| Metric | 11385366:btcusd:triple_med_gx:lsma120_80 | 11385366:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 28.11% | 154.86% |
| Max Drawdown | -14.82% | -67.18% |
| Sharpe | 0.3 | 0.4 |
| Sortino | 0.43 | 0.58 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 0.96 | 1.06 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 0.83 | 0.99 |
| Outlier Win Ratio | 59.97 | 3.19 |
| Outlier Loss Ratio | 4.01 | 3.04 |
| Volatility (ann.) | 7.07% | 26.25% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.52 | 0.48 |
| Skew | -0.48 | 0.18 |
| Kurtosis | 58.84 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.31% |
| Expected Yearly % | 6.39% | 26.35% |
| Kelly Criterion | 3.93% | 7.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.23% |
| Expected Shortfall (cVaR) | -0.6% | -2.23% |
| Year | 11385366:BTCUSD | 11385366:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 10.89 | -0.18 | + |
| 2023 | 155.54 | 9.58 | 0.06 | - |
| 2024 | 121.00 | 7.27 | 0.06 | - |
| 2025 | 17.02 | -1.71 | -0.10 | - |
| Metric | 11385366:btcusd:triple_med_gx:lsma120_80 | 11385366:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.89% | 31.76% |
| 6M | -1.71% | 12.25% |
| YTD | -1.71% | 17.02% |
| 1Y | 8.46% | 57.19% |
| 3Y (ann.) | 9.07% | 55.42% |
| 5Y (ann.) | 7.72% | 32.42% |
| Metric | 11385366:btcusd:triple_med_gx:lsma120_80 | 11385366:BTCUSD |
|---|---|---|
| Max Drawdown | -14.82% | -67.18% |
| Longest DD Days | 255.0 | 683.0 |
| Avg. Drawdown | -3.9% | -7.12% |
| Avg. Drawdown Days | 45.0 | 37.0 |
| Recovery Factor | 1.9 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-11 | -14.82 | 146 |
| 2022-03-09 | 2022-05-05 | -10.10 | 56 |
| 2024-04-12 | 2024-09-19 | -9.95 | 160 |
| 2022-10-05 | 2023-01-10 | -8.88 | 97 |
| 2023-05-29 | 2024-02-08 | -7.57 | 255 |
| 2024-10-21 | 2025-01-15 | -6.71 | 86 |
| 2023-02-23 | 2023-03-18 | -5.95 | 23 |
| 2022-05-05 | 2022-07-04 | -5.11 | 60 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| Metric | 11385366:btcusd:triple_med_gx:lsma120_80 | 11385366:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.51% | 35.75% |
| Worst Week | -12.5% | -29.64% |
| Best Month | 10.41% | 43.77% |
| Worst Month | -12.5% | -37.12% |
| Best Year | 10.89% | 155.54% |
| Worst Year | -1.71% | -61.44% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 3.65% | 8.77% |
| Avg. Down Week | -3.15% | -4.56% |
| Avg. Up Month | 5.29% | 18.84% |
| Avg. Down Month | -4.68% | -11.92% |
| Win Days % | 48.73% | 51.28% |
| Win Month % | 53.57% | 60.98% |
| Win Week % | 51.06% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |