| Metric | 11386553:btcusd:triple_med_gx:lsma120_85 | 11386553:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 40.59% | 183.93% |
| Max Drawdown | -25.53% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.48 | 0.62 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.55 | 1.06 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.34 | 0.99 |
| Outlier Win Ratio | 44.55 | 3.28 |
| Outlier Loss Ratio | 3.78 | 3.21 |
| Volatility (ann.) | 9.39% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.42 | 0.54 |
| Skew | 1.06 | 0.2 |
| Kurtosis | 63.7 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.58% |
| Expected Yearly % | 8.89% | 29.81% |
| Kelly Criterion | 3.3% | 7.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11386553:BTCUSD | 11386553:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 21.12 | -0.37 | + |
| 2023 | 155.54 | 18.06 | 0.12 | - |
| 2024 | 121.00 | 3.30 | 0.03 | - |
| 2025 | 17.02 | -4.82 | -0.28 | - |
| Metric | 11386553:btcusd:triple_med_gx:lsma120_85 | 11386553:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.97% | 31.76% |
| 6M | -11.88% | 12.25% |
| YTD | -4.82% | 17.02% |
| 1Y | 0.48% | 57.19% |
| 3Y (ann.) | 7.84% | 55.42% |
| 5Y (ann.) | 10.67% | 36.44% |
| Metric | 11386553:btcusd:triple_med_gx:lsma120_85 | 11386553:BTCUSD |
|---|---|---|
| Max Drawdown | -25.53% | -67.18% |
| Longest DD Days | 287.0 | 683.0 |
| Avg. Drawdown | -5.24% | -6.73% |
| Avg. Drawdown Days | 67.0 | 34.0 |
| Recovery Factor | 1.59 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -25.53 | 175 |
| 2022-03-30 | 2022-09-09 | -15.21 | 162 |
| 2023-12-07 | 2024-09-19 | -13.59 | 287 |
| 2023-03-18 | 2023-12-05 | -11.98 | 262 |
| 2022-03-09 | 2022-03-27 | -7.70 | 18 |
| 2022-09-10 | 2023-03-17 | -4.98 | 187 |
| 2022-02-08 | 2022-03-09 | -4.29 | 28 |
| 2024-11-12 | 2024-12-16 | -2.65 | 34 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11386553:btcusd:triple_med_gx:lsma120_85 | 11386553:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 13.69% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 13.09% | 43.77% |
| Worst Month | -13.12% | -37.12% |
| Best Year | 21.12% | 155.54% |
| Worst Year | -4.82% | -57.04% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 3.89% | 8.21% |
| Avg. Down Week | -3.01% | -6.05% |
| Avg. Up Month | 5.25% | 18.01% |
| Avg. Down Month | -4.11% | -14.47% |
| Win Days % | 48.44% | 51.31% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 50.68% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |