| 2024 | 121.00 | 18.21 | 0.15 | - |
| 2025 | 30.14 | -10.27 | -0.34 | - |
| Metric | 11375121:btcusd:triple_med_gx:lsma120_40 | 11375121:BTCUSD |
|---|---|---|
| MTD | 3.66% | 13.36% |
| 3M | 8.54% | 45.08% |
| 6M | -5.67% | 28.47% |
| YTD | -10.27% | 30.14% |
| 1Y | -2.28% | 105.13% |
| 3Y (ann.) | 2.97% | 81.7% |
| 5Y (ann.) | 2.32% | 40.11% |
| Metric | 11375121:btcusd:triple_med_gx:lsma120_40 | 11375121:BTCUSD |
|---|---|---|
| Max Drawdown | -28.27% | -67.18% |
| Longest DD Days | 636.0 | 683.0 |
| Avg. Drawdown | -5.96% | -6.34% |
| Avg. Drawdown Days | 73.0 | 32.0 |
| Recovery Factor | 0.29 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -28.27 | 469 |
| 2022-06-06 | 2024-03-04 | -26.68 | 636 |
| 2022-02-10 | 2022-03-24 | -9.63 | 42 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-04-26 | 2022-05-04 | -6.09 | 8 |
| 2022-03-31 | 2022-04-26 | -5.50 | 25 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-05-20 | 2022-05-30 | -5.06 | 9 |
| 2022-06-03 | 2022-06-06 | -3.58 | 3 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| Metric | 11375121:btcusd:triple_med_gx:lsma120_40 | 11375121:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 11.39% | 35.75% |
| Worst Week | -7.23% | -29.64% |
| Best Month | 18.89% | 43.77% |
| Worst Month | -14.93% | -37.12% |
| Best Year | 18.21% | 155.54% |
| Worst Year | -10.27% | -56.42% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 3.05% | 6.0% |
| Avg. Down Week | -2.77% | -4.07% |
| Avg. Up Month | 5.5% | 16.08% |
| Avg. Down Month | -4.68% | -12.1% |
| Win Days % | 46.52% | 51.32% |
| Win Month % | 54.76% | 62.79% |
| Win Week % | 48.7% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |