| Metric | 11383836:btcusd:triple_med_gx:lsma120_75 | 11383836:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 70.29% | 183.63% |
| Max Drawdown | -20.73% | -67.18% |
| Sharpe | 0.46 | 0.43 |
| Sortino | 0.72 | 0.62 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 2.08 | 1.06 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 1.71 | 0.99 |
| Outlier Win Ratio | 40.21 | 3.34 |
| Outlier Loss Ratio | 3.94 | 3.24 |
| Volatility (ann.) | 9.6% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.83 | 0.54 |
| Skew | 1.63 | 0.2 |
| Kurtosis | 55.97 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.31% | 2.58% |
| Expected Yearly % | 14.23% | 29.77% |
| Kelly Criterion | 5.88% | 9.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11383836:BTCUSD | 11383836:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 11.60 | -0.20 | + |
| 2023 | 155.54 | 24.46 | 0.16 | - |
| 2024 | 121.00 | 17.92 | 0.15 | - |
| 2025 | 17.02 | 3.96 | 0.23 | - |
| Metric | 11383836:btcusd:triple_med_gx:lsma120_75 | 11383836:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.74% | 31.76% |
| 6M | -7.09% | 12.25% |
| YTD | 3.96% | 17.02% |
| 1Y | 6.47% | 57.19% |
| 3Y (ann.) | 17.62% | 55.42% |
| 5Y (ann.) | 17.19% | 36.43% |
| Metric | 11383836:btcusd:triple_med_gx:lsma120_75 | 11383836:BTCUSD |
|---|---|---|
| Max Drawdown | -20.73% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.62% | -6.9% |
| Avg. Drawdown Days | 36.0 | 35.0 |
| Recovery Factor | 3.39 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -20.73 | 211 |
| 2022-04-26 | 2023-03-17 | -16.47 | 325 |
| 2023-03-18 | 2023-08-08 | -12.20 | 143 |
| 2024-07-04 | 2024-09-19 | -8.64 | 77 |
| 2024-01-05 | 2024-04-04 | -8.37 | 90 |
| 2022-03-09 | 2022-03-27 | -7.90 | 18 |
| 2022-02-08 | 2022-03-09 | -5.53 | 28 |
| 2024-04-08 | 2024-05-03 | -4.94 | 25 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-05-05 | 2024-05-20 | -2.97 | 14 |
| Metric | 11383836:btcusd:triple_med_gx:lsma120_75 | 11383836:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -8.9% | -29.64% |
| Best Month | 12.82% | 43.77% |
| Worst Month | -10.63% | -37.12% |
| Best Year | 24.46% | 155.54% |
| Worst Year | 3.96% | -57.08% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 3.36% | 7.99% |
| Avg. Down Week | -3.43% | -4.42% |
| Avg. Up Month | 5.75% | 17.34% |
| Avg. Down Month | -3.19% | -13.76% |
| Win Days % | 48.86% | 51.32% |
| Win Month % | 61.11% | 60.98% |
| Win Week % | 61.97% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |