| Metric | 11385231:btcusd:triple_med_gx:lsma120_80 | 11385231:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 108.45% | 185.19% |
| Max Drawdown | -18.25% | -67.18% |
| Sharpe | 0.65 | 0.42 |
| Sortino | 1.06 | 0.61 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | 2.09 | 1.07 |
| CPC Index | 0.84 | 0.65 |
| Tail Ratio | 1.57 | 1.0 |
| Outlier Win Ratio | 43.76 | 3.34 |
| Outlier Loss Ratio | 4.1 | 3.18 |
| Volatility (ann.) | 8.8% | 26.05% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.3 | 0.53 |
| Skew | 2.24 | 0.18 |
| Kurtosis | 61.36 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.76% | 2.53% |
| Expected Yearly % | 20.16% | 29.95% |
| Kelly Criterion | 10.81% | 10.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.21% |
| Expected Shortfall (cVaR) | -0.74% | -2.21% |
| Year | 11385231:BTCUSD | 11385231:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 12.69 | -0.21 | + |
| 2023 | 155.54 | 15.70 | 0.10 | - |
| 2024 | 121.00 | 56.52 | 0.47 | - |
| 2025 | 27.10 | 2.15 | 0.08 | - |
| Metric | 11385231:btcusd:triple_med_gx:lsma120_80 | 11385231:BTCUSD |
|---|---|---|
| MTD | 1.36% | 10.71% |
| 3M | 5.43% | 41.88% |
| 6M | 6.88% | 22.91% |
| YTD | 2.15% | 27.1% |
| 1Y | 26.88% | 82.29% |
| 3Y (ann.) | 27.29% | 77.48% |
| 5Y (ann.) | 23.75% | 35.54% |
| Metric | 11385231:btcusd:triple_med_gx:lsma120_80 | 11385231:BTCUSD |
|---|---|---|
| Max Drawdown | -18.25% | -67.18% |
| Longest DD Days | 211.0 | 683.0 |
| Avg. Drawdown | -2.39% | -6.76% |
| Avg. Drawdown Days | 20.0 | 35.0 |
| Recovery Factor | 5.94 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -18.25 | 211 |
| 2022-04-28 | 2022-09-09 | -11.43 | 133 |
| 2023-04-19 | 2023-08-08 | -11.11 | 111 |
| 2022-10-05 | 2023-03-20 | -9.50 | 166 |
| 2022-03-09 | 2022-04-28 | -8.85 | 49 |
| 2024-05-05 | 2024-05-20 | -6.45 | 15 |
| 2024-04-08 | 2024-05-03 | -4.94 | 25 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2023-04-16 | 2023-04-18 | -3.06 | 1 |
| 2024-10-21 | 2024-11-10 | -2.91 | 20 |
| Metric | 11385231:btcusd:triple_med_gx:lsma120_80 | 11385231:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 20.7% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 20.7% | 43.77% |
| Worst Month | -7.36% | -37.12% |
| Best Year | 56.52% | 155.54% |
| Worst Year | 2.15% | -60.27% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 4.33% | 7.9% |
| Avg. Down Week | -2.58% | -5.23% |
| Avg. Up Month | 6.88% | 17.05% |
| Avg. Down Month | -2.31% | -15.77% |
| Win Days % | 50.7% | 51.29% |
| Win Month % | 58.33% | 61.9% |
| Win Week % | 57.58% | 51.37% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |