| Metric | 11379725:btcusd:triple_med_gx:lsma120_60 | 11379725:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 40.81% | 220.31% |
| Max Drawdown | -28.07% | -67.18% |
| Sharpe | 0.29 | 0.45 |
| Sortino | 0.43 | 0.66 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.66 | 1.08 |
| CPC Index | 0.61 | 0.64 |
| Tail Ratio | 1.49 | 1.0 |
| Outlier Win Ratio | 34.46 | 3.46 |
| Outlier Loss Ratio | 4.19 | 3.34 |
| Volatility (ann.) | 10.18% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.37 | 0.6 |
| Skew | 0.55 | 0.2 |
| Kurtosis | 44.65 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.74% |
| Expected Yearly % | 8.93% | 33.78% |
| Kelly Criterion | 1.0% | 9.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11379725:BTCUSD | 11379725:btcusd:triple_med_gx:lsma120_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 17.34 | -0.31 | + |
| 2023 | 155.54 | -12.59 | -0.08 | - |
| 2024 | 121.00 | 32.56 | 0.27 | - |
| 2025 | 30.14 | 3.57 | 0.12 | - |
| Metric | 11379725:btcusd:triple_med_gx:lsma120_60 | 11379725:BTCUSD |
|---|---|---|
| MTD | 2.55% | 13.36% |
| 3M | 4.3% | 45.08% |
| 6M | 5.67% | 28.47% |
| YTD | 3.57% | 30.14% |
| 1Y | 17.85% | 105.13% |
| 3Y (ann.) | 7.85% | 81.7% |
| 5Y (ann.) | 10.42% | 40.11% |
| Metric | 11379725:btcusd:triple_med_gx:lsma120_60 | 11379725:BTCUSD |
|---|---|---|
| Max Drawdown | -28.07% | -67.18% |
| Longest DD Days | 823.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.34% |
| Avg. Drawdown Days | 58.0 | 32.0 |
| Recovery Factor | 1.45 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-18 | 2024-11-18 | -28.07 | 823 |
| 2024-11-23 | 2025-07-14 | -13.22 | 233 |
| 2022-03-09 | 2022-07-16 | -13.03 | 128 |
| 2022-02-16 | 2022-03-09 | -9.40 | 21 |
| 2022-07-20 | 2022-07-27 | -4.47 | 7 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| Metric | 11379725:btcusd:triple_med_gx:lsma120_60 | 11379725:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.14% | 35.75% |
| Worst Week | -9.09% | -29.64% |
| Best Month | 36.25% | 43.77% |
| Worst Month | -9.09% | -37.12% |
| Best Year | 32.56% | 155.54% |
| Worst Year | -12.59% | -56.42% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 4.19% | 6.42% |
| Avg. Down Week | -3.35% | -5.2% |
| Avg. Up Month | 5.96% | 15.15% |
| Avg. Down Month | -5.54% | -12.9% |
| Win Days % | 46.5% | 51.32% |
| Win Month % | 56.1% | 62.79% |
| Win Week % | 50.54% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |