| Metric | 11379446:btcusd:triple_med_gx:lsma120_60 | 11379446:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 39.94% | 220.31% |
| Max Drawdown | -24.13% | -67.18% |
| Sharpe | 0.31 | 0.45 |
| Sortino | 0.46 | 0.66 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.72 | 1.08 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.52 | 1.0 |
| Outlier Win Ratio | 39.43 | 3.29 |
| Outlier Loss Ratio | 4.34 | 3.31 |
| Volatility (ann.) | 9.12% | 26.14% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.42 | 0.6 |
| Skew | 0.67 | 0.2 |
| Kurtosis | 47.33 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.74% |
| Expected Yearly % | 8.76% | 33.78% |
| Kelly Criterion | 2.25% | 4.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11379446:BTCUSD | 11379446:btcusd:triple_med_gx:lsma120_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 15.21 | -0.27 | + |
| 2023 | 155.54 | -15.78 | -0.10 | - |
| 2024 | 121.00 | 38.24 | 0.32 | - |
| 2025 | 30.14 | 4.33 | 0.14 | - |
| Metric | 11379446:btcusd:triple_med_gx:lsma120_60 | 11379446:BTCUSD |
|---|---|---|
| MTD | 7.29% | 13.36% |
| 3M | 18.62% | 45.08% |
| 6M | 3.67% | 28.47% |
| YTD | 4.33% | 30.14% |
| 1Y | 11.23% | 105.13% |
| 3Y (ann.) | 8.39% | 81.7% |
| 5Y (ann.) | 10.22% | 40.11% |
| Metric | 11379446:btcusd:triple_med_gx:lsma120_60 | 11379446:BTCUSD |
|---|---|---|
| Max Drawdown | -24.13% | -67.18% |
| Longest DD Days | 552.0 | 683.0 |
| Avg. Drawdown | -4.79% | -6.34% |
| Avg. Drawdown Days | 62.0 | 32.0 |
| Recovery Factor | 1.66 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-07-27 | -24.13 | 552 |
| 2024-11-23 | 2025-07-14 | -17.25 | 233 |
| 2022-06-06 | 2022-10-25 | -13.84 | 141 |
| 2022-04-26 | 2022-05-30 | -7.26 | 33 |
| 2024-09-28 | 2024-11-20 | -6.39 | 53 |
| 2022-11-05 | 2023-01-20 | -5.61 | 76 |
| 2022-02-15 | 2022-04-25 | -5.29 | 69 |
| 2024-07-29 | 2024-08-28 | -4.58 | 30 |
| 2024-08-29 | 2024-09-27 | -3.45 | 28 |
| 2022-02-12 | 2022-02-15 | -2.26 | 2 |
| Metric | 11379446:btcusd:triple_med_gx:lsma120_60 | 11379446:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -6.76% | -29.64% |
| Best Month | 9.91% | 43.77% |
| Worst Month | -5.41% | -37.12% |
| Best Year | 38.24% | 155.54% |
| Worst Year | -15.78% | -56.42% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 3.69% | 5.47% |
| Avg. Down Week | -2.53% | -5.21% |
| Avg. Up Month | 6.29% | 17.36% |
| Avg. Down Month | -3.39% | -14.09% |
| Win Days % | 48.4% | 51.32% |
| Win Month % | 43.9% | 62.79% |
| Win Week % | 52.75% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |