| Metric | 11377243:btcusd:triple_med_gx:lsma120_50 | 11377243:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 13.09% | 220.31% |
| Max Drawdown | -30.45% | -67.18% |
| Sharpe | 0.14 | 0.45 |
| Sortino | 0.2 | 0.66 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 1.31 | 1.0 |
| Outlier Win Ratio | 35.18 | 3.34 |
| Outlier Loss Ratio | 4.25 | 3.39 |
| Volatility (ann.) | 9.94% | 26.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.12 | 0.6 |
| Skew | 0.44 | 0.2 |
| Kurtosis | 43.85 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.74% |
| Expected Yearly % | 3.12% | 33.78% |
| Kelly Criterion | -0.83% | 4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11377243:BTCUSD | 11377243:btcusd:triple_med_gx:lsma120_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 28.32 | -0.50 | + |
| 2023 | 155.54 | -8.16 | -0.05 | - |
| 2024 | 121.00 | 5.48 | 0.05 | - |
| 2025 | 30.14 | -9.03 | -0.30 | - |
| Metric | 11377243:btcusd:triple_med_gx:lsma120_50 | 11377243:BTCUSD |
|---|---|---|
| MTD | 6.06% | 13.36% |
| 3M | 12.31% | 45.08% |
| 6M | -8.03% | 28.47% |
| YTD | -9.03% | 30.14% |
| 1Y | -0.73% | 105.13% |
| 3Y (ann.) | -0.32% | 81.7% |
| 5Y (ann.) | 3.63% | 40.11% |
| Metric | 11377243:btcusd:triple_med_gx:lsma120_50 | 11377243:BTCUSD |
|---|---|---|
| Max Drawdown | -30.45% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -5.4% | -6.34% |
| Avg. Drawdown Days | 82.0 | 32.0 |
| Recovery Factor | 0.43 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -30.45 | 904 |
| 2022-06-06 | 2022-10-04 | -14.54 | 120 |
| 2022-04-26 | 2022-06-06 | -11.22 | 40 |
| 2022-02-15 | 2022-03-24 | -4.46 | 36 |
| 2022-02-05 | 2022-02-15 | -4.14 | 10 |
| 2022-11-24 | 2023-01-20 | -2.94 | 57 |
| 2022-10-31 | 2022-11-22 | -2.89 | 22 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2022-10-09 | 2022-10-25 | -2.54 | 16 |
| 2022-04-02 | 2022-04-25 | -2.39 | 23 |
| Metric | 11377243:btcusd:triple_med_gx:lsma120_50 | 11377243:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.98% | 35.75% |
| Worst Week | -7.1% | -29.64% |
| Best Month | 12.29% | 43.77% |
| Worst Month | -9.08% | -37.12% |
| Best Year | 28.32% | 155.54% |
| Worst Year | -9.03% | -56.42% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.51% | 5.09% |
| Avg. Down Week | -2.25% | -5.12% |
| Avg. Up Month | 4.79% | 17.08% |
| Avg. Down Month | -3.56% | -13.01% |
| Win Days % | 47.9% | 51.32% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 43.43% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |