| Metric | 11383907:btcusd:triple_med_gx:lsma120_75 | 11383907:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 57.21% | 162.54% |
| Max Drawdown | -20.16% | -67.18% |
| Sharpe | 0.44 | 0.41 |
| Sortino | 0.68 | 0.59 |
| Payoff Ratio | 1.19 | 1.2 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.45 | 1.06 |
| CPC Index | 0.71 | 0.66 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 47.2 | 3.33 |
| Outlier Loss Ratio | 3.92 | 3.16 |
| Volatility (ann.) | 8.62% | 26.29% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.72 | 0.5 |
| Skew | 1.54 | 0.18 |
| Kurtosis | 58.32 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.38% |
| Expected Yearly % | 11.98% | 27.29% |
| Kelly Criterion | 6.36% | 10.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.23% |
| Expected Shortfall (cVaR) | -0.73% | -2.23% |
| Year | 11383907:BTCUSD | 11383907:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 13.66 | -0.23 | + |
| 2023 | 155.54 | 1.31 | 0.01 | - |
| 2024 | 121.00 | 30.58 | 0.25 | - |
| 2025 | 17.02 | 4.55 | 0.27 | - |
| Metric | 11383907:btcusd:triple_med_gx:lsma120_75 | 11383907:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.61% | 31.76% |
| 6M | -5.29% | 12.25% |
| YTD | 4.55% | 17.02% |
| 1Y | 25.11% | 57.19% |
| 3Y (ann.) | 14.62% | 55.42% |
| 5Y (ann.) | 14.48% | 33.45% |
| Metric | 11383907:btcusd:triple_med_gx:lsma120_75 | 11383907:BTCUSD |
|---|---|---|
| Max Drawdown | -20.16% | -67.18% |
| Longest DD Days | 351.0 | 683.0 |
| Avg. Drawdown | -3.95% | -7.17% |
| Avg. Drawdown Days | 43.0 | 37.0 |
| Recovery Factor | 2.84 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -20.16 | 211 |
| 2023-02-21 | 2024-02-07 | -18.05 | 351 |
| 2022-04-28 | 2022-09-10 | -10.25 | 134 |
| 2022-10-05 | 2023-01-11 | -9.08 | 98 |
| 2024-04-08 | 2024-05-04 | -8.56 | 25 |
| 2022-03-09 | 2022-04-28 | -8.53 | 49 |
| 2024-05-05 | 2024-08-23 | -5.44 | 109 |
| 2024-09-20 | 2024-11-10 | -3.25 | 51 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2022-03-07 | 2022-03-08 | -1.73 | 0 |
| Metric | 11383907:btcusd:triple_med_gx:lsma120_75 | 11383907:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 14.9% | 35.75% |
| Worst Week | -9.41% | -29.64% |
| Best Month | 14.9% | 43.77% |
| Worst Month | -9.41% | -37.12% |
| Best Year | 30.58% | 155.54% |
| Worst Year | 1.31% | -60.27% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.75% | -0.75% |
| Avg. Up Week | 4.03% | 8.35% |
| Avg. Down Week | -3.38% | -5.31% |
| Avg. Up Month | 6.24% | 18.63% |
| Avg. Down Month | -3.14% | -14.44% |
| Win Days % | 49.08% | 51.29% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 58.93% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |