| Metric | 11382530:btcusd:triple_med_gx:lsma120_70 | 11382530:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 50.16% | 183.63% |
| Max Drawdown | -24.48% | -67.18% |
| Sharpe | 0.35 | 0.43 |
| Sortino | 0.53 | 0.62 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.81 | 1.06 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.57 | 0.99 |
| Outlier Win Ratio | 37.6 | 3.35 |
| Outlier Loss Ratio | 3.77 | 3.28 |
| Volatility (ann.) | 10.1% | 26.35% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.53 | 0.54 |
| Skew | 0.96 | 0.2 |
| Kurtosis | 50.46 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.58% |
| Expected Yearly % | 10.7% | 29.77% |
| Kelly Criterion | 4.02% | 7.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11382530:BTCUSD | 11382530:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 0.85 | -0.01 | + |
| 2023 | 155.54 | 23.87 | 0.15 | - |
| 2024 | 121.00 | 13.41 | 0.11 | - |
| 2025 | 17.02 | 5.99 | 0.35 | - |
| Metric | 11382530:btcusd:triple_med_gx:lsma120_70 | 11382530:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.12% | 31.76% |
| 6M | 0.0% | 12.25% |
| YTD | 5.99% | 17.02% |
| 1Y | 16.36% | 57.19% |
| 3Y (ann.) | 14.0% | 55.42% |
| 5Y (ann.) | 12.88% | 36.43% |
| Metric | 11382530:btcusd:triple_med_gx:lsma120_70 | 11382530:BTCUSD |
|---|---|---|
| Max Drawdown | -24.48% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -4.55% | -6.9% |
| Avg. Drawdown Days | 45.0 | 35.0 |
| Recovery Factor | 2.05 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-18 | -24.48 | 325 |
| 2024-12-17 | 2025-06-11 | -15.46 | 175 |
| 2023-03-18 | 2023-08-09 | -13.91 | 144 |
| 2024-01-05 | 2024-05-05 | -10.28 | 121 |
| 2022-03-09 | 2022-03-27 | -7.90 | 18 |
| 2022-02-08 | 2022-03-09 | -7.46 | 28 |
| 2024-07-04 | 2024-09-19 | -7.07 | 77 |
| 2023-08-09 | 2023-09-27 | -4.09 | 48 |
| 2022-03-30 | 2022-04-25 | -3.03 | 26 |
| 2024-05-05 | 2024-05-20 | -2.97 | 14 |
| Metric | 11382530:btcusd:triple_med_gx:lsma120_70 | 11382530:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -10.81% | -29.64% |
| Best Month | 12.82% | 43.77% |
| Worst Month | -8.88% | -37.12% |
| Best Year | 23.87% | 155.54% |
| Worst Year | 0.85% | -57.08% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 3.26% | 7.75% |
| Avg. Down Week | -3.44% | -4.53% |
| Avg. Up Month | 5.07% | 16.65% |
| Avg. Down Month | -4.27% | -13.91% |
| Win Days % | 49.31% | 51.32% |
| Win Month % | 61.11% | 60.98% |
| Win Week % | 62.86% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |