| Metric | 11386597:btcusd:triple_med_gx:lsma120_85 | 11386597:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 41.27% | 196.5% |
| Max Drawdown | -25.59% | -67.18% |
| Sharpe | 0.35 | 0.44 |
| Sortino | 0.55 | 0.64 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 0.91 | 1.07 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 0.77 | 0.99 |
| Outlier Win Ratio | 50.94 | 3.18 |
| Outlier Loss Ratio | 3.96 | 3.11 |
| Volatility (ann.) | 8.26% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.42 | 0.57 |
| Skew | 1.98 | 0.2 |
| Kurtosis | 77.23 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.69% |
| Expected Yearly % | 9.02% | 31.22% |
| Kelly Criterion | 4.21% | 8.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11386597:BTCUSD | 11386597:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 14.80 | -0.27 | + |
| 2023 | 155.54 | 8.45 | 0.05 | - |
| 2024 | 121.00 | 31.35 | 0.26 | - |
| 2025 | 17.02 | -13.61 | -0.80 | - |
| Metric | 11386597:btcusd:triple_med_gx:lsma120_85 | 11386597:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.7% | 31.76% |
| 6M | -22.03% | 12.25% |
| YTD | -13.61% | 17.02% |
| 1Y | 0.03% | 57.19% |
| 3Y (ann.) | 8.97% | 55.42% |
| 5Y (ann.) | 10.86% | 38.32% |
| Metric | 11386597:btcusd:triple_med_gx:lsma120_85 | 11386597:BTCUSD |
|---|---|---|
| Max Drawdown | -25.59% | -67.18% |
| Longest DD Days | 230.0 | 683.0 |
| Avg. Drawdown | -3.17% | -6.97% |
| Avg. Drawdown Days | 33.0 | 36.0 |
| Recovery Factor | 1.61 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -25.59 | 175 |
| 2022-04-28 | 2022-09-09 | -9.53 | 133 |
| 2023-04-19 | 2023-12-05 | -8.46 | 230 |
| 2022-03-09 | 2022-03-28 | -8.42 | 18 |
| 2022-10-04 | 2023-03-19 | -8.24 | 165 |
| 2024-04-08 | 2024-05-20 | -4.94 | 42 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-20 | 2024-11-10 | -3.43 | 51 |
| 2024-01-15 | 2024-04-05 | -2.90 | 81 |
| 2023-04-17 | 2023-04-18 | -2.89 | 1 |
| Metric | 11386597:btcusd:triple_med_gx:lsma120_85 | 11386597:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 19.98% | 35.75% |
| Worst Week | -8.9% | -29.64% |
| Best Month | 19.98% | 43.77% |
| Worst Month | -11.39% | -37.12% |
| Best Year | 31.35% | 155.54% |
| Worst Year | -13.61% | -55.14% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 3.19% | 7.9% |
| Avg. Down Week | -2.39% | -5.18% |
| Avg. Up Month | 5.41% | 17.58% |
| Avg. Down Month | -4.82% | -9.11% |
| Win Days % | 48.27% | 51.33% |
| Win Month % | 61.76% | 60.98% |
| Win Week % | 55.22% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |