| Metric | 11385163:btcusd:triple_med_gx:lsma120_80 | 11385163:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 56.81% | 208.37% |
| Max Drawdown | -24.17% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.59 | 0.64 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 2.1 | 1.07 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.78 | 1.0 |
| Outlier Win Ratio | 40.44 | 3.35 |
| Outlier Loss Ratio | 3.99 | 3.3 |
| Volatility (ann.) | 9.63% | 26.11% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.57 | 0.57 |
| Skew | 1.29 | 0.2 |
| Kurtosis | 55.74 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.08% | 2.72% |
| Expected Yearly % | 11.9% | 32.52% |
| Kelly Criterion | 4.15% | 7.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11385163:BTCUSD | 11385163:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 26.74 | -0.47 | + |
| 2023 | 155.54 | 19.58 | 0.13 | - |
| 2024 | 121.00 | 7.67 | 0.06 | - |
| 2025 | 27.10 | -3.90 | -0.14 | - |
| Metric | 11385163:btcusd:triple_med_gx:lsma120_80 | 11385163:BTCUSD |
|---|---|---|
| MTD | 2.8% | 10.71% |
| 3M | 10.24% | 41.88% |
| 6M | 8.68% | 22.91% |
| YTD | -3.9% | 27.1% |
| 1Y | 10.29% | 82.29% |
| 3Y (ann.) | 11.55% | 77.48% |
| 5Y (ann.) | 13.89% | 38.5% |
| Metric | 11385163:btcusd:triple_med_gx:lsma120_80 | 11385163:BTCUSD |
|---|---|---|
| Max Drawdown | -24.17% | -67.18% |
| Longest DD Days | 262.0 | 683.0 |
| Avg. Drawdown | -5.19% | -6.54% |
| Avg. Drawdown Days | 54.0 | 33.0 |
| Recovery Factor | 2.35 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -24.17 | 211 |
| 2023-12-07 | 2024-05-05 | -16.61 | 150 |
| 2022-05-25 | 2022-09-09 | -15.18 | 107 |
| 2023-03-18 | 2023-12-05 | -13.82 | 262 |
| 2024-05-19 | 2024-11-10 | -10.72 | 174 |
| 2022-03-09 | 2022-03-27 | -7.70 | 18 |
| 2022-10-05 | 2023-03-17 | -6.19 | 163 |
| 2022-04-26 | 2022-05-24 | -6.09 | 28 |
| 2022-02-08 | 2022-03-09 | -4.29 | 28 |
| 2024-05-05 | 2024-05-17 | -2.88 | 12 |
| Metric | 11385163:btcusd:triple_med_gx:lsma120_80 | 11385163:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 14.29% | 35.75% |
| Worst Week | -9.33% | -29.64% |
| Best Month | 14.29% | 43.77% |
| Worst Month | -15.3% | -37.12% |
| Best Year | 26.74% | 155.54% |
| Worst Year | -3.9% | -57.04% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.56% | 7.43% |
| Avg. Down Week | -3.31% | -6.42% |
| Avg. Up Month | 5.89% | 15.47% |
| Avg. Down Month | -2.99% | -13.51% |
| Win Days % | 48.53% | 51.32% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 55.0% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |