| Metric | 11379669:btcusd:triple_med_gx:lsma120_60 | 11379669:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 46.18% | 220.31% |
| Max Drawdown | -18.89% | -67.18% |
| Sharpe | 0.34 | 0.45 |
| Sortino | 0.52 | 0.66 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.82 | 1.08 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 1.6 | 1.0 |
| Outlier Win Ratio | 37.79 | 3.36 |
| Outlier Loss Ratio | 4.34 | 3.29 |
| Volatility (ann.) | 9.3% | 26.14% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.62 | 0.6 |
| Skew | 1.06 | 0.2 |
| Kurtosis | 50.37 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.74% |
| Expected Yearly % | 9.96% | 33.78% |
| Kelly Criterion | 1.43% | 8.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11379669:BTCUSD | 11379669:btcusd:triple_med_gx:lsma120_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 26.09 | -0.46 | + |
| 2023 | 155.54 | -10.01 | -0.06 | - |
| 2024 | 121.00 | 28.40 | 0.23 | - |
| 2025 | 30.14 | 0.33 | 0.01 | - |
| Metric | 11379669:btcusd:triple_med_gx:lsma120_60 | 11379669:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 7.29% | 45.08% |
| 6M | -0.33% | 28.47% |
| YTD | 0.33% | 30.14% |
| 1Y | 17.39% | 105.13% |
| 3Y (ann.) | 8.25% | 81.7% |
| 5Y (ann.) | 11.63% | 40.11% |
| Metric | 11379669:btcusd:triple_med_gx:lsma120_60 | 11379669:BTCUSD |
|---|---|---|
| Max Drawdown | -18.89% | -67.18% |
| Longest DD Days | 624.0 | 683.0 |
| Avg. Drawdown | -3.52% | -6.34% |
| Avg. Drawdown Days | 51.0 | 32.0 |
| Recovery Factor | 2.44 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-04-04 | -18.89 | 624 |
| 2024-04-04 | 2024-11-19 | -13.65 | 228 |
| 2025-01-25 | 2025-07-14 | -12.43 | 169 |
| 2022-03-09 | 2022-07-07 | -11.76 | 120 |
| 2022-02-16 | 2022-03-09 | -7.49 | 21 |
| 2024-12-17 | 2025-01-14 | -4.81 | 27 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-11-23 | 2024-12-16 | -1.99 | 23 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11379669:btcusd:triple_med_gx:lsma120_60 | 11379669:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -9.72% | -29.64% |
| Best Month | 27.24% | 43.77% |
| Worst Month | -7.29% | -37.12% |
| Best Year | 28.4% | 155.54% |
| Worst Year | -10.01% | -56.42% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 4.06% | 6.3% |
| Avg. Down Week | -2.95% | -5.67% |
| Avg. Up Month | 4.9% | 14.9% |
| Avg. Down Month | -3.28% | -13.59% |
| Win Days % | 46.95% | 51.32% |
| Win Month % | 56.1% | 62.79% |
| Win Week % | 52.13% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |