| Metric | 11382575:btcusd:triple_med_gx:lsma120_70 | 11382575:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 94.49% | 162.58% |
| Max Drawdown | -20.51% | -67.18% |
| Sharpe | 0.58 | 0.41 |
| Sortino | 0.93 | 0.59 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 2.23 | 1.06 |
| CPC Index | 0.78 | 0.66 |
| Tail Ratio | 1.74 | 0.99 |
| Outlier Win Ratio | 40.84 | 3.35 |
| Outlier Loss Ratio | 3.93 | 3.19 |
| Volatility (ann.) | 9.34% | 26.28% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.07 | 0.5 |
| Skew | 1.95 | 0.18 |
| Kurtosis | 54.68 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.64% | 2.38% |
| Expected Yearly % | 18.09% | 27.3% |
| Kelly Criterion | 8.73% | 10.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11382575:BTCUSD | 11382575:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 1.74 | -0.03 | + |
| 2023 | 155.54 | 21.00 | 0.14 | - |
| 2024 | 121.00 | 38.40 | 0.32 | - |
| 2025 | 17.02 | 14.15 | 0.83 | - |
| Metric | 11382575:btcusd:triple_med_gx:lsma120_70 | 11382575:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 17.41% | 31.76% |
| 6M | 4.8% | 12.25% |
| YTD | 14.15% | 17.02% |
| 1Y | 34.8% | 57.19% |
| 3Y (ann.) | 28.16% | 55.42% |
| 5Y (ann.) | 21.98% | 33.42% |
| Metric | 11382575:btcusd:triple_med_gx:lsma120_70 | 11382575:BTCUSD |
|---|---|---|
| Max Drawdown | -20.51% | -67.18% |
| Longest DD Days | 372.0 | 683.0 |
| Avg. Drawdown | -3.27% | -6.97% |
| Avg. Drawdown Days | 27.0 | 36.0 |
| Recovery Factor | 4.61 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-03-17 | -20.51 | 372 |
| 2024-12-17 | 2025-04-22 | -17.43 | 125 |
| 2023-04-19 | 2023-12-04 | -12.74 | 229 |
| 2024-05-05 | 2024-05-20 | -5.58 | 15 |
| 2024-04-08 | 2024-05-03 | -4.94 | 25 |
| 2024-01-15 | 2024-02-07 | -4.16 | 23 |
| 2022-03-06 | 2022-03-09 | -3.98 | 3 |
| 2024-08-22 | 2024-09-17 | -3.91 | 26 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| Metric | 11382575:btcusd:triple_med_gx:lsma120_70 | 11382575:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 20.7% | 35.75% |
| Worst Week | -8.19% | -29.64% |
| Best Month | 20.7% | 43.77% |
| Worst Month | -8.19% | -37.12% |
| Best Year | 38.4% | 155.54% |
| Worst Year | 1.74% | -60.27% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 4.47% | 7.73% |
| Avg. Down Week | -3.45% | -5.08% |
| Avg. Up Month | 7.75% | 19.11% |
| Avg. Down Month | -4.16% | -13.99% |
| Win Days % | 49.65% | 51.28% |
| Win Month % | 56.25% | 60.98% |
| Win Week % | 60.34% | 50.56% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 75.0% |