| Metric | 11376100:btcusd:triple_med_gx:lsma120_45 | 11376100:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 26.23% | 212.83% |
| Max Drawdown | -23.58% | -67.18% |
| Sharpe | 0.21 | 0.45 |
| Sortino | 0.32 | 0.65 |
| Payoff Ratio | 1.15 | 1.07 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.25 | 1.08 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 32.82 | 3.42 |
| Outlier Loss Ratio | 4.46 | 3.34 |
| Volatility (ann.) | 10.29% | 26.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.3 | 0.58 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 44.49 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.69% |
| Expected Yearly % | 6.0% | 32.99% |
| Kelly Criterion | 0.29% | 5.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11376100:BTCUSD | 11376100:btcusd:triple_med_gx:lsma120_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 19.62 | -0.35 | + |
| 2023 | 155.54 | -1.07 | -0.01 | - |
| 2024 | 121.00 | 18.08 | 0.15 | - |
| 2025 | 27.10 | -9.66 | -0.36 | - |
| Metric | 11376100:btcusd:triple_med_gx:lsma120_45 | 11376100:BTCUSD |
|---|---|---|
| MTD | 3.2% | 10.71% |
| 3M | 5.74% | 41.88% |
| 6M | -4.16% | 22.91% |
| YTD | -9.66% | 27.1% |
| 1Y | -6.42% | 82.29% |
| 3Y (ann.) | 2.76% | 77.48% |
| 5Y (ann.) | 6.96% | 39.04% |
| Metric | 11376100:btcusd:triple_med_gx:lsma120_45 | 11376100:BTCUSD |
|---|---|---|
| Max Drawdown | -23.58% | -67.18% |
| Longest DD Days | 636.0 | 683.0 |
| Avg. Drawdown | -4.09% | -6.44% |
| Avg. Drawdown Days | 62.0 | 32.0 |
| Recovery Factor | 1.11 | 3.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-17 | -23.58 | 472 |
| 2022-06-06 | 2024-03-04 | -19.05 | 636 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-04-26 | 2022-05-22 | -6.09 | 26 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-02-05 | 2022-03-16 | -4.43 | 39 |
| 2022-03-25 | 2022-04-01 | -2.75 | 7 |
| 2022-04-01 | 2022-04-25 | -2.55 | 24 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11376100:btcusd:triple_med_gx:lsma120_45 | 11376100:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.67% | -29.64% |
| Best Month | 18.96% | 43.77% |
| Worst Month | -13.78% | -37.12% |
| Best Year | 19.62% | 155.54% |
| Worst Year | -9.66% | -56.42% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 3.23% | 5.65% |
| Avg. Down Week | -2.8% | -4.01% |
| Avg. Up Month | 4.94% | 15.42% |
| Avg. Down Month | -4.37% | -11.73% |
| Win Days % | 46.68% | 51.31% |
| Win Month % | 58.54% | 62.79% |
| Win Week % | 48.67% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |