| Metric | 11376211:btcusd:triple_med_gx:lsma120_45 | 11376211:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 9.99% | 220.31% |
| Max Drawdown | -29.76% | -67.18% |
| Sharpe | 0.12 | 0.45 |
| Sortino | 0.17 | 0.66 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 33.36 | 3.35 |
| Outlier Loss Ratio | 4.32 | 3.42 |
| Volatility (ann.) | 10.26% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.09 | 0.6 |
| Skew | 1.19 | 0.2 |
| Kurtosis | 46.99 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.74% |
| Expected Yearly % | 2.41% | 33.78% |
| Kelly Criterion | -1.06% | 4.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11376211:BTCUSD | 11376211:btcusd:triple_med_gx:lsma120_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 16.13 | -0.29 | + |
| 2023 | 155.54 | 5.95 | 0.04 | - |
| 2024 | 121.00 | -5.71 | -0.05 | - |
| 2025 | 30.14 | -5.20 | -0.17 | - |
| Metric | 11376211:btcusd:triple_med_gx:lsma120_45 | 11376211:BTCUSD |
|---|---|---|
| MTD | 7.11% | 13.36% |
| 3M | 11.21% | 45.08% |
| 6M | -5.19% | 28.47% |
| YTD | -5.2% | 30.14% |
| 1Y | -2.4% | 105.13% |
| 3Y (ann.) | 0.31% | 81.7% |
| 5Y (ann.) | 2.8% | 40.11% |
| Metric | 11376211:btcusd:triple_med_gx:lsma120_45 | 11376211:BTCUSD |
|---|---|---|
| Max Drawdown | -29.76% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -5.4% | -6.34% |
| Avg. Drawdown Days | 66.0 | 32.0 |
| Recovery Factor | 0.34 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -29.76 | 489 |
| 2022-06-06 | 2023-01-20 | -19.10 | 228 |
| 2023-01-21 | 2023-10-29 | -13.84 | 280 |
| 2023-11-02 | 2024-03-10 | -8.36 | 129 |
| 2022-04-26 | 2022-05-30 | -6.09 | 33 |
| 2022-02-01 | 2022-02-04 | -5.55 | 3 |
| 2022-02-05 | 2022-02-15 | -4.47 | 10 |
| 2022-02-15 | 2022-03-24 | -4.41 | 37 |
| 2022-03-25 | 2022-04-01 | -3.43 | 7 |
| 2022-04-02 | 2022-04-25 | -2.39 | 23 |
| Metric | 11376211:btcusd:triple_med_gx:lsma120_45 | 11376211:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.88% | 35.75% |
| Worst Week | -9.91% | -29.64% |
| Best Month | 9.32% | 43.77% |
| Worst Month | -10.42% | -37.12% |
| Best Year | 16.13% | 155.54% |
| Worst Year | -5.71% | -56.42% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 3.11% | 5.01% |
| Avg. Down Week | -2.45% | -4.89% |
| Avg. Up Month | 4.71% | 16.59% |
| Avg. Down Month | -4.61% | -12.65% |
| Win Days % | 47.35% | 51.32% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 47.17% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |