| Metric | 11374302:btcusd:triple_med_gx:lsma120_35 | 11374302:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -0.41% | 220.31% |
| Max Drawdown | -31.39% | -67.18% |
| Sharpe | 0.05 | 0.45 |
| Sortino | 0.08 | 0.66 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.11 | 1.08 |
| CPC Index | 0.52 | 0.59 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 29.08 | 3.53 |
| Outlier Loss Ratio | 4.38 | 3.52 |
| Volatility (ann.) | 11.36% | 26.14% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.0 | 0.6 |
| Skew | 0.97 | 0.2 |
| Kurtosis | 36.94 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.01% | 2.74% |
| Expected Yearly % | -0.1% | 33.78% |
| Kelly Criterion | -2.85% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.22% |
| Expected Shortfall (cVaR) | -0.98% | -2.22% |
| Year | 11374302:BTCUSD | 11374302:btcusd:triple_med_gx:lsma120_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 1.30 | -0.02 | + |
| 2023 | 155.54 | 9.34 | 0.06 | - |
| 2024 | 121.00 | -4.29 | -0.04 | - |
| 2025 | 30.14 | -6.06 | -0.20 | - |
| Metric | 11374302:btcusd:triple_med_gx:lsma120_35 | 11374302:BTCUSD |
|---|---|---|
| MTD | 9.13% | 13.36% |
| 3M | 10.56% | 45.08% |
| 6M | -3.59% | 28.47% |
| YTD | -6.06% | 30.14% |
| 1Y | -7.3% | 105.13% |
| 3Y (ann.) | 0.05% | 81.7% |
| 5Y (ann.) | -0.12% | 40.11% |
| Metric | 11374302:btcusd:triple_med_gx:lsma120_35 | 11374302:BTCUSD |
|---|---|---|
| Max Drawdown | -31.39% | -67.18% |
| Longest DD Days | 510.0 | 683.0 |
| Avg. Drawdown | -6.38% | -6.34% |
| Avg. Drawdown Days | 73.0 | 32.0 |
| Recovery Factor | -0.01 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -31.39 | 469 |
| 2022-06-06 | 2023-10-29 | -22.95 | 510 |
| 2022-02-15 | 2022-04-25 | -9.57 | 69 |
| 2023-11-02 | 2024-03-04 | -8.11 | 123 |
| 2022-05-02 | 2022-06-05 | -6.88 | 34 |
| 2024-03-05 | 2024-03-11 | -6.30 | 6 |
| 2022-04-26 | 2022-05-02 | -6.09 | 5 |
| 2022-02-01 | 2022-02-04 | -5.41 | 2 |
| 2022-02-05 | 2022-02-15 | -4.30 | 10 |
| 2022-01-31 | 2022-01-31 | -2.38 | 0 |
| Metric | 11374302:btcusd:triple_med_gx:lsma120_35 | 11374302:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.78% | 35.75% |
| Worst Week | -12.16% | -29.64% |
| Best Month | 14.2% | 43.77% |
| Worst Month | -14.23% | -37.12% |
| Best Year | 9.34% | 155.54% |
| Worst Year | -6.06% | -56.42% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 3.21% | 5.67% |
| Avg. Down Week | -2.99% | -4.75% |
| Avg. Up Month | 5.06% | 16.76% |
| Avg. Down Month | -6.72% | -12.53% |
| Win Days % | 45.88% | 51.32% |
| Win Month % | 54.76% | 62.79% |
| Win Week % | 47.46% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |