| Metric | 11381445:btcusd:triple_med_gx:lsma120_65 | 11381445:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 45.13% | 154.86% |
| Max Drawdown | -20.91% | -67.18% |
| Sharpe | 0.38 | 0.4 |
| Sortino | 0.58 | 0.58 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 50.48 | 3.31 |
| Outlier Loss Ratio | 4.01 | 3.13 |
| Volatility (ann.) | 8.13% | 26.25% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.57 | 0.48 |
| Skew | 1.09 | 0.18 |
| Kurtosis | 61.71 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.91% | 2.31% |
| Expected Yearly % | 9.76% | 26.35% |
| Kelly Criterion | 5.5% | 7.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.23% |
| Expected Shortfall (cVaR) | -0.69% | -2.23% |
| Year | 11381445:BTCUSD | 11381445:btcusd:triple_med_gx:lsma120_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 11.42 | -0.19 | + |
| 2023 | 155.54 | 17.98 | 0.12 | - |
| 2024 | 121.00 | 22.03 | 0.18 | - |
| 2025 | 17.02 | -9.53 | -0.56 | - |
| Metric | 11381445:btcusd:triple_med_gx:lsma120_65 | 11381445:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.92% | 31.76% |
| 6M | -9.53% | 12.25% |
| YTD | -9.53% | 17.02% |
| 1Y | 6.62% | 57.19% |
| 3Y (ann.) | 12.82% | 55.42% |
| 5Y (ann.) | 11.83% | 32.42% |
| Metric | 11381445:btcusd:triple_med_gx:lsma120_65 | 11381445:BTCUSD |
|---|---|---|
| Max Drawdown | -20.91% | -67.18% |
| Longest DD Days | 258.0 | 683.0 |
| Avg. Drawdown | -3.12% | -7.12% |
| Avg. Drawdown Days | 36.0 | 37.0 |
| Recovery Factor | 2.16 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -20.91 | 233 |
| 2022-03-09 | 2022-10-04 | -13.89 | 208 |
| 2023-03-20 | 2023-12-04 | -10.24 | 258 |
| 2023-02-21 | 2023-03-17 | -6.78 | 23 |
| 2022-10-05 | 2023-01-09 | -6.47 | 96 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2023-12-05 | 2024-02-02 | -2.92 | 59 |
| 2024-05-08 | 2024-08-19 | -2.51 | 103 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| Metric | 11381445:btcusd:triple_med_gx:lsma120_65 | 11381445:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.82% | 35.75% |
| Worst Week | -11.38% | -29.64% |
| Best Month | 14.64% | 43.77% |
| Worst Month | -11.38% | -37.12% |
| Best Year | 22.03% | 155.54% |
| Worst Year | -9.53% | -61.44% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.66% | 8.43% |
| Avg. Down Week | -3.08% | -4.92% |
| Avg. Up Month | 5.09% | 16.13% |
| Avg. Down Month | -4.03% | -13.86% |
| Win Days % | 49.22% | 51.28% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 54.9% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |