| Metric | 11374136:btcusd:triple_med_gx:lsma120_35 | 11374136:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -13.14% | 220.31% |
| Max Drawdown | -32.47% | -67.18% |
| Sharpe | -0.03 | 0.45 |
| Sortino | -0.05 | 0.66 |
| Payoff Ratio | 1.1 | 1.03 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 29.05 | 3.54 |
| Outlier Loss Ratio | 4.4 | 3.55 |
| Volatility (ann.) | 11.41% | 26.14% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.12 | 0.6 |
| Skew | 0.52 | 0.2 |
| Kurtosis | 34.5 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.33% | 2.74% |
| Expected Yearly % | -3.46% | 33.78% |
| Kelly Criterion | -3.62% | 3.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.22% |
| Expected Shortfall (cVaR) | -0.98% | -2.22% |
| Year | 11374136:BTCUSD | 11374136:btcusd:triple_med_gx:lsma120_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -6.91 | 0.12 | + |
| 2023 | 155.54 | 7.17 | 0.05 | - |
| 2024 | 121.00 | 1.36 | 0.01 | - |
| 2025 | 30.14 | -14.10 | -0.47 | - |
| Metric | 11374136:btcusd:triple_med_gx:lsma120_35 | 11374136:BTCUSD |
|---|---|---|
| MTD | 4.4% | 13.36% |
| 3M | -1.37% | 45.08% |
| 6M | -10.53% | 28.47% |
| YTD | -14.1% | 30.14% |
| 1Y | -12.47% | 105.13% |
| 3Y (ann.) | -4.46% | 81.7% |
| 5Y (ann.) | -4.0% | 40.11% |
| Metric | 11374136:btcusd:triple_med_gx:lsma120_35 | 11374136:BTCUSD |
|---|---|---|
| Max Drawdown | -32.47% | -67.18% |
| Longest DD Days | 622.0 | 683.0 |
| Avg. Drawdown | -9.11% | -6.34% |
| Avg. Drawdown Days | 157.0 | 32.0 |
| Recovery Factor | -0.4 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -32.47 | 489 |
| 2022-06-27 | 2024-03-11 | -26.16 | 622 |
| 2022-02-10 | 2022-06-27 | -9.20 | 136 |
| 2022-02-01 | 2022-02-04 | -3.13 | 2 |
| 2022-02-10 | 2022-02-10 | -1.10 | 0 |
| 2022-02-05 | 2022-02-09 | -0.47 | 4 |
| 2022-01-31 | 2022-01-31 | -0.18 | 0 |
| 2022-01-31 | 2022-02-01 | -0.15 | 0 |
| Metric | 11374136:btcusd:triple_med_gx:lsma120_35 | 11374136:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.83% | 35.75% |
| Worst Week | -8.6% | -29.64% |
| Best Month | 14.36% | 43.77% |
| Worst Month | -15.26% | -37.12% |
| Best Year | 7.17% | 155.54% |
| Worst Year | -14.1% | -56.42% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.75% | -0.82% |
| Avg. Up Week | 3.3% | 7.38% |
| Avg. Down Week | -2.68% | -4.25% |
| Avg. Up Month | 7.01% | 19.17% |
| Avg. Down Month | -5.28% | -11.92% |
| Win Days % | 45.68% | 51.32% |
| Win Month % | 42.86% | 62.79% |
| Win Week % | 42.86% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |