| Metric | 11382600:btcusd:triple_med_gx:lsma120_70 | 11382600:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 69.09% | 162.54% |
| Max Drawdown | -17.64% | -67.18% |
| Sharpe | 0.49 | 0.41 |
| Sortino | 0.77 | 0.59 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 1.79 | 1.06 |
| CPC Index | 0.74 | 0.65 |
| Tail Ratio | 1.45 | 0.99 |
| Outlier Win Ratio | 44.64 | 3.34 |
| Outlier Loss Ratio | 3.88 | 3.16 |
| Volatility (ann.) | 8.84% | 26.29% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.96 | 0.5 |
| Skew | 1.57 | 0.18 |
| Kurtosis | 54.65 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.29% | 2.38% |
| Expected Yearly % | 14.03% | 27.29% |
| Kelly Criterion | 7.78% | 10.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11382600:BTCUSD | 11382600:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 11.57 | -0.19 | + |
| 2023 | 155.54 | 8.02 | 0.05 | - |
| 2024 | 121.00 | 24.58 | 0.20 | - |
| 2025 | 17.02 | 12.62 | 0.74 | - |
| Metric | 11382600:btcusd:triple_med_gx:lsma120_70 | 11382600:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 14.93% | 31.76% |
| 6M | 2.1% | 12.25% |
| YTD | 12.62% | 17.02% |
| 1Y | 32.03% | 57.19% |
| 3Y (ann.) | 17.65% | 55.42% |
| 5Y (ann.) | 17.0% | 33.45% |
| Metric | 11382600:btcusd:triple_med_gx:lsma120_70 | 11382600:BTCUSD |
|---|---|---|
| Max Drawdown | -17.64% | -67.18% |
| Longest DD Days | 272.0 | 683.0 |
| Avg. Drawdown | -3.81% | -7.17% |
| Avg. Drawdown Days | 35.0 | 37.0 |
| Recovery Factor | 3.92 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-04-22 | -17.64 | 161 |
| 2023-04-19 | 2024-01-16 | -14.43 | 272 |
| 2022-04-28 | 2022-10-04 | -14.21 | 158 |
| 2022-10-05 | 2023-01-11 | -9.31 | 98 |
| 2022-03-09 | 2022-04-28 | -8.53 | 49 |
| 2023-02-21 | 2023-03-20 | -8.20 | 27 |
| 2024-04-08 | 2024-08-23 | -6.98 | 137 |
| 2024-10-21 | 2024-11-10 | -3.21 | 20 |
| 2024-04-04 | 2024-04-06 | -3.14 | 2 |
| 2024-09-15 | 2024-09-17 | -2.97 | 2 |
| Metric | 11382600:btcusd:triple_med_gx:lsma120_70 | 11382600:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 14.9% | 35.75% |
| Worst Week | -9.34% | -29.64% |
| Best Month | 14.9% | 43.77% |
| Worst Month | -9.34% | -37.12% |
| Best Year | 24.58% | 155.54% |
| Worst Year | 8.02% | -60.27% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.92% | 8.05% |
| Avg. Down Week | -3.15% | -4.96% |
| Avg. Up Month | 6.76% | 20.26% |
| Avg. Down Month | -2.62% | -14.58% |
| Win Days % | 49.48% | 51.29% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 60.71% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |