| Metric | 11378320:btcusd:triple_med_gx:lsma120_55 | 11378320:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 41.41% | 220.31% |
| Max Drawdown | -22.24% | -67.18% |
| Sharpe | 0.31 | 0.45 |
| Sortino | 0.45 | 0.66 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.72 | 1.08 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.53 | 1.0 |
| Outlier Win Ratio | 35.74 | 3.34 |
| Outlier Loss Ratio | 4.24 | 3.37 |
| Volatility (ann.) | 9.75% | 26.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.47 | 0.6 |
| Skew | 0.72 | 0.2 |
| Kurtosis | 46.45 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.74% |
| Expected Yearly % | 9.05% | 33.78% |
| Kelly Criterion | 2.41% | 4.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11378320:BTCUSD | 11378320:btcusd:triple_med_gx:lsma120_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 23.01 | -0.41 | + |
| 2023 | 155.54 | -12.49 | -0.08 | - |
| 2024 | 121.00 | 27.88 | 0.23 | - |
| 2025 | 30.14 | 2.72 | 0.09 | - |
| Metric | 11378320:btcusd:triple_med_gx:lsma120_55 | 11378320:BTCUSD |
|---|---|---|
| MTD | 5.17% | 13.36% |
| 3M | 13.36% | 45.08% |
| 6M | 3.18% | 28.47% |
| YTD | 2.72% | 30.14% |
| 1Y | 11.7% | 105.13% |
| 3Y (ann.) | 7.39% | 81.7% |
| 5Y (ann.) | 10.56% | 40.11% |
| Metric | 11378320:btcusd:triple_med_gx:lsma120_55 | 11378320:BTCUSD |
|---|---|---|
| Max Drawdown | -22.24% | -67.18% |
| Longest DD Days | 606.0 | 683.0 |
| Avg. Drawdown | -4.72% | -6.34% |
| Avg. Drawdown Days | 62.0 | 32.0 |
| Recovery Factor | 1.86 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-09-19 | -22.24 | 606 |
| 2022-06-06 | 2022-11-24 | -18.13 | 170 |
| 2024-11-23 | 2025-07-14 | -17.23 | 233 |
| 2022-04-26 | 2022-06-06 | -8.55 | 40 |
| 2024-09-28 | 2024-11-21 | -7.38 | 53 |
| 2022-02-15 | 2022-04-01 | -5.34 | 44 |
| 2024-09-20 | 2024-09-26 | -2.92 | 6 |
| 2022-04-02 | 2022-04-25 | -2.78 | 23 |
| 2022-11-24 | 2022-12-08 | -2.35 | 14 |
| 2022-02-05 | 2022-02-15 | -2.30 | 9 |
| Metric | 11378320:btcusd:triple_med_gx:lsma120_55 | 11378320:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 11.46% | 35.75% |
| Worst Week | -8.28% | -29.64% |
| Best Month | 13.1% | 43.77% |
| Worst Month | -8.51% | -37.12% |
| Best Year | 27.88% | 155.54% |
| Worst Year | -12.49% | -56.42% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 4.29% | 5.34% |
| Avg. Down Week | -2.43% | -5.19% |
| Avg. Up Month | 6.0% | 16.09% |
| Avg. Down Month | -3.22% | -13.86% |
| Win Days % | 48.95% | 51.32% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 46.24% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |