| Metric | 12420238:btcusd:triple_med_gx:lsma145_120 | 12420238:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 82.26% | 179.91% |
| Max Drawdown | -54.19% | -66.79% |
| Sharpe | 0.76 | 0.86 |
| Sortino | 1.19 | 1.28 |
| Payoff Ratio | 1.46 | 1.27 |
| Profit Factor | 1.26 | 1.14 |
| Common Sense Ratio | 1.67 | 1.32 |
| CPC Index | 0.79 | 0.72 |
| Tail Ratio | 1.33 | 1.15 |
| Outlier Win Ratio | 20.33 | 3.72 |
| Outlier Loss Ratio | 4.72 | 3.65 |
| Volatility (ann.) | 30.41% | 53.8% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.37 | 0.56 |
| Skew | 0.62 | 0.03 |
| Kurtosis | 23.9 | 4.21 |
| Expected Daily % | 0.05% | 0.09% |
| Expected Monthly % | 1.51% | 2.61% |
| Expected Yearly % | 16.19% | 29.35% |
| Kelly Criterion | 4.29% | 9.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.55% | -4.51% |
| Expected Shortfall (cVaR) | -2.55% | -4.51% |
| Year | 12420238:BTCUSD | 12420238:btcusd:triple_med_gx:lsma145_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.17 | -32.97 | 0.59 | + |
| 2023 | 155.54 | 96.72 | 0.62 | - |
| 2024 | 121.00 | 29.06 | 0.24 | - |
| 2025 | 13.09 | 7.10 | 0.54 | - |
| Metric | 12420238:btcusd:triple_med_gx:lsma145_120 | 12420238:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.09% |
| 3M | 7.98% | 19.18% |
| 6M | 9.35% | 14.84% |
| YTD | 7.1% | 13.09% |
| 1Y | -2.35% | 54.52% |
| 3Y (ann.) | 27.97% | 53.76% |
| 5Y (ann.) | 20.27% | 37.23% |
| Metric | 12420238:btcusd:triple_med_gx:lsma145_120 | 12420238:BTCUSD |
|---|---|---|
| Max Drawdown | -54.19% | -66.79% |
| Longest DD Days | 600.0 | 682.0 |
| Avg. Drawdown | -6.45% | -9.6% |
| Avg. Drawdown Days | 71.0 | 57.0 |
| Recovery Factor | 1.52 | 2.69 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-10-23 | -54.19 | 600 |
| 2024-07-22 | 2025-05-29 | -17.64 | 311 |
| 2024-03-15 | 2024-03-25 | -6.31 | 10 |
| 2024-05-21 | 2024-07-20 | -4.88 | 60 |
| 2024-01-03 | 2024-01-08 | -4.69 | 5 |
| 2024-01-09 | 2024-03-07 | -3.69 | 58 |
| 2024-05-14 | 2024-05-15 | -2.21 | 1 |
| 2023-10-25 | 2023-12-18 | -1.92 | 54 |
| 2024-05-06 | 2024-05-13 | -1.77 | 7 |
| 2023-12-19 | 2024-01-01 | -1.50 | 13 |
| Metric | 12420238:btcusd:triple_med_gx:lsma145_120 | 12420238:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.42% | -15.42% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -29.64% | -29.64% |
| Best Month | 43.67% | 43.77% |
| Worst Month | -32.31% | -37.12% |
| Best Year | 96.72% | 155.54% |
| Worst Year | -32.97% | -56.17% |
| Avg. Up Day | 2.27% | 2.31% |
| Avg. Down Day | -1.56% | -1.81% |
| Avg. Up Week | 4.34% | 6.53% |
| Avg. Down Week | -3.15% | -5.33% |
| Avg. Up Month | 9.92% | 13.89% |
| Avg. Down Month | -10.35% | -13.71% |
| Win Days % | 43.16% | 49.49% |
| Win Month % | 64.52% | 60.0% |
| Win Week % | 54.26% | 51.45% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |