| Metric | 11381569:btcusd:triple_med_gx:lsma120_65 | 11381569:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 47.99% | 147.72% |
| Max Drawdown | -15.07% | -67.18% |
| Sharpe | 0.43 | 0.39 |
| Sortino | 0.66 | 0.57 |
| Payoff Ratio | 1.21 | 1.21 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 0.95 | 1.06 |
| CPC Index | 0.74 | 0.66 |
| Tail Ratio | 0.76 | 0.99 |
| Outlier Win Ratio | 58.98 | 3.17 |
| Outlier Loss Ratio | 4.06 | 3.01 |
| Volatility (ann.) | 7.46% | 26.27% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.83 | 0.47 |
| Skew | -0.15 | 0.18 |
| Kurtosis | 84.02 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.24% |
| Expected Yearly % | 10.3% | 25.46% |
| Kelly Criterion | 7.51% | 10.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.23% |
| Expected Shortfall (cVaR) | -0.63% | -2.23% |
| Year | 11381569:BTCUSD | 11381569:btcusd:triple_med_gx:lsma120_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 11.79 | -0.19 | + |
| 2023 | 155.54 | 13.73 | 0.09 | - |
| 2024 | 121.00 | 15.09 | 0.12 | - |
| 2025 | 17.02 | 1.14 | 0.07 | - |
| Metric | 11381569:btcusd:triple_med_gx:lsma120_65 | 11381569:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.83% | 31.76% |
| 6M | 1.14% | 12.25% |
| YTD | 1.14% | 17.02% |
| 1Y | 15.37% | 57.19% |
| 3Y (ann.) | 11.23% | 55.42% |
| 5Y (ann.) | 12.54% | 31.44% |
| Metric | 11381569:btcusd:triple_med_gx:lsma120_65 | 11381569:BTCUSD |
|---|---|---|
| Max Drawdown | -15.07% | -67.18% |
| Longest DD Days | 483.0 | 683.0 |
| Avg. Drawdown | -3.26% | -7.67% |
| Avg. Drawdown Days | 43.0 | 38.0 |
| Recovery Factor | 3.18 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-17 | -15.07 | 184 |
| 2024-10-21 | 2025-06-11 | -14.21 | 233 |
| 2023-03-20 | 2024-07-15 | -14.13 | 483 |
| 2022-05-31 | 2022-07-04 | -5.75 | 34 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2024-08-26 | 2024-09-18 | -4.81 | 23 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 27 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11381569:btcusd:triple_med_gx:lsma120_65 | 11381569:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -7.98% | -29.64% |
| Best Month | 11.27% | 43.77% |
| Worst Month | -8.35% | -37.12% |
| Best Year | 15.09% | 155.54% |
| Worst Year | 1.14% | -62.52% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.68% | -0.69% |
| Avg. Up Week | 4.92% | 8.53% |
| Avg. Down Week | -2.95% | -4.82% |
| Avg. Up Month | 7.12% | 19.02% |
| Avg. Down Month | -2.74% | -12.12% |
| Win Days % | 49.44% | 51.26% |
| Win Month % | 50.0% | 58.54% |
| Win Week % | 48.89% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 75.0% |