| Metric | 11386621:btcusd:triple_med_gx:lsma120_85 | 11386621:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 48.27% | 162.58% |
| Max Drawdown | -18.33% | -67.18% |
| Sharpe | 0.41 | 0.41 |
| Sortino | 0.64 | 0.59 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.09 | 1.06 |
| CPC Index | 0.7 | 0.64 |
| Tail Ratio | 0.91 | 0.99 |
| Outlier Win Ratio | 51.43 | 3.23 |
| Outlier Loss Ratio | 4.03 | 3.15 |
| Volatility (ann.) | 8.02% | 26.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.68 | 0.5 |
| Skew | 1.59 | 0.18 |
| Kurtosis | 62.69 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.38% |
| Expected Yearly % | 10.35% | 27.3% |
| Kelly Criterion | 5.65% | 9.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11386621:BTCUSD | 11386621:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 1.60 | -0.03 | + |
| 2023 | 155.54 | 9.42 | 0.06 | - |
| 2024 | 121.00 | 31.24 | 0.26 | - |
| 2025 | 17.02 | 1.62 | 0.10 | - |
| Metric | 11386621:btcusd:triple_med_gx:lsma120_85 | 11386621:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.78% | 31.76% |
| 6M | -5.86% | 12.25% |
| YTD | 1.62% | 17.02% |
| 1Y | 20.06% | 57.19% |
| 3Y (ann.) | 16.75% | 55.42% |
| 5Y (ann.) | 12.48% | 33.42% |
| Metric | 11386621:btcusd:triple_med_gx:lsma120_85 | 11386621:BTCUSD |
|---|---|---|
| Max Drawdown | -18.33% | -67.18% |
| Longest DD Days | 230.0 | 683.0 |
| Avg. Drawdown | -2.89% | -6.97% |
| Avg. Drawdown Days | 32.0 | 36.0 |
| Recovery Factor | 2.63 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -18.33 | 175 |
| 2022-03-09 | 2022-09-09 | -13.12 | 183 |
| 2023-04-19 | 2023-12-05 | -11.26 | 230 |
| 2022-09-12 | 2023-01-09 | -8.43 | 119 |
| 2024-04-08 | 2024-08-20 | -7.12 | 133 |
| 2023-01-11 | 2023-03-18 | -4.07 | 66 |
| 2024-09-20 | 2024-11-10 | -3.52 | 51 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2024-01-17 | 2024-02-07 | -2.41 | 21 |
| Metric | 11386621:btcusd:triple_med_gx:lsma120_85 | 11386621:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 19.98% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 19.98% | 43.77% |
| Worst Month | -7.43% | -37.12% |
| Best Year | 31.24% | 155.54% |
| Worst Year | 1.6% | -60.27% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.95% | 7.76% |
| Avg. Down Week | -2.83% | -5.04% |
| Avg. Up Month | 5.56% | 18.68% |
| Avg. Down Month | -3.06% | -14.54% |
| Win Days % | 48.41% | 51.28% |
| Win Month % | 54.29% | 60.98% |
| Win Week % | 54.1% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |