| Metric | 11381311:btcusd:triple_med_gx:lsma120_65 | 11381311:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 92.58% | 162.58% |
| Max Drawdown | -19.66% | -67.18% |
| Sharpe | 0.56 | 0.41 |
| Sortino | 0.89 | 0.59 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 2.06 | 1.06 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.63 | 0.99 |
| Outlier Win Ratio | 39.04 | 3.38 |
| Outlier Loss Ratio | 3.95 | 3.21 |
| Volatility (ann.) | 9.52% | 26.28% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.1 | 0.5 |
| Skew | 1.68 | 0.18 |
| Kurtosis | 50.34 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.61% | 2.38% |
| Expected Yearly % | 17.8% | 27.3% |
| Kelly Criterion | 7.74% | 8.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.23% |
| Expected Shortfall (cVaR) | -0.8% | -2.23% |
| Year | 11381311:BTCUSD | 11381311:btcusd:triple_med_gx:lsma120_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 5.32 | -0.09 | + |
| 2023 | 155.54 | 29.83 | 0.19 | - |
| 2024 | 121.00 | 27.31 | 0.23 | - |
| 2025 | 17.02 | 10.63 | 0.62 | - |
| Metric | 11381311:btcusd:triple_med_gx:lsma120_65 | 11381311:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 13.78% | 31.76% |
| 6M | -0.02% | 12.25% |
| YTD | 10.63% | 17.02% |
| 1Y | 26.85% | 57.19% |
| 3Y (ann.) | 26.7% | 55.42% |
| 5Y (ann.) | 21.62% | 33.42% |
| Metric | 11381311:btcusd:triple_med_gx:lsma120_65 | 11381311:BTCUSD |
|---|---|---|
| Max Drawdown | -19.66% | -67.18% |
| Longest DD Days | 305.0 | 683.0 |
| Avg. Drawdown | -3.06% | -6.97% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 4.71 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-01-09 | -19.66 | 305 |
| 2024-12-17 | 2025-06-11 | -17.93 | 175 |
| 2023-04-19 | 2023-06-21 | -12.05 | 63 |
| 2024-04-08 | 2024-08-20 | -9.01 | 133 |
| 2023-08-09 | 2023-12-04 | -5.17 | 116 |
| 2023-02-21 | 2023-03-17 | -4.81 | 24 |
| 2024-08-22 | 2024-09-17 | -4.45 | 26 |
| 2024-01-31 | 2024-02-07 | -3.81 | 7 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| Metric | 11381311:btcusd:triple_med_gx:lsma120_65 | 11381311:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 20.7% | 35.75% |
| Worst Week | -9.62% | -29.64% |
| Best Month | 20.7% | 43.77% |
| Worst Month | -9.62% | -37.12% |
| Best Year | 29.83% | 155.54% |
| Worst Year | 5.32% | -60.27% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 4.28% | 7.32% |
| Avg. Down Week | -3.06% | -4.67% |
| Avg. Up Month | 6.84% | 16.65% |
| Avg. Down Month | -3.49% | -13.6% |
| Win Days % | 49.54% | 51.28% |
| Win Month % | 59.38% | 60.98% |
| Win Week % | 61.67% | 50.56% |
| Win Quarter % | 92.86% | 57.14% |
| Win Year % | 100.0% | 75.0% |