| Metric | 11383882:btcusd:triple_med_gx:lsma120_75 | 11383882:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 92.55% | 192.0% |
| Max Drawdown | -18.56% | -67.18% |
| Sharpe | 0.57 | 0.43 |
| Sortino | 0.93 | 0.62 |
| Payoff Ratio | 1.2 | 1.14 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 2.23 | 1.07 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.74 | 1.0 |
| Outlier Win Ratio | 41.94 | 3.35 |
| Outlier Loss Ratio | 4.07 | 3.22 |
| Volatility (ann.) | 9.02% | 26.07% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.13 | 0.54 |
| Skew | 2.19 | 0.18 |
| Kurtosis | 57.61 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.57% | 2.58% |
| Expected Yearly % | 17.8% | 30.72% |
| Kelly Criterion | 8.95% | 8.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.21% |
| Expected Shortfall (cVaR) | -0.76% | -2.21% |
| Year | 11383882:BTCUSD | 11383882:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 17.49 | -0.29 | + |
| 2023 | 155.54 | 14.05 | 0.09 | - |
| 2024 | 121.00 | 44.96 | 0.37 | - |
| 2025 | 30.14 | -0.87 | -0.03 | - |
| Metric | 11383882:btcusd:triple_med_gx:lsma120_75 | 11383882:BTCUSD |
|---|---|---|
| MTD | 1.36% | 13.36% |
| 3M | 1.35% | 45.08% |
| 6M | 6.97% | 28.47% |
| YTD | -0.87% | 30.14% |
| 1Y | 19.46% | 105.13% |
| 3Y (ann.) | 23.23% | 81.7% |
| 5Y (ann.) | 20.99% | 36.57% |
| Metric | 11383882:btcusd:triple_med_gx:lsma120_75 | 11383882:BTCUSD |
|---|---|---|
| Max Drawdown | -18.56% | -67.18% |
| Longest DD Days | 230.0 | 683.0 |
| Avg. Drawdown | -2.93% | -6.66% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 4.99 | 2.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -18.56 | 208 |
| 2023-04-19 | 2023-12-05 | -15.56 | 230 |
| 2022-04-28 | 2022-09-09 | -11.38 | 133 |
| 2022-10-05 | 2023-03-17 | -9.90 | 163 |
| 2022-03-09 | 2022-04-28 | -8.85 | 49 |
| 2024-05-05 | 2024-05-20 | -6.45 | 15 |
| 2024-04-08 | 2024-05-03 | -4.94 | 25 |
| 2024-04-04 | 2024-04-07 | -3.67 | 2 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-21 | 2024-11-10 | -2.91 | 20 |
| Metric | 11383882:btcusd:triple_med_gx:lsma120_75 | 11383882:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 20.7% | 35.75% |
| Worst Week | -9.33% | -29.64% |
| Best Month | 20.7% | 43.77% |
| Worst Month | -7.98% | -37.12% |
| Best Year | 44.96% | 155.54% |
| Worst Year | -0.87% | -60.27% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 4.51% | 7.9% |
| Avg. Down Week | -2.96% | -5.22% |
| Avg. Up Month | 7.32% | 17.25% |
| Avg. Down Month | -2.96% | -14.34% |
| Win Days % | 50.4% | 51.31% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 56.25% | 51.37% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |