| Metric | 11385207:btcusd:triple_med_gx:lsma120_80 | 11385207:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 75.86% | 196.5% |
| Max Drawdown | -22.57% | -67.18% |
| Sharpe | 0.52 | 0.44 |
| Sortino | 0.84 | 0.64 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.82 | 1.07 |
| CPC Index | 0.77 | 0.66 |
| Tail Ratio | 1.44 | 0.99 |
| Outlier Win Ratio | 44.86 | 3.26 |
| Outlier Loss Ratio | 3.98 | 3.13 |
| Volatility (ann.) | 8.83% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.81 | 0.57 |
| Skew | 2.18 | 0.2 |
| Kurtosis | 65.09 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.39% | 2.69% |
| Expected Yearly % | 15.16% | 31.22% |
| Kelly Criterion | 8.32% | 10.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11385207:BTCUSD | 11385207:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 9.01 | -0.16 | + |
| 2023 | 155.54 | 19.83 | 0.13 | - |
| 2024 | 121.00 | 45.18 | 0.37 | - |
| 2025 | 17.02 | -7.27 | -0.43 | - |
| Metric | 11385207:btcusd:triple_med_gx:lsma120_80 | 11385207:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.06% | 31.76% |
| 6M | -14.41% | 12.25% |
| YTD | -7.27% | 17.02% |
| 1Y | 13.16% | 57.19% |
| 3Y (ann.) | 18.45% | 55.42% |
| 5Y (ann.) | 18.35% | 38.32% |
| Metric | 11385207:btcusd:triple_med_gx:lsma120_80 | 11385207:BTCUSD |
|---|---|---|
| Max Drawdown | -22.57% | -67.18% |
| Longest DD Days | 189.0 | 683.0 |
| Avg. Drawdown | -2.99% | -6.97% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 3.36 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -22.57 | 175 |
| 2022-03-29 | 2022-10-04 | -15.23 | 189 |
| 2023-04-19 | 2023-08-08 | -10.63 | 111 |
| 2022-10-05 | 2023-03-17 | -8.91 | 163 |
| 2022-03-09 | 2022-03-28 | -8.42 | 18 |
| 2024-04-08 | 2024-05-03 | -4.94 | 25 |
| 2024-04-04 | 2024-04-07 | -3.67 | 2 |
| 2024-05-05 | 2024-05-20 | -3.58 | 15 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2023-04-16 | 2023-04-18 | -3.10 | 2 |
| Metric | 11385207:btcusd:triple_med_gx:lsma120_80 | 11385207:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 20.28% | 35.75% |
| Worst Week | -7.09% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -7.76% | -37.12% |
| Best Year | 45.18% | 155.54% |
| Worst Year | -7.27% | -55.14% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.97% | 7.9% |
| Avg. Down Week | -2.47% | -4.65% |
| Avg. Up Month | 7.78% | 17.58% |
| Avg. Down Month | -2.58% | -14.25% |
| Win Days % | 49.48% | 51.33% |
| Win Month % | 51.52% | 60.98% |
| Win Week % | 53.03% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |