| Metric | 11381287:btcusd:triple_med_gx:lsma120_65 | 11381287:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 74.28% | 196.5% |
| Max Drawdown | -21.93% | -67.18% |
| Sharpe | 0.48 | 0.44 |
| Sortino | 0.75 | 0.64 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.85 | 1.07 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.52 | 0.99 |
| Outlier Win Ratio | 38.87 | 3.34 |
| Outlier Loss Ratio | 3.89 | 3.21 |
| Volatility (ann.) | 9.56% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.82 | 0.57 |
| Skew | 1.41 | 0.2 |
| Kurtosis | 50.45 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.36% | 2.69% |
| Expected Yearly % | 14.9% | 31.22% |
| Kelly Criterion | 6.92% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11381287:BTCUSD | 11381287:btcusd:triple_med_gx:lsma120_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 2.20 | -0.04 | + |
| 2023 | 155.54 | 30.57 | 0.20 | - |
| 2024 | 121.00 | 23.65 | 0.20 | - |
| 2025 | 17.02 | 5.63 | 0.33 | - |
| Metric | 11381287:btcusd:triple_med_gx:lsma120_65 | 11381287:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.52% | 31.76% |
| 6M | -1.41% | 12.25% |
| YTD | 5.63% | 17.02% |
| 1Y | 21.71% | 57.19% |
| 3Y (ann.) | 20.19% | 55.42% |
| 5Y (ann.) | 18.03% | 38.32% |
| Metric | 11381287:btcusd:triple_med_gx:lsma120_65 | 11381287:BTCUSD |
|---|---|---|
| Max Drawdown | -21.93% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.82% | -6.97% |
| Avg. Drawdown Days | 33.0 | 36.0 |
| Recovery Factor | 3.39 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-17 | -21.93 | 325 |
| 2024-12-17 | 2025-06-11 | -16.38 | 175 |
| 2023-04-19 | 2023-06-21 | -9.80 | 63 |
| 2022-03-09 | 2022-03-28 | -8.42 | 18 |
| 2022-03-04 | 2022-03-09 | -7.13 | 4 |
| 2024-04-08 | 2024-05-20 | -6.88 | 42 |
| 2024-01-31 | 2024-04-08 | -6.64 | 67 |
| 2023-08-09 | 2023-12-04 | -5.31 | 116 |
| 2024-08-22 | 2024-09-17 | -4.35 | 26 |
| 2024-07-07 | 2024-08-20 | -4.18 | 43 |
| Metric | 11381287:btcusd:triple_med_gx:lsma120_65 | 11381287:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 20.28% | 35.75% |
| Worst Week | -7.23% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -7.33% | -37.12% |
| Best Year | 30.57% | 155.54% |
| Worst Year | 2.2% | -55.14% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.97% | 7.72% |
| Avg. Down Week | -2.74% | -4.88% |
| Avg. Up Month | 6.2% | 16.65% |
| Avg. Down Month | -2.88% | -15.06% |
| Win Days % | 49.94% | 51.33% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 57.81% | 50.84% |
| Win Quarter % | 92.86% | 57.14% |
| Win Year % | 100.0% | 75.0% |