| Metric | 11380956:btcusd:triple_med_gx:lsma120_65 | 11380956:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 24.29% | 220.31% |
| Max Drawdown | -26.18% | -67.18% |
| Sharpe | 0.2 | 0.45 |
| Sortino | 0.29 | 0.66 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.58 | 1.08 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.46 | 1.0 |
| Outlier Win Ratio | 35.04 | 3.49 |
| Outlier Loss Ratio | 3.91 | 3.44 |
| Volatility (ann.) | 10.53% | 26.14% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.25 | 0.6 |
| Skew | -0.04 | 0.2 |
| Kurtosis | 45.06 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.74% |
| Expected Yearly % | 5.59% | 33.78% |
| Kelly Criterion | 0.04% | 4.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.22% |
| Expected Shortfall (cVaR) | -0.9% | -2.22% |
| Year | 11380956:BTCUSD | 11380956:btcusd:triple_med_gx:lsma120_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 10.70 | -0.19 | + |
| 2023 | 155.54 | -4.57 | -0.03 | - |
| 2024 | 121.00 | 18.50 | 0.15 | - |
| 2025 | 30.14 | -0.70 | -0.02 | - |
| Metric | 11380956:btcusd:triple_med_gx:lsma120_65 | 11380956:BTCUSD |
|---|---|---|
| MTD | 5.86% | 13.36% |
| 3M | 4.26% | 45.08% |
| 6M | -0.29% | 28.47% |
| YTD | -0.7% | 30.14% |
| 1Y | 6.59% | 105.13% |
| 3Y (ann.) | 6.25% | 81.7% |
| 5Y (ann.) | 6.5% | 40.11% |
| Metric | 11380956:btcusd:triple_med_gx:lsma120_65 | 11380956:BTCUSD |
|---|---|---|
| Max Drawdown | -26.18% | -67.18% |
| Longest DD Days | 756.0 | 683.0 |
| Avg. Drawdown | -4.83% | -6.34% |
| Avg. Drawdown Days | 65.0 | 32.0 |
| Recovery Factor | 0.93 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-28 | 2024-08-23 | -26.18 | 756 |
| 2024-11-23 | 2025-07-14 | -19.46 | 233 |
| 2022-02-16 | 2022-07-07 | -19.07 | 141 |
| 2024-09-28 | 2024-11-21 | -7.39 | 53 |
| 2022-07-20 | 2022-07-27 | -4.75 | 7 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-08 | 2022-07-16 | -2.19 | 8 |
| 2024-09-25 | 2024-09-26 | -2.13 | 1 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| Metric | 11380956:btcusd:triple_med_gx:lsma120_65 | 11380956:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -12.4% | -29.64% |
| Best Month | 40.11% | 43.77% |
| Worst Month | -12.16% | -37.12% |
| Best Year | 18.5% | 155.54% |
| Worst Year | -4.57% | -56.42% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.06% | 6.47% |
| Avg. Down Week | -3.02% | -5.96% |
| Avg. Up Month | 6.99% | 17.26% |
| Avg. Down Month | -5.57% | -10.21% |
| Win Days % | 48.14% | 51.32% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 47.83% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |