| Metric | 11384017:btcusd:triple_med_gx:lsma120_75 | 11384017:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 38.02% | 154.86% |
| Max Drawdown | -15.56% | -67.18% |
| Sharpe | 0.36 | 0.4 |
| Sortino | 0.55 | 0.58 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.09 | 1.06 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 0.92 | 0.99 |
| Outlier Win Ratio | 55.73 | 3.28 |
| Outlier Loss Ratio | 4.08 | 3.08 |
| Volatility (ann.) | 7.39% | 26.25% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.65 | 0.48 |
| Skew | 0.34 | 0.18 |
| Kurtosis | 54.74 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.31% |
| Expected Yearly % | 8.39% | 26.35% |
| Kelly Criterion | 4.98% | 8.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.23% |
| Expected Shortfall (cVaR) | -0.63% | -2.23% |
| Year | 11384017:BTCUSD | 11384017:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 8.70 | -0.14 | + |
| 2023 | 155.54 | 11.96 | 0.08 | - |
| 2024 | 121.00 | 18.46 | 0.15 | - |
| 2025 | 17.02 | -4.26 | -0.25 | - |
| Metric | 11384017:btcusd:triple_med_gx:lsma120_75 | 11384017:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.81% | 31.76% |
| 6M | -4.26% | 12.25% |
| YTD | -4.26% | 17.02% |
| 1Y | 12.07% | 57.19% |
| 3Y (ann.) | 13.6% | 55.42% |
| 5Y (ann.) | 10.16% | 32.42% |
| Metric | 11384017:btcusd:triple_med_gx:lsma120_75 | 11384017:BTCUSD |
|---|---|---|
| Max Drawdown | -15.56% | -67.18% |
| Longest DD Days | 165.0 | 683.0 |
| Avg. Drawdown | -2.69% | -7.12% |
| Avg. Drawdown Days | 29.0 | 37.0 |
| Recovery Factor | 2.44 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-11 | -15.56 | 146 |
| 2022-03-09 | 2022-07-06 | -10.92 | 119 |
| 2024-10-21 | 2025-01-15 | -8.76 | 86 |
| 2022-10-05 | 2023-01-09 | -6.59 | 96 |
| 2023-02-23 | 2023-03-19 | -5.78 | 24 |
| 2023-03-20 | 2023-05-28 | -5.62 | 69 |
| 2024-05-05 | 2024-08-21 | -4.96 | 108 |
| 2023-06-22 | 2023-12-04 | -4.84 | 165 |
| 2023-05-29 | 2023-06-21 | -4.42 | 23 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| Metric | 11384017:btcusd:triple_med_gx:lsma120_75 | 11384017:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.51% | 35.75% |
| Worst Week | -11.14% | -29.64% |
| Best Month | 10.28% | 43.77% |
| Worst Month | -11.14% | -37.12% |
| Best Year | 18.46% | 155.54% |
| Worst Year | -4.26% | -61.44% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 3.4% | 8.84% |
| Avg. Down Week | -3.11% | -5.19% |
| Avg. Up Month | 4.04% | 15.64% |
| Avg. Down Month | -2.7% | -9.85% |
| Win Days % | 48.91% | 51.28% |
| Win Month % | 56.67% | 60.98% |
| Win Week % | 56.0% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |