| Metric | 11388032:btcusd:triple_med_gx:lsma120_90 | 11388032:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 9.08% | 196.5% |
| Max Drawdown | -25.45% | -67.18% |
| Sharpe | 0.12 | 0.44 |
| Sortino | 0.18 | 0.64 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.17 | 1.07 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 0.16 | 0.99 |
| Outlier Win Ratio | 59.38 | 3.13 |
| Outlier Loss Ratio | 3.84 | 3.07 |
| Volatility (ann.) | 7.67% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.1 | 0.57 |
| Skew | 0.76 | 0.2 |
| Kurtosis | 77.93 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.69% |
| Expected Yearly % | 2.2% | 31.22% |
| Kelly Criterion | -0.92% | 7.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11388032:BTCUSD | 11388032:btcusd:triple_med_gx:lsma120_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 1.10 | -0.02 | + |
| 2023 | 155.54 | 9.63 | 0.06 | - |
| 2024 | 121.00 | 12.19 | 0.10 | - |
| 2025 | 17.02 | -12.28 | -0.72 | - |
| Metric | 11388032:btcusd:triple_med_gx:lsma120_90 | 11388032:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.98% | 31.76% |
| 6M | -21.81% | 12.25% |
| YTD | -12.28% | 17.02% |
| 1Y | -8.06% | 57.19% |
| 3Y (ann.) | 3.92% | 55.42% |
| 5Y (ann.) | 2.63% | 38.32% |
| Metric | 11388032:btcusd:triple_med_gx:lsma120_90 | 11388032:BTCUSD |
|---|---|---|
| Max Drawdown | -25.45% | -67.18% |
| Longest DD Days | 323.0 | 683.0 |
| Avg. Drawdown | -4.14% | -6.97% |
| Avg. Drawdown Days | 52.0 | 36.0 |
| Recovery Factor | 0.36 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -25.45 | 175 |
| 2022-04-28 | 2023-03-17 | -13.39 | 323 |
| 2022-03-09 | 2022-03-28 | -8.42 | 18 |
| 2023-04-19 | 2023-12-05 | -8.10 | 230 |
| 2024-04-08 | 2024-05-20 | -6.97 | 42 |
| 2024-06-02 | 2024-09-18 | -3.55 | 108 |
| 2024-01-15 | 2024-04-07 | -3.32 | 82 |
| 2023-04-16 | 2023-04-18 | -3.04 | 1 |
| 2024-09-20 | 2024-11-11 | -3.00 | 52 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| Metric | 11388032:btcusd:triple_med_gx:lsma120_90 | 11388032:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 14.46% | 35.75% |
| Worst Week | -8.63% | -29.64% |
| Best Month | 14.46% | 43.77% |
| Worst Month | -13.74% | -37.12% |
| Best Year | 12.19% | 155.54% |
| Worst Year | -12.28% | -55.14% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.11% | 8.18% |
| Avg. Down Week | -2.6% | -4.92% |
| Avg. Up Month | 3.68% | 18.42% |
| Avg. Down Month | -3.67% | -11.32% |
| Win Days % | 46.2% | 51.33% |
| Win Month % | 51.52% | 60.98% |
| Win Week % | 46.88% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |