| Metric | 11380023:btcusd:triple_med_gx:lsma120_60 | 11380023:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 33.09% | 215.74% |
| Max Drawdown | -21.24% | -67.18% |
| Sharpe | 0.25 | 0.45 |
| Sortino | 0.36 | 0.65 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.57 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.43 | 1.0 |
| Outlier Win Ratio | 34.05 | 3.41 |
| Outlier Loss Ratio | 3.94 | 3.4 |
| Volatility (ann.) | 10.52% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.41 | 0.59 |
| Skew | 0.48 | 0.2 |
| Kurtosis | 44.33 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.78% |
| Expected Yearly % | 7.41% | 33.3% |
| Kelly Criterion | 1.66% | 4.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.22% |
| Expected Shortfall (cVaR) | -0.9% | -2.22% |
| Year | 11380023:BTCUSD | 11380023:btcusd:triple_med_gx:lsma120_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 12.16 | -0.21 | + |
| 2023 | 155.54 | 20.48 | 0.13 | - |
| 2024 | 121.00 | -4.10 | -0.03 | - |
| 2025 | 30.14 | 2.70 | 0.09 | - |
| Metric | 11380023:btcusd:triple_med_gx:lsma120_60 | 11380023:BTCUSD |
|---|---|---|
| MTD | 2.46% | 13.36% |
| 3M | 7.59% | 45.08% |
| 6M | 6.63% | 28.47% |
| YTD | 2.7% | 30.14% |
| 1Y | 18.69% | 105.13% |
| 3Y (ann.) | 11.3% | 81.7% |
| 5Y (ann.) | 8.64% | 39.56% |
| Metric | 11380023:btcusd:triple_med_gx:lsma120_60 | 11380023:BTCUSD |
|---|---|---|
| Max Drawdown | -21.24% | -67.18% |
| Longest DD Days | 340.0 | 683.0 |
| Avg. Drawdown | -5.23% | -6.45% |
| Avg. Drawdown Days | 51.0 | 33.0 |
| Recovery Factor | 1.56 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -21.24 | 208 |
| 2023-12-07 | 2024-11-11 | -20.64 | 340 |
| 2022-05-23 | 2022-10-26 | -18.11 | 156 |
| 2022-02-08 | 2022-04-25 | -14.38 | 76 |
| 2023-03-18 | 2023-06-22 | -14.36 | 95 |
| 2023-08-09 | 2023-12-05 | -8.52 | 118 |
| 2022-04-26 | 2022-05-22 | -6.09 | 26 |
| 2022-11-02 | 2023-01-08 | -3.25 | 67 |
| 2023-06-22 | 2023-08-08 | -2.39 | 47 |
| 2024-11-12 | 2024-12-16 | -2.34 | 34 |
| Metric | 11380023:btcusd:triple_med_gx:lsma120_60 | 11380023:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 14.45% | 35.75% |
| Worst Week | -9.92% | -29.64% |
| Best Month | 15.02% | 43.77% |
| Worst Month | -12.02% | -37.12% |
| Best Year | 20.48% | 155.54% |
| Worst Year | -4.1% | -57.04% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.88% | 7.47% |
| Avg. Down Week | -3.35% | -5.17% |
| Avg. Up Month | 5.66% | 15.61% |
| Avg. Down Month | -4.52% | -15.23% |
| Win Days % | 49.38% | 51.33% |
| Win Month % | 60.53% | 61.9% |
| Win Week % | 51.85% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |