| Metric | 11383814:btcusd:triple_med_gx:lsma120_75 | 11383814:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 61.46% | 183.93% |
| Max Drawdown | -20.87% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.63 | 0.62 |
| Payoff Ratio | 1.18 | 1.12 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.95 | 1.06 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.64 | 0.99 |
| Outlier Win Ratio | 38.57 | 3.34 |
| Outlier Loss Ratio | 4.0 | 3.28 |
| Volatility (ann.) | 9.85% | 26.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.73 | 0.54 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 52.62 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.58% |
| Expected Yearly % | 12.72% | 29.81% |
| Kelly Criterion | 4.43% | 7.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.24% |
| Expected Shortfall (cVaR) | -0.84% | -2.24% |
| Year | 11383814:BTCUSD | 11383814:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 11.13 | -0.20 | + |
| 2023 | 155.54 | 26.26 | 0.17 | - |
| 2024 | 121.00 | 6.46 | 0.05 | - |
| 2025 | 17.02 | 8.09 | 0.48 | - |
| Metric | 11383814:btcusd:triple_med_gx:lsma120_75 | 11383814:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 18.54% | 31.76% |
| 6M | 0.08% | 12.25% |
| YTD | 8.09% | 17.02% |
| 1Y | 12.79% | 57.19% |
| 3Y (ann.) | 13.47% | 55.42% |
| 5Y (ann.) | 15.33% | 36.44% |
| Metric | 11383814:btcusd:triple_med_gx:lsma120_75 | 11383814:BTCUSD |
|---|---|---|
| Max Drawdown | -20.87% | -67.18% |
| Longest DD Days | 324.0 | 683.0 |
| Avg. Drawdown | -4.86% | -6.73% |
| Avg. Drawdown Days | 52.0 | 34.0 |
| Recovery Factor | 2.94 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-22 | -20.87 | 155 |
| 2022-04-26 | 2023-03-16 | -20.57 | 324 |
| 2023-12-07 | 2024-05-04 | -14.44 | 148 |
| 2023-03-18 | 2023-12-04 | -13.07 | 260 |
| 2024-05-19 | 2024-11-10 | -10.86 | 174 |
| 2022-03-09 | 2022-03-27 | -7.70 | 18 |
| 2022-02-08 | 2022-03-09 | -5.69 | 28 |
| 2022-03-30 | 2022-04-25 | -3.51 | 26 |
| 2024-05-05 | 2024-05-17 | -2.88 | 12 |
| 2024-11-12 | 2024-12-16 | -2.65 | 34 |
| Metric | 11383814:btcusd:triple_med_gx:lsma120_75 | 11383814:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 14.45% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 14.25% | 43.77% |
| Worst Month | -13.1% | -37.12% |
| Best Year | 26.26% | 155.54% |
| Worst Year | 6.46% | -57.04% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.99% | 8.04% |
| Avg. Down Week | -3.32% | -6.21% |
| Avg. Up Month | 6.07% | 15.73% |
| Avg. Down Month | -5.06% | -14.55% |
| Win Days % | 48.22% | 51.31% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 52.63% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |