| Metric | 11382803:btcusd:triple_med_gx:lsma120_70 | 11382803:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 64.66% | 178.86% |
| Max Drawdown | -14.66% | -67.18% |
| Sharpe | 0.55 | 0.42 |
| Sortino | 0.87 | 0.61 |
| Payoff Ratio | 1.31 | 1.27 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | 0.77 | 1.07 |
| CPC Index | 0.86 | 0.7 |
| Tail Ratio | 0.57 | 1.0 |
| Outlier Win Ratio | 61.3 | 3.16 |
| Outlier Loss Ratio | 4.27 | 3.0 |
| Volatility (ann.) | 7.08% | 26.04% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.07 | 0.52 |
| Skew | 0.42 | 0.18 |
| Kurtosis | 93.24 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.19% | 2.47% |
| Expected Yearly % | 13.28% | 29.23% |
| Kelly Criterion | 10.09% | 12.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.21% |
| Expected Shortfall (cVaR) | -0.6% | -2.21% |
| Year | 11382803:BTCUSD | 11382803:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 17.76 | -0.29 | + |
| 2023 | 155.54 | 22.59 | 0.15 | - |
| 2024 | 121.00 | 6.92 | 0.06 | - |
| 2025 | 27.10 | 6.68 | 0.25 | - |
| Metric | 11382803:btcusd:triple_med_gx:lsma120_70 | 11382803:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.9% | 41.88% |
| 6M | 9.36% | 22.91% |
| YTD | 6.68% | 27.1% |
| 1Y | 11.77% | 82.29% |
| 3Y (ann.) | 10.05% | 77.48% |
| 5Y (ann.) | 15.7% | 34.98% |
| Metric | 11382803:btcusd:triple_med_gx:lsma120_70 | 11382803:BTCUSD |
|---|---|---|
| Max Drawdown | -14.66% | -67.18% |
| Longest DD Days | 222.0 | 683.0 |
| Avg. Drawdown | -2.77% | -6.99% |
| Avg. Drawdown Days | 28.0 | 37.0 |
| Recovery Factor | 4.41 | 2.66 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-17 | -14.66 | 184 |
| 2024-09-20 | 2025-04-22 | -12.12 | 214 |
| 2023-12-06 | 2024-07-15 | -10.15 | 222 |
| 2023-05-07 | 2023-05-28 | -5.44 | 21 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2023-05-29 | 2023-06-21 | -4.42 | 23 |
| 2024-08-26 | 2024-09-19 | -4.15 | 24 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-08-09 | 2023-12-05 | -2.97 | 118 |
| Metric | 11382803:btcusd:triple_med_gx:lsma120_70 | 11382803:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.07% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 10.9% | 43.77% |
| Worst Month | -8.27% | -37.12% |
| Best Year | 22.59% | 155.54% |
| Worst Year | 6.68% | -61.15% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.64% | -0.67% |
| Avg. Up Week | 5.31% | 9.63% |
| Avg. Down Week | -3.09% | -5.05% |
| Avg. Up Month | 5.34% | 16.52% |
| Avg. Down Month | -2.75% | -5.44% |
| Win Days % | 49.03% | 51.28% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 53.33% | 51.1% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 75.0% |