| Metric | 11382062:btcusd:triple_med_gx:lsma120_70 | 11382062:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 31.79% | 188.04% |
| Max Drawdown | -22.01% | -67.18% |
| Sharpe | 0.27 | 0.43 |
| Sortino | 0.41 | 0.63 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.77 | 1.06 |
| CPC Index | 0.61 | 0.63 |
| Tail Ratio | 1.58 | 0.99 |
| Outlier Win Ratio | 44.18 | 3.32 |
| Outlier Loss Ratio | 4.06 | 3.26 |
| Volatility (ann.) | 9.02% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.39 | 0.55 |
| Skew | 0.93 | 0.2 |
| Kurtosis | 57.92 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.55% |
| Expected Yearly % | 7.14% | 30.28% |
| Kelly Criterion | 0.91% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11382062:BTCUSD | 11382062:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 17.24 | -0.31 | + |
| 2023 | 155.54 | -8.41 | -0.05 | - |
| 2024 | 121.00 | 31.64 | 0.26 | - |
| 2025 | 17.02 | -6.76 | -0.40 | - |
| Metric | 11382062:btcusd:triple_med_gx:lsma120_70 | 11382062:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.01% | 31.76% |
| 6M | -6.72% | 12.25% |
| YTD | -6.76% | 17.02% |
| 1Y | 11.69% | 57.19% |
| 3Y (ann.) | 8.77% | 55.42% |
| 5Y (ann.) | 8.56% | 36.99% |
| Metric | 11382062:btcusd:triple_med_gx:lsma120_70 | 11382062:BTCUSD |
|---|---|---|
| Max Drawdown | -22.01% | -67.18% |
| Longest DD Days | 798.0 | 683.0 |
| Avg. Drawdown | -3.99% | -6.61% |
| Avg. Drawdown Days | 57.0 | 33.0 |
| Recovery Factor | 1.44 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-09-26 | -22.01 | 798 |
| 2025-01-17 | 2025-06-11 | -15.95 | 144 |
| 2022-03-09 | 2022-07-04 | -11.45 | 117 |
| 2022-02-16 | 2022-03-09 | -7.48 | 21 |
| 2024-11-23 | 2025-01-14 | -5.85 | 52 |
| 2024-09-29 | 2024-11-19 | -4.58 | 50 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-08 | 2022-07-16 | -2.46 | 8 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11382062:btcusd:triple_med_gx:lsma120_70 | 11382062:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.89% | 35.75% |
| Worst Week | -6.97% | -29.64% |
| Best Month | 23.86% | 43.77% |
| Worst Month | -6.97% | -37.12% |
| Best Year | 31.64% | 155.54% |
| Worst Year | -8.41% | -56.42% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.94% | 7.06% |
| Avg. Down Week | -2.46% | -5.27% |
| Avg. Up Month | 5.49% | 16.51% |
| Avg. Down Month | -4.03% | -13.7% |
| Win Days % | 46.59% | 51.3% |
| Win Month % | 48.72% | 61.9% |
| Win Week % | 47.62% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |