| Metric | 11388009:btcusd:triple_med_gx:lsma120_90 | 11388009:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 18.62% | 208.04% |
| Max Drawdown | -26.87% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.29 | 0.64 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 0.7 | 1.07 |
| CPC Index | 0.58 | 0.61 |
| Tail Ratio | 0.64 | 1.0 |
| Outlier Win Ratio | 51.92 | 3.18 |
| Outlier Loss Ratio | 3.85 | 3.19 |
| Volatility (ann.) | 8.43% | 26.12% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.19 | 0.57 |
| Skew | 1.73 | 0.2 |
| Kurtosis | 79.08 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.71% |
| Expected Yearly % | 4.36% | 32.48% |
| Kelly Criterion | -0.01% | 7.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.22% |
| Expected Shortfall (cVaR) | -0.72% | -2.22% |
| Year | 11388009:BTCUSD | 11388009:btcusd:triple_med_gx:lsma120_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 21.94 | -0.38 | + |
| 2023 | 155.54 | 14.21 | 0.09 | - |
| 2024 | 121.00 | -0.94 | -0.01 | - |
| 2025 | 27.10 | -14.03 | -0.52 | - |
| Metric | 11388009:btcusd:triple_med_gx:lsma120_90 | 11388009:BTCUSD |
|---|---|---|
| MTD | 0.04% | 10.71% |
| 3M | 2.19% | 41.88% |
| 6M | -15.03% | 22.91% |
| YTD | -14.03% | 27.1% |
| 1Y | -13.5% | 82.29% |
| 3Y (ann.) | 2.24% | 77.48% |
| 5Y (ann.) | 5.07% | 38.53% |
| Metric | 11388009:btcusd:triple_med_gx:lsma120_90 | 11388009:BTCUSD |
|---|---|---|
| Max Drawdown | -26.87% | -67.18% |
| Longest DD Days | 288.0 | 683.0 |
| Avg. Drawdown | -5.22% | -6.7% |
| Avg. Drawdown Days | 69.0 | 34.0 |
| Recovery Factor | 0.69 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-07-17 | -26.87 | 247 |
| 2023-12-06 | 2024-09-19 | -11.79 | 288 |
| 2023-01-09 | 2023-10-15 | -10.28 | 278 |
| 2022-04-28 | 2022-07-19 | -8.95 | 81 |
| 2022-03-09 | 2022-04-27 | -8.37 | 48 |
| 2022-07-20 | 2022-09-09 | -7.29 | 50 |
| 2022-10-06 | 2023-01-09 | -6.48 | 94 |
| 2022-02-08 | 2022-03-09 | -4.64 | 28 |
| 2024-09-20 | 2024-11-11 | -1.74 | 52 |
| 2023-10-18 | 2023-12-05 | -1.59 | 48 |
| Metric | 11388009:btcusd:triple_med_gx:lsma120_90 | 11388009:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 11.54% | 43.77% |
| Worst Month | -12.93% | -37.12% |
| Best Year | 21.94% | 155.54% |
| Worst Year | -14.03% | -57.08% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 2.88% | 8.56% |
| Avg. Down Week | -3.14% | -5.2% |
| Avg. Up Month | 3.21% | 17.15% |
| Avg. Down Month | -4.28% | -9.96% |
| Win Days % | 47.41% | 51.33% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 56.16% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |