| Metric | 11384110:btcusd:triple_med_gx:lsma120_75 | 11384110:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 52.39% | 156.76% |
| Max Drawdown | -14.66% | -67.18% |
| Sharpe | 0.49 | 0.4 |
| Sortino | 0.73 | 0.58 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.81 | 0.68 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 64.01 | 3.13 |
| Outlier Loss Ratio | 4.11 | 2.94 |
| Volatility (ann.) | 7.01% | 26.27% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.92 | 0.49 |
| Skew | -0.82 | 0.18 |
| Kurtosis | 95.36 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 2.33% |
| Expected Yearly % | 11.11% | 26.58% |
| Kelly Criterion | 9.19% | 11.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.23% |
| Expected Shortfall (cVaR) | -0.59% | -2.23% |
| Year | 11384110:BTCUSD | 11384110:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 12.38 | -0.20 | + |
| 2023 | 155.54 | 13.06 | 0.08 | - |
| 2024 | 121.00 | 4.53 | 0.04 | - |
| 2025 | 17.02 | 14.74 | 0.87 | - |
| Metric | 11384110:btcusd:triple_med_gx:lsma120_75 | 11384110:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.85% | 31.76% |
| 6M | 14.74% | 12.25% |
| YTD | 14.74% | 17.02% |
| 1Y | 24.31% | 57.19% |
| 3Y (ann.) | 12.73% | 55.42% |
| 5Y (ann.) | 13.53% | 32.84% |
| Metric | 11384110:btcusd:triple_med_gx:lsma120_75 | 11384110:BTCUSD |
|---|---|---|
| Max Drawdown | -14.66% | -67.18% |
| Longest DD Days | 261.0 | 683.0 |
| Avg. Drawdown | -3.08% | -7.23% |
| Avg. Drawdown Days | 41.0 | 38.0 |
| Recovery Factor | 3.57 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-05-28 | -14.66 | 257 |
| 2023-12-06 | 2024-08-23 | -10.98 | 261 |
| 2024-09-20 | 2025-01-15 | -7.69 | 117 |
| 2022-03-11 | 2022-05-30 | -5.76 | 79 |
| 2023-05-29 | 2023-06-21 | -4.42 | 23 |
| 2025-01-16 | 2025-03-19 | -4.02 | 62 |
| 2023-08-09 | 2023-12-05 | -3.92 | 118 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-04-21 | -3.67 | 32 |
| 2024-08-26 | 2024-09-18 | -2.99 | 23 |
| Metric | 11384110:btcusd:triple_med_gx:lsma120_75 | 11384110:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.07% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 10.9% | 43.77% |
| Worst Month | -9.07% | -37.12% |
| Best Year | 14.74% | 155.54% |
| Worst Year | 4.53% | -61.15% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.66% | -0.68% |
| Avg. Up Week | 4.66% | 9.54% |
| Avg. Down Week | -2.72% | -4.77% |
| Avg. Up Month | 5.82% | 18.15% |
| Avg. Down Month | -1.93% | -5.05% |
| Win Days % | 49.38% | 51.27% |
| Win Month % | 51.85% | 60.98% |
| Win Week % | 47.73% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |