| Metric | 11381242:btcusd:triple_med_gx:lsma120_65 | 11381242:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 39.71% | 183.93% |
| Max Drawdown | -23.82% | -67.18% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.44 | 0.62 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.54 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.37 | 0.99 |
| Outlier Win Ratio | 35.64 | 3.39 |
| Outlier Loss Ratio | 3.9 | 3.35 |
| Volatility (ann.) | 10.31% | 26.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.44 | 0.54 |
| Skew | 0.83 | 0.2 |
| Kurtosis | 45.08 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.58% |
| Expected Yearly % | 8.72% | 29.81% |
| Kelly Criterion | 1.65% | 4.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.24% |
| Expected Shortfall (cVaR) | -0.88% | -2.24% |
| Year | 11381242:BTCUSD | 11381242:btcusd:triple_med_gx:lsma120_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 13.83 | -0.24 | + |
| 2023 | 155.54 | 21.55 | 0.14 | - |
| 2024 | 121.00 | -8.48 | -0.07 | - |
| 2025 | 17.02 | 10.33 | 0.61 | - |
| Metric | 11381242:btcusd:triple_med_gx:lsma120_65 | 11381242:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 20.68% | 31.76% |
| 6M | 3.28% | 12.25% |
| YTD | 10.33% | 17.02% |
| 1Y | 16.42% | 57.19% |
| 3Y (ann.) | 8.85% | 55.42% |
| 5Y (ann.) | 10.47% | 36.44% |
| Metric | 11381242:btcusd:triple_med_gx:lsma120_65 | 11381242:BTCUSD |
|---|---|---|
| Max Drawdown | -23.82% | -67.18% |
| Longest DD Days | 531.0 | 683.0 |
| Avg. Drawdown | -5.54% | -6.73% |
| Avg. Drawdown Days | 67.0 | 34.0 |
| Recovery Factor | 1.67 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-07 | 2025-05-21 | -23.82 | 531 |
| 2022-05-23 | 2023-01-08 | -17.82 | 230 |
| 2023-03-18 | 2023-12-05 | -15.87 | 262 |
| 2022-02-08 | 2022-03-09 | -10.19 | 29 |
| 2022-03-09 | 2022-03-27 | -7.70 | 18 |
| 2022-04-26 | 2022-05-22 | -6.09 | 26 |
| 2022-03-30 | 2022-04-25 | -3.53 | 26 |
| 2025-05-23 | 2025-06-11 | -2.55 | 19 |
| 2023-02-19 | 2023-02-20 | -2.13 | 1 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11381242:btcusd:triple_med_gx:lsma120_65 | 11381242:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 14.45% | 35.75% |
| Worst Week | -11.15% | -29.64% |
| Best Month | 15.02% | 43.77% |
| Worst Month | -16.58% | -37.12% |
| Best Year | 21.55% | 155.54% |
| Worst Year | -8.48% | -57.04% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.08% | 7.81% |
| Avg. Down Week | -3.84% | -5.77% |
| Avg. Up Month | 6.11% | 15.73% |
| Avg. Down Month | -4.55% | -15.23% |
| Win Days % | 48.86% | 51.31% |
| Win Month % | 61.11% | 60.98% |
| Win Week % | 56.0% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |