| Metric | 11381538:btcusd:triple_med_gx:lsma120_65 | 11381538:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 99.32% | 178.86% |
| Max Drawdown | -14.66% | -67.18% |
| Sharpe | 0.7 | 0.42 |
| Sortino | 1.1 | 0.61 |
| Payoff Ratio | 1.32 | 1.2 |
| Profit Factor | 1.42 | 1.07 |
| Common Sense Ratio | 2.65 | 1.07 |
| CPC Index | 0.96 | 0.66 |
| Tail Ratio | 1.86 | 1.0 |
| Outlier Win Ratio | 56.23 | 3.33 |
| Outlier Loss Ratio | 4.14 | 3.03 |
| Volatility (ann.) | 7.61% | 26.04% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.52 | 0.52 |
| Skew | 0.27 | 0.18 |
| Kurtosis | 77.67 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.66% | 2.47% |
| Expected Yearly % | 18.82% | 29.23% |
| Kelly Criterion | 13.88% | 10.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.21% |
| Expected Shortfall (cVaR) | -0.64% | -2.21% |
| Year | 11381538:BTCUSD | 11381538:btcusd:triple_med_gx:lsma120_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 11.09 | -0.18 | + |
| 2023 | 155.54 | 31.90 | 0.21 | - |
| 2024 | 121.00 | 19.03 | 0.16 | - |
| 2025 | 27.10 | 14.28 | 0.53 | - |
| Metric | 11381538:btcusd:triple_med_gx:lsma120_65 | 11381538:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 13.03% | 41.88% |
| 6M | 21.67% | 22.91% |
| YTD | 14.28% | 27.1% |
| 1Y | 29.24% | 82.29% |
| 3Y (ann.) | 19.57% | 77.48% |
| 5Y (ann.) | 22.35% | 34.98% |
| Metric | 11381538:btcusd:triple_med_gx:lsma120_65 | 11381538:BTCUSD |
|---|---|---|
| Max Drawdown | -14.66% | -67.18% |
| Longest DD Days | 185.0 | 683.0 |
| Avg. Drawdown | -2.52% | -6.99% |
| Avg. Drawdown Days | 23.0 | 37.0 |
| Recovery Factor | 6.77 | 2.66 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-17 | -14.66 | 184 |
| 2024-10-21 | 2025-03-19 | -14.43 | 149 |
| 2024-01-11 | 2024-07-15 | -9.49 | 185 |
| 2023-05-06 | 2023-06-21 | -8.10 | 46 |
| 2022-06-29 | 2022-07-04 | -5.47 | 5 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-04-21 | -3.67 | 32 |
| 2023-09-08 | 2023-12-05 | -2.46 | 88 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| Metric | 11381538:btcusd:triple_med_gx:lsma120_65 | 11381538:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.07% | 35.75% |
| Worst Week | -7.86% | -29.64% |
| Best Month | 16.49% | 43.77% |
| Worst Month | -5.97% | -37.12% |
| Best Year | 31.9% | 155.54% |
| Worst Year | 11.09% | -61.15% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.65% | -0.72% |
| Avg. Up Week | 5.62% | 8.9% |
| Avg. Down Week | -3.25% | -5.04% |
| Avg. Up Month | 7.64% | 16.99% |
| Avg. Down Month | -2.52% | -12.44% |
| Win Days % | 51.08% | 51.28% |
| Win Month % | 57.69% | 61.9% |
| Win Week % | 54.35% | 51.1% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 100.0% | 75.0% |