| Metric | 11380844:btcusd:triple_med_gx:lsma120_65 | 11380844:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 50.26% | 220.31% |
| Max Drawdown | -20.56% | -67.18% |
| Sharpe | 0.37 | 0.45 |
| Sortino | 0.55 | 0.66 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 2.12 | 1.08 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | 1.82 | 1.0 |
| Outlier Win Ratio | 40.32 | 3.36 |
| Outlier Loss Ratio | 4.24 | 3.29 |
| Volatility (ann.) | 9.2% | 26.14% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.61 | 0.6 |
| Skew | 0.89 | 0.2 |
| Kurtosis | 53.16 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.74% |
| Expected Yearly % | 10.72% | 33.78% |
| Kelly Criterion | 2.57% | 9.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11380844:BTCUSD | 11380844:btcusd:triple_med_gx:lsma120_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 23.73 | -0.42 | + |
| 2023 | 155.54 | -8.15 | -0.05 | - |
| 2024 | 121.00 | 28.04 | 0.23 | - |
| 2025 | 30.14 | 3.27 | 0.11 | - |
| Metric | 11380844:btcusd:triple_med_gx:lsma120_65 | 11380844:BTCUSD |
|---|---|---|
| MTD | 2.28% | 13.36% |
| 3M | 11.03% | 45.08% |
| 6M | 2.95% | 28.47% |
| YTD | 3.27% | 30.14% |
| 1Y | 31.97% | 105.13% |
| 3Y (ann.) | 8.92% | 81.7% |
| 5Y (ann.) | 12.52% | 40.11% |
| Metric | 11380844:btcusd:triple_med_gx:lsma120_65 | 11380844:BTCUSD |
|---|---|---|
| Max Drawdown | -20.56% | -67.18% |
| Longest DD Days | 843.0 | 683.0 |
| Avg. Drawdown | -3.49% | -6.34% |
| Avg. Drawdown Days | 55.0 | 32.0 |
| Recovery Factor | 2.45 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-11-10 | -20.56 | 843 |
| 2025-01-25 | 2025-07-14 | -14.23 | 169 |
| 2022-03-09 | 2022-07-04 | -9.74 | 117 |
| 2022-02-16 | 2022-03-09 | -6.66 | 21 |
| 2024-12-17 | 2025-01-14 | -5.15 | 27 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-11-23 | 2024-12-17 | -3.17 | 24 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-08 | 2022-07-16 | -1.92 | 8 |
| Metric | 11380844:btcusd:triple_med_gx:lsma120_65 | 11380844:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.73% | 35.75% |
| Worst Week | -9.34% | -29.64% |
| Best Month | 26.84% | 43.77% |
| Worst Month | -9.34% | -37.12% |
| Best Year | 28.04% | 155.54% |
| Worst Year | -8.15% | -56.42% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 4.69% | 6.92% |
| Avg. Down Week | -3.09% | -5.85% |
| Avg. Up Month | 5.24% | 15.05% |
| Avg. Down Month | -3.58% | -14.08% |
| Win Days % | 47.08% | 51.32% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 48.84% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |