| Metric | 11385184:btcusd:triple_med_gx:lsma120_80 | 11385184:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 61.68% | 183.63% |
| Max Drawdown | -25.53% | -67.18% |
| Sharpe | 0.43 | 0.43 |
| Sortino | 0.68 | 0.62 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.94 | 1.06 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 1.6 | 0.99 |
| Outlier Win Ratio | 42.74 | 3.3 |
| Outlier Loss Ratio | 3.9 | 3.2 |
| Volatility (ann.) | 9.33% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.6 | 0.54 |
| Skew | 1.89 | 0.2 |
| Kurtosis | 61.22 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.58% |
| Expected Yearly % | 12.76% | 29.77% |
| Kelly Criterion | 5.61% | 8.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11385184:BTCUSD | 11385184:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 18.99 | -0.33 | + |
| 2023 | 155.54 | 20.97 | 0.13 | - |
| 2024 | 121.00 | 25.34 | 0.21 | - |
| 2025 | 17.02 | -10.39 | -0.61 | - |
| Metric | 11385184:btcusd:triple_med_gx:lsma120_80 | 11385184:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.84% | 31.76% |
| 6M | -15.98% | 12.25% |
| YTD | -10.39% | 17.02% |
| 1Y | -2.09% | 57.19% |
| 3Y (ann.) | 15.46% | 55.42% |
| 5Y (ann.) | 15.39% | 36.43% |
| Metric | 11385184:btcusd:triple_med_gx:lsma120_80 | 11385184:BTCUSD |
|---|---|---|
| Max Drawdown | -25.53% | -67.18% |
| Longest DD Days | 193.0 | 683.0 |
| Avg. Drawdown | -3.63% | -6.9% |
| Avg. Drawdown Days | 33.0 | 35.0 |
| Recovery Factor | 2.42 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -25.53 | 175 |
| 2023-03-18 | 2023-09-27 | -12.22 | 193 |
| 2022-03-30 | 2022-07-20 | -10.95 | 111 |
| 2022-10-05 | 2023-03-17 | -9.11 | 163 |
| 2024-01-05 | 2024-04-04 | -8.03 | 90 |
| 2024-07-04 | 2024-09-19 | -8.01 | 76 |
| 2022-03-09 | 2022-03-27 | -7.90 | 18 |
| 2022-07-20 | 2022-09-09 | -5.89 | 50 |
| 2022-02-08 | 2022-03-09 | -5.48 | 28 |
| 2024-04-08 | 2024-05-03 | -4.94 | 25 |
| Metric | 11385184:btcusd:triple_med_gx:lsma120_80 | 11385184:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.49% | 35.75% |
| Worst Week | -7.58% | -29.64% |
| Best Month | 14.61% | 43.77% |
| Worst Month | -8.72% | -37.12% |
| Best Year | 25.34% | 155.54% |
| Worst Year | -10.39% | -57.08% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.52% | 7.92% |
| Avg. Down Week | -3.03% | -4.57% |
| Avg. Up Month | 6.05% | 17.76% |
| Avg. Down Month | -3.29% | -10.5% |
| Win Days % | 49.0% | 51.32% |
| Win Month % | 56.76% | 60.98% |
| Win Week % | 57.75% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |