| Metric | 11400720:btcusd:triple_med_gx:lsma120_130 | 11400720:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 146.64% | 182.99% |
| Max Drawdown | -46.74% | -67.18% |
| Sharpe | 0.47 | 0.43 |
| Sortino | 0.7 | 0.62 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 14.14 | 4.17 |
| Outlier Loss Ratio | 4.35 | 4.15 |
| Volatility (ann.) | 17.67% | 26.35% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.66 | 0.54 |
| Skew | 0.72 | 0.2 |
| Kurtosis | 19.6 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.23% | 2.57% |
| Expected Yearly % | 25.32% | 29.7% |
| Kelly Criterion | 3.86% | 3.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.24% |
| Expected Shortfall (cVaR) | -1.5% | -2.24% |
| Year | 11400720:BTCUSD | 11400720:btcusd:triple_med_gx:lsma120_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -26.33 | 0.46 | + |
| 2023 | 155.54 | 87.93 | 0.57 | - |
| 2024 | 121.00 | 65.49 | 0.54 | - |
| 2025 | 16.76 | 7.65 | 0.46 | - |
| Metric | 11400720:btcusd:triple_med_gx:lsma120_130 | 11400720:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 23.4% | 31.46% |
| 6M | 4.37% | 12.77% |
| YTD | 7.65% | 16.76% |
| 1Y | 46.44% | 56.84% |
| 3Y (ann.) | 33.31% | 55.31% |
| 5Y (ann.) | 30.86% | 36.34% |
| Metric | 11400720:btcusd:triple_med_gx:lsma120_130 | 11400720:BTCUSD |
|---|---|---|
| Max Drawdown | -46.74% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -4.76% | -6.9% |
| Avg. Drawdown Days | 22.0 | 35.0 |
| Recovery Factor | 3.14 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -46.74 | 420 |
| 2024-12-17 | 2025-06-11 | -28.12 | 175 |
| 2024-06-10 | 2024-09-13 | -20.97 | 95 |
| 2023-05-06 | 2023-06-21 | -13.21 | 46 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-02 | 2024-01-29 | -9.89 | 27 |
| 2023-07-14 | 2023-10-16 | -9.22 | 94 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-09-20 | 2024-10-14 | -8.09 | 24 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11400720:btcusd:triple_med_gx:lsma120_130 | 11400720:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 27.14% | 43.77% |
| Worst Month | -28.98% | -37.12% |
| Best Year | 87.93% | 155.54% |
| Worst Year | -26.33% | -57.08% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 5.29% | 6.36% |
| Avg. Down Week | -3.21% | -4.72% |
| Avg. Up Month | 8.52% | 14.67% |
| Avg. Down Month | -5.89% | -12.24% |
| Win Days % | 50.89% | 51.31% |
| Win Month % | 58.54% | 60.98% |
| Win Week % | 48.44% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |