| Metric | 11382553:btcusd:triple_med_gx:lsma120_70 | 11382553:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 77.49% | 196.5% |
| Max Drawdown | -25.01% | -67.18% |
| Sharpe | 0.5 | 0.44 |
| Sortino | 0.8 | 0.64 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 2.07 | 1.07 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.67 | 0.99 |
| Outlier Win Ratio | 40.54 | 3.33 |
| Outlier Loss Ratio | 3.92 | 3.21 |
| Volatility (ann.) | 9.37% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.75 | 0.57 |
| Skew | 1.75 | 0.2 |
| Kurtosis | 54.04 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.41% | 2.69% |
| Expected Yearly % | 15.42% | 31.22% |
| Kelly Criterion | 7.15% | 9.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11382553:BTCUSD | 11382553:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -1.33 | 0.02 | + |
| 2023 | 155.54 | 27.13 | 0.17 | - |
| 2024 | 121.00 | 35.58 | 0.29 | - |
| 2025 | 17.02 | 4.37 | 0.26 | - |
| Metric | 11382553:btcusd:triple_med_gx:lsma120_70 | 11382553:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.06% | 31.76% |
| 6M | -5.1% | 12.25% |
| YTD | 4.37% | 17.02% |
| 1Y | 21.7% | 57.19% |
| 3Y (ann.) | 20.47% | 55.42% |
| 5Y (ann.) | 18.68% | 38.32% |
| Metric | 11382553:btcusd:triple_med_gx:lsma120_70 | 11382553:BTCUSD |
|---|---|---|
| Max Drawdown | -25.01% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.46% | -6.97% |
| Avg. Drawdown Days | 28.0 | 36.0 |
| Recovery Factor | 3.1 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-18 | -25.01 | 325 |
| 2024-12-17 | 2025-06-11 | -16.40 | 175 |
| 2023-04-19 | 2023-08-08 | -11.66 | 111 |
| 2022-03-09 | 2022-03-28 | -8.42 | 18 |
| 2024-04-08 | 2024-05-03 | -5.65 | 25 |
| 2024-05-04 | 2024-05-20 | -4.91 | 16 |
| 2023-08-09 | 2023-09-28 | -4.25 | 50 |
| 2024-08-22 | 2024-09-17 | -3.81 | 26 |
| 2024-01-31 | 2024-04-04 | -3.81 | 63 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| Metric | 11382553:btcusd:triple_med_gx:lsma120_70 | 11382553:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 20.28% | 35.75% |
| Worst Week | -9.07% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -9.07% | -37.12% |
| Best Year | 35.58% | 155.54% |
| Worst Year | -1.33% | -55.14% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.94% | 8.0% |
| Avg. Down Week | -3.31% | -4.91% |
| Avg. Up Month | 7.2% | 17.58% |
| Avg. Down Month | -4.95% | -16.05% |
| Win Days % | 49.59% | 51.33% |
| Win Month % | 59.38% | 60.98% |
| Win Week % | 61.29% | 50.84% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |