| Metric | 11382836:btcusd:triple_med_gx:lsma120_70 | 11382836:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 54.64% | 147.72% |
| Max Drawdown | -15.62% | -67.18% |
| Sharpe | 0.5 | 0.39 |
| Sortino | 0.78 | 0.57 |
| Payoff Ratio | 1.28 | 1.25 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 0.4 | 1.06 |
| CPC Index | 0.82 | 0.68 |
| Tail Ratio | 0.3 | 0.99 |
| Outlier Win Ratio | 61.71 | 3.13 |
| Outlier Loss Ratio | 4.21 | 3.0 |
| Volatility (ann.) | 7.12% | 26.27% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.9 | 0.47 |
| Skew | 0.39 | 0.18 |
| Kurtosis | 92.99 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.24% |
| Expected Yearly % | 11.51% | 25.46% |
| Kelly Criterion | 9.31% | 12.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.23% |
| Expected Shortfall (cVaR) | -0.6% | -2.23% |
| Year | 11382836:BTCUSD | 11382836:btcusd:triple_med_gx:lsma120_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 12.42 | -0.20 | + |
| 2023 | 155.54 | 19.51 | 0.13 | - |
| 2024 | 121.00 | 10.40 | 0.09 | - |
| 2025 | 17.02 | 4.25 | 0.25 | - |
| Metric | 11382836:btcusd:triple_med_gx:lsma120_70 | 11382836:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.68% | 31.76% |
| 6M | 4.25% | 12.25% |
| YTD | 4.25% | 17.02% |
| 1Y | 18.08% | 57.19% |
| 3Y (ann.) | 13.28% | 55.42% |
| 5Y (ann.) | 14.04% | 31.44% |
| Metric | 11382836:btcusd:triple_med_gx:lsma120_70 | 11382836:BTCUSD |
|---|---|---|
| Max Drawdown | -15.62% | -67.18% |
| Longest DD Days | 522.0 | 683.0 |
| Avg. Drawdown | -3.15% | -7.67% |
| Avg. Drawdown Days | 47.0 | 38.0 |
| Recovery Factor | 3.5 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-17 | -15.62 | 184 |
| 2023-03-20 | 2024-08-23 | -12.76 | 522 |
| 2024-10-21 | 2025-04-22 | -10.40 | 183 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-08-26 | 2024-09-17 | -3.20 | 22 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| Metric | 11382836:btcusd:triple_med_gx:lsma120_70 | 11382836:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -7.39% | -29.64% |
| Best Month | 12.03% | 43.77% |
| Worst Month | -8.1% | -37.12% |
| Best Year | 19.51% | 155.54% |
| Worst Year | 4.25% | -62.52% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.65% | -0.68% |
| Avg. Up Week | 4.95% | 8.95% |
| Avg. Down Week | -2.86% | -4.69% |
| Avg. Up Month | 6.39% | 16.96% |
| Avg. Down Month | -4.05% | -5.87% |
| Win Days % | 49.0% | 51.26% |
| Win Month % | 57.69% | 58.54% |
| Win Week % | 51.16% | 50.28% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 100.0% | 75.0% |