| Metric | 11378376:btcusd:triple_med_gx:lsma120_55 | 11378376:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 38.71% | 220.31% |
| Max Drawdown | -28.21% | -67.18% |
| Sharpe | 0.29 | 0.45 |
| Sortino | 0.42 | 0.66 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.81 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.61 | 1.0 |
| Outlier Win Ratio | 36.19 | 3.29 |
| Outlier Loss Ratio | 4.12 | 3.34 |
| Volatility (ann.) | 9.7% | 26.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.35 | 0.6 |
| Skew | 0.21 | 0.2 |
| Kurtosis | 50.82 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.74% |
| Expected Yearly % | 8.52% | 33.78% |
| Kelly Criterion | 1.55% | 4.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11378376:BTCUSD | 11378376:btcusd:triple_med_gx:lsma120_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 41.07 | -0.73 | + |
| 2023 | 155.54 | -20.35 | -0.13 | - |
| 2024 | 121.00 | 14.69 | 0.12 | - |
| 2025 | 30.14 | 7.64 | 0.25 | - |
| Metric | 11378376:btcusd:triple_med_gx:lsma120_55 | 11378376:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 12.97% | 45.08% |
| 6M | 5.69% | 28.47% |
| YTD | 7.64% | 30.14% |
| 1Y | 17.07% | 105.13% |
| 3Y (ann.) | 2.15% | 81.7% |
| 5Y (ann.) | 9.94% | 40.11% |
| Metric | 11378376:btcusd:triple_med_gx:lsma120_55 | 11378376:BTCUSD |
|---|---|---|
| Max Drawdown | -28.21% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.66% | -6.34% |
| Avg. Drawdown Days | 86.0 | 32.0 |
| Recovery Factor | 1.37 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -28.21 | 904 |
| 2022-06-06 | 2022-12-13 | -16.55 | 189 |
| 2022-04-26 | 2022-05-29 | -7.26 | 33 |
| 2022-02-16 | 2022-03-27 | -4.95 | 39 |
| 2022-02-05 | 2022-02-15 | -3.11 | 9 |
| 2022-04-02 | 2022-04-25 | -2.26 | 23 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-06-05 | 2022-06-06 | -0.51 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-04-01 | 2022-04-02 | -0.35 | 0 |
| Metric | 11378376:btcusd:triple_med_gx:lsma120_55 | 11378376:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -7.26% | -29.64% |
| Best Month | 16.11% | 43.77% |
| Worst Month | -7.38% | -37.12% |
| Best Year | 41.07% | 155.54% |
| Worst Year | -20.35% | -56.42% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.54% | 5.09% |
| Avg. Down Week | -2.52% | -5.14% |
| Avg. Up Month | 4.38% | 15.82% |
| Avg. Down Month | -3.07% | -14.47% |
| Win Days % | 49.57% | 51.32% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 51.58% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |