| Metric | 11375176:btcusd:triple_med_gx:lsma120_40 | 11375176:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 41.96% | 220.31% |
| Max Drawdown | -26.48% | -67.18% |
| Sharpe | 0.29 | 0.45 |
| Sortino | 0.44 | 0.66 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.45 | 1.08 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 31.19 | 3.42 |
| Outlier Loss Ratio | 4.47 | 3.38 |
| Volatility (ann.) | 10.48% | 26.14% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.4 | 0.6 |
| Skew | 0.93 | 0.2 |
| Kurtosis | 42.3 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.74% |
| Expected Yearly % | 9.15% | 33.78% |
| Kelly Criterion | 1.8% | 5.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11375176:BTCUSD | 11375176:btcusd:triple_med_gx:lsma120_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 29.31 | -0.52 | + |
| 2023 | 155.54 | 2.85 | 0.02 | - |
| 2024 | 121.00 | 4.62 | 0.04 | - |
| 2025 | 30.14 | 2.03 | 0.07 | - |
| Metric | 11375176:btcusd:triple_med_gx:lsma120_40 | 11375176:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 10.84% | 45.08% |
| 6M | 3.96% | 28.47% |
| YTD | 2.03% | 30.14% |
| 1Y | 12.84% | 105.13% |
| 3Y (ann.) | 6.75% | 81.7% |
| 5Y (ann.) | 10.68% | 40.11% |
| Metric | 11375176:btcusd:triple_med_gx:lsma120_40 | 11375176:BTCUSD |
|---|---|---|
| Max Drawdown | -26.48% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -4.8% | -6.34% |
| Avg. Drawdown Days | 69.0 | 32.0 |
| Recovery Factor | 1.58 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -26.48 | 489 |
| 2022-06-06 | 2023-01-20 | -19.11 | 228 |
| 2023-01-21 | 2024-03-03 | -14.49 | 407 |
| 2022-02-05 | 2022-05-04 | -8.95 | 88 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-02-01 | 2022-02-04 | -3.35 | 2 |
| 2022-05-23 | 2022-05-29 | -3.14 | 6 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2022-05-05 | 2022-05-20 | -0.63 | 15 |
| 2022-06-05 | 2022-06-05 | -0.49 | 0 |
| Metric | 11375176:btcusd:triple_med_gx:lsma120_40 | 11375176:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 13.77% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 14.7% | 43.77% |
| Worst Month | -13.12% | -37.12% |
| Best Year | 29.31% | 155.54% |
| Worst Year | 2.03% | -56.42% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 3.41% | 5.15% |
| Avg. Down Week | -2.69% | -4.8% |
| Avg. Up Month | 4.62% | 16.08% |
| Avg. Down Month | -4.18% | -12.51% |
| Win Days % | 47.52% | 51.32% |
| Win Month % | 59.52% | 62.79% |
| Win Week % | 54.13% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |