| Metric | 11384410:btcusd:triple_med_gx:lsma120_80 | 11384410:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 6.11% | 188.04% |
| Max Drawdown | -17.86% | -67.18% |
| Sharpe | 0.1 | 0.43 |
| Sortino | 0.14 | 0.63 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.49 | 1.06 |
| CPC Index | 0.53 | 0.57 |
| Tail Ratio | 0.47 | 0.99 |
| Outlier Win Ratio | 57.61 | 3.12 |
| Outlier Loss Ratio | 3.98 | 3.05 |
| Volatility (ann.) | 7.67% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.1 | 0.55 |
| Skew | 0.29 | 0.2 |
| Kurtosis | 73.4 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.14% | 2.55% |
| Expected Yearly % | 1.49% | 30.28% |
| Kelly Criterion | -2.2% | 4.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11384410:BTCUSD | 11384410:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 12.71 | -0.23 | + |
| 2023 | 155.54 | -2.14 | -0.01 | - |
| 2024 | 121.00 | 5.00 | 0.04 | - |
| 2025 | 17.02 | -8.37 | -0.49 | - |
| Metric | 11384410:btcusd:triple_med_gx:lsma120_80 | 11384410:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.05% | 31.76% |
| 6M | -12.56% | 12.25% |
| YTD | -8.37% | 17.02% |
| 1Y | -9.94% | 57.19% |
| 3Y (ann.) | -1.41% | 55.42% |
| 5Y (ann.) | 1.78% | 36.99% |
| Metric | 11384410:btcusd:triple_med_gx:lsma120_80 | 11384410:BTCUSD |
|---|---|---|
| Max Drawdown | -17.86% | -67.18% |
| Longest DD Days | 414.0 | 683.0 |
| Avg. Drawdown | -5.34% | -6.61% |
| Avg. Drawdown Days | 75.0 | 33.0 |
| Recovery Factor | 0.34 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-11 | -17.86 | 200 |
| 2023-01-21 | 2024-03-11 | -11.76 | 414 |
| 2022-09-16 | 2023-01-21 | -10.93 | 126 |
| 2022-06-06 | 2022-09-16 | -8.65 | 101 |
| 2024-07-29 | 2024-11-21 | -8.27 | 114 |
| 2024-03-13 | 2024-07-29 | -7.80 | 137 |
| 2022-04-28 | 2022-05-30 | -6.59 | 31 |
| 2022-03-11 | 2022-04-27 | -5.32 | 46 |
| 2022-02-12 | 2022-02-15 | -2.26 | 2 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| Metric | 11384410:btcusd:triple_med_gx:lsma120_80 | 11384410:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 8.92% | 35.75% |
| Worst Week | -8.28% | -29.64% |
| Best Month | 10.76% | 43.77% |
| Worst Month | -8.29% | -37.12% |
| Best Year | 12.71% | 155.54% |
| Worst Year | -8.37% | -56.42% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.74% | -0.8% |
| Avg. Up Week | 3.25% | 5.07% |
| Avg. Down Week | -2.3% | -5.66% |
| Avg. Up Month | 2.55% | 18.11% |
| Avg. Down Month | -3.85% | -13.77% |
| Win Days % | 46.61% | 51.3% |
| Win Month % | 47.37% | 61.9% |
| Win Week % | 46.38% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |