| Metric | 11380318:btcusd:triple_med_gx:lsma120_60 | 11380318:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 30.42% | 185.52% |
| Max Drawdown | -14.66% | -67.18% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.42 | 0.62 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 0.94 | 1.07 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 0.82 | 1.0 |
| Outlier Win Ratio | 56.57 | 3.24 |
| Outlier Loss Ratio | 3.83 | 3.07 |
| Volatility (ann.) | 7.81% | 26.06% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.55 | 0.54 |
| Skew | -0.55 | 0.18 |
| Kurtosis | 72.54 | 6.54 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.63% | 2.53% |
| Expected Yearly % | 6.87% | 29.99% |
| Kelly Criterion | 4.31% | 6.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.21% |
| Expected Shortfall (cVaR) | -0.67% | -2.21% |
| Year | 11380318:BTCUSD | 11380318:btcusd:triple_med_gx:lsma120_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | -5.57 | 0.09 | + |
| 2023 | 155.54 | 28.43 | 0.18 | - |
| 2024 | 121.00 | 7.13 | 0.06 | - |
| 2025 | 30.14 | 0.38 | 0.01 | - |
| Metric | 11380318:btcusd:triple_med_gx:lsma120_60 | 11380318:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 13.03% | 45.08% |
| 6M | 8.2% | 28.47% |
| YTD | 0.38% | 30.14% |
| 1Y | 8.47% | 105.13% |
| 3Y (ann.) | 9.26% | 81.7% |
| 5Y (ann.) | 8.1% | 36.01% |
| Metric | 11380318:btcusd:triple_med_gx:lsma120_60 | 11380318:BTCUSD |
|---|---|---|
| Max Drawdown | -14.66% | -67.18% |
| Longest DD Days | 266.0 | 683.0 |
| Avg. Drawdown | -3.62% | -6.88% |
| Avg. Drawdown Days | 45.0 | 37.0 |
| Recovery Factor | 2.07 | 2.76 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-17 | -14.66 | 184 |
| 2024-10-21 | 2025-07-14 | -14.62 | 266 |
| 2022-03-04 | 2022-09-10 | -14.35 | 190 |
| 2023-05-06 | 2023-06-21 | -10.23 | 46 |
| 2024-01-11 | 2024-07-15 | -10.15 | 185 |
| 2023-08-09 | 2023-12-05 | -5.34 | 118 |
| 2024-08-26 | 2024-09-18 | -5.09 | 23 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2023-12-06 | 2024-01-10 | -2.18 | 35 |
| 2024-09-20 | 2024-10-18 | -1.74 | 27 |
| Metric | 11380318:btcusd:triple_med_gx:lsma120_60 | 11380318:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.07% | 35.75% |
| Worst Week | -7.43% | -29.64% |
| Best Month | 13.17% | 43.77% |
| Worst Month | -8.27% | -37.12% |
| Best Year | 28.43% | 155.54% |
| Worst Year | -5.57% | -61.15% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 4.78% | 8.12% |
| Avg. Down Week | -3.8% | -4.23% |
| Avg. Up Month | 7.67% | 18.29% |
| Avg. Down Month | -3.01% | -10.43% |
| Win Days % | 48.88% | 51.3% |
| Win Month % | 44.44% | 61.9% |
| Win Week % | 48.98% | 51.1% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |