| Metric | 11380091:btcusd:triple_med_gx:lsma120_60 | 11380091:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 90.39% | 192.0% |
| Max Drawdown | -18.2% | -67.18% |
| Sharpe | 0.53 | 0.43 |
| Sortino | 0.81 | 0.62 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.98 | 1.07 |
| CPC Index | 0.71 | 0.6 |
| Tail Ratio | 1.6 | 1.0 |
| Outlier Win Ratio | 36.97 | 3.43 |
| Outlier Loss Ratio | 3.85 | 3.28 |
| Volatility (ann.) | 9.79% | 26.07% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.13 | 0.54 |
| Skew | 1.18 | 0.18 |
| Kurtosis | 45.93 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.54% | 2.58% |
| Expected Yearly % | 17.47% | 30.72% |
| Kelly Criterion | 7.8% | 6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.21% |
| Expected Shortfall (cVaR) | -0.83% | -2.21% |
| Year | 11380091:BTCUSD | 11380091:btcusd:triple_med_gx:lsma120_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 2.03 | -0.03 | + |
| 2023 | 155.54 | 25.42 | 0.16 | - |
| 2024 | 121.00 | 27.60 | 0.23 | - |
| 2025 | 30.14 | 16.60 | 0.55 | - |
| Metric | 11380091:btcusd:triple_med_gx:lsma120_60 | 11380091:BTCUSD |
|---|---|---|
| MTD | 1.36% | 13.36% |
| 3M | 7.35% | 45.08% |
| 6M | 21.48% | 28.47% |
| YTD | 16.6% | 30.14% |
| 1Y | 34.73% | 105.13% |
| 3Y (ann.) | 29.87% | 81.7% |
| 5Y (ann.) | 20.6% | 36.57% |
| Metric | 11380091:btcusd:triple_med_gx:lsma120_60 | 11380091:BTCUSD |
|---|---|---|
| Max Drawdown | -18.2% | -67.18% |
| Longest DD Days | 209.0 | 683.0 |
| Avg. Drawdown | -3.18% | -6.66% |
| Avg. Drawdown Days | 20.0 | 35.0 |
| Recovery Factor | 4.97 | 2.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2022-10-04 | -18.20 | 209 |
| 2024-12-17 | 2025-04-21 | -16.91 | 124 |
| 2023-04-19 | 2023-06-21 | -11.87 | 63 |
| 2022-03-04 | 2022-03-09 | -8.81 | 4 |
| 2023-08-09 | 2023-12-05 | -8.75 | 118 |
| 2024-04-28 | 2024-05-20 | -6.84 | 22 |
| 2022-10-05 | 2023-01-08 | -6.73 | 95 |
| 2025-05-19 | 2025-07-14 | -6.20 | 56 |
| 2024-04-02 | 2024-04-06 | -6.05 | 4 |
| 2023-02-21 | 2023-03-17 | -5.24 | 24 |
| Metric | 11380091:btcusd:triple_med_gx:lsma120_60 | 11380091:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 20.7% | 35.75% |
| Worst Week | -9.72% | -29.64% |
| Best Month | 20.7% | 43.77% |
| Worst Month | -9.62% | -37.12% |
| Best Year | 27.6% | 155.54% |
| Worst Year | 2.03% | -60.27% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 4.21% | 7.22% |
| Avg. Down Week | -3.22% | -4.51% |
| Avg. Up Month | 6.66% | 17.19% |
| Avg. Down Month | -4.27% | -14.71% |
| Win Days % | 51.29% | 51.31% |
| Win Month % | 55.56% | 61.9% |
| Win Week % | 59.09% | 51.37% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |