| Metric | 11382681:btcusd:triple_med_gx:lsma120_70 | 11382681:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 41.27% | 145.96% |
| Max Drawdown | -15.41% | -67.18% |
| Sharpe | 0.36 | 0.39 |
| Sortino | 0.55 | 0.56 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.1 | 1.06 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 0.93 | 0.99 |
| Outlier Win Ratio | 51.34 | 3.28 |
| Outlier Loss Ratio | 4.04 | 3.11 |
| Volatility (ann.) | 8.03% | 26.27% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.71 | 0.46 |
| Skew | 1.23 | 0.18 |
| Kurtosis | 64.57 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.22% |
| Expected Yearly % | 9.02% | 25.23% |
| Kelly Criterion | 5.04% | 8.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11382681:BTCUSD | 11382681:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 6.08 | -0.10 | + |
| 2023 | 155.54 | 21.47 | 0.14 | - |
| 2024 | 121.00 | 12.13 | 0.10 | - |
| 2025 | 17.02 | -2.23 | -0.13 | - |
| Metric | 11382681:btcusd:triple_med_gx:lsma120_70 | 11382681:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.9% | 31.76% |
| 6M | -2.23% | 12.25% |
| YTD | -2.23% | 17.02% |
| 1Y | 10.85% | 57.19% |
| 3Y (ann.) | 13.33% | 55.42% |
| 5Y (ann.) | 10.92% | 30.99% |
| Metric | 11382681:btcusd:triple_med_gx:lsma120_70 | 11382681:BTCUSD |
|---|---|---|
| Max Drawdown | -15.41% | -67.18% |
| Longest DD Days | 305.0 | 683.0 |
| Avg. Drawdown | -2.81% | -7.76% |
| Avg. Drawdown Days | 34.0 | 41.0 |
| Recovery Factor | 2.68 | 2.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-01-09 | -15.41 | 305 |
| 2024-10-21 | 2025-06-11 | -15.08 | 233 |
| 2024-05-01 | 2024-08-23 | -7.88 | 114 |
| 2023-02-21 | 2023-03-17 | -6.78 | 24 |
| 2023-03-20 | 2023-05-28 | -6.20 | 69 |
| 2023-05-29 | 2023-06-21 | -4.42 | 23 |
| 2023-08-09 | 2023-12-04 | -2.98 | 116 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2024-01-09 | 2024-02-01 | -2.00 | 23 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| Metric | 11382681:btcusd:triple_med_gx:lsma120_70 | 11382681:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.51% | 35.75% |
| Worst Week | -8.57% | -29.64% |
| Best Month | 10.28% | 43.77% |
| Worst Month | -8.57% | -37.12% |
| Best Year | 21.47% | 155.54% |
| Worst Year | -2.23% | -62.78% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 3.64% | 8.38% |
| Avg. Down Week | -2.76% | -4.96% |
| Avg. Up Month | 5.87% | 19.35% |
| Avg. Down Month | -2.79% | -14.16% |
| Win Days % | 49.13% | 51.26% |
| Win Month % | 48.28% | 58.54% |
| Win Week % | 52.0% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |