| Metric | 11382507:btcusd:triple_med_gx:lsma120_70 | 11382507:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 56.66% | 183.93% |
| Max Drawdown | -18.94% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.58 | 0.62 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.77 | 1.06 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.52 | 0.99 |
| Outlier Win Ratio | 36.5 | 3.36 |
| Outlier Loss Ratio | 3.93 | 3.29 |
| Volatility (ann.) | 10.11% | 26.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.75 | 0.54 |
| Skew | 1.04 | 0.2 |
| Kurtosis | 48.52 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.1% | 2.58% |
| Expected Yearly % | 11.88% | 29.81% |
| Kelly Criterion | 4.28% | 7.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11382507:BTCUSD | 11382507:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 17.08 | -0.30 | + |
| 2023 | 155.54 | 22.29 | 0.14 | - |
| 2024 | 121.00 | 1.07 | 0.01 | - |
| 2025 | 17.02 | 8.25 | 0.48 | - |
| Metric | 11382507:btcusd:triple_med_gx:lsma120_70 | 11382507:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 14.98% | 31.76% |
| 6M | 0.23% | 12.25% |
| YTD | 8.25% | 17.02% |
| 1Y | 12.69% | 57.19% |
| 3Y (ann.) | 11.51% | 55.42% |
| 5Y (ann.) | 14.3% | 36.44% |
| Metric | 11382507:btcusd:triple_med_gx:lsma120_70 | 11382507:BTCUSD |
|---|---|---|
| Max Drawdown | -18.94% | -67.18% |
| Longest DD Days | 339.0 | 683.0 |
| Avg. Drawdown | -5.49% | -6.73% |
| Avg. Drawdown Days | 62.0 | 34.0 |
| Recovery Factor | 2.99 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-23 | 2023-02-20 | -18.94 | 272 |
| 2024-12-17 | 2025-05-22 | -18.62 | 155 |
| 2023-12-07 | 2024-11-11 | -17.24 | 339 |
| 2023-03-18 | 2023-12-05 | -16.73 | 262 |
| 2022-03-09 | 2022-03-27 | -7.70 | 18 |
| 2022-04-26 | 2022-05-22 | -6.09 | 26 |
| 2022-02-08 | 2022-03-09 | -5.13 | 28 |
| 2022-03-30 | 2022-04-25 | -3.13 | 26 |
| 2024-11-12 | 2024-12-16 | -2.65 | 34 |
| 2025-05-23 | 2025-06-11 | -2.55 | 19 |
| Metric | 11382507:btcusd:triple_med_gx:lsma120_70 | 11382507: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 | 15.07% | 43.77% |
| Worst Month | -14.51% | -37.12% |
| Best Year | 22.29% | 155.54% |
| Worst Year | 1.07% | -57.04% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 4.23% | 7.98% |
| Avg. Down Week | -3.31% | -5.84% |
| Avg. Up Month | 6.48% | 15.73% |
| Avg. Down Month | -4.86% | -14.6% |
| Win Days % | 48.69% | 51.31% |
| Win Month % | 63.89% | 60.98% |
| Win Week % | 52.0% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |