| Metric | 11383858:btcusd:triple_med_gx:lsma120_75 | 11383858:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 77.6% | 196.5% |
| Max Drawdown | -18.42% | -67.18% |
| Sharpe | 0.52 | 0.44 |
| Sortino | 0.83 | 0.64 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 2.09 | 1.07 |
| CPC Index | 0.75 | 0.65 |
| Tail Ratio | 1.67 | 0.99 |
| Outlier Win Ratio | 42.61 | 3.3 |
| Outlier Loss Ratio | 4.03 | 3.16 |
| Volatility (ann.) | 9.07% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.01 | 0.57 |
| Skew | 2.02 | 0.2 |
| Kurtosis | 59.92 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.41% | 2.69% |
| Expected Yearly % | 15.44% | 31.22% |
| Kelly Criterion | 7.72% | 9.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11383858:BTCUSD | 11383858:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 4.61 | -0.08 | + |
| 2023 | 155.54 | 21.01 | 0.14 | - |
| 2024 | 121.00 | 41.77 | 0.35 | - |
| 2025 | 17.02 | -1.03 | -0.06 | - |
| Metric | 11383858:btcusd:triple_med_gx:lsma120_75 | 11383858:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.16% | 31.76% |
| 6M | -9.32% | 12.25% |
| YTD | -1.03% | 17.02% |
| 1Y | 16.57% | 57.19% |
| 3Y (ann.) | 20.26% | 55.42% |
| 5Y (ann.) | 18.7% | 38.32% |
| Metric | 11383858:btcusd:triple_med_gx:lsma120_75 | 11383858:BTCUSD |
|---|---|---|
| Max Drawdown | -18.42% | -67.18% |
| Longest DD Days | 352.0 | 683.0 |
| Avg. Drawdown | -3.24% | -6.97% |
| Avg. Drawdown Days | 30.0 | 36.0 |
| Recovery Factor | 4.21 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-03-17 | -18.42 | 352 |
| 2024-12-17 | 2025-06-11 | -17.31 | 175 |
| 2023-04-19 | 2023-12-04 | -12.56 | 229 |
| 2022-03-09 | 2022-03-28 | -8.42 | 18 |
| 2024-04-08 | 2024-05-03 | -4.94 | 25 |
| 2024-01-15 | 2024-04-04 | -4.43 | 80 |
| 2024-05-05 | 2024-05-20 | -3.58 | 15 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2023-04-15 | 2023-04-18 | -3.06 | 2 |
| Metric | 11383858:btcusd:triple_med_gx:lsma120_75 | 11383858:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 20.28% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -8.38% | -37.12% |
| Best Year | 41.77% | 155.54% |
| Worst Year | -1.03% | -55.14% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.94% | 8.08% |
| Avg. Down Week | -2.55% | -4.65% |
| Avg. Up Month | 8.39% | 19.11% |
| Avg. Down Month | -4.58% | -16.05% |
| Win Days % | 49.51% | 51.33% |
| Win Month % | 56.25% | 60.98% |
| Win Week % | 56.06% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |