| Metric | 11385256:btcusd:triple_med_gx:lsma120_80 | 11385256:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 60.89% | 162.54% |
| Max Drawdown | -17.7% | -67.18% |
| Sharpe | 0.46 | 0.41 |
| Sortino | 0.76 | 0.59 |
| Payoff Ratio | 1.27 | 1.24 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 0.82 | 1.06 |
| CPC Index | 0.75 | 0.68 |
| Tail Ratio | 0.66 | 0.99 |
| Outlier Win Ratio | 49.49 | 3.27 |
| Outlier Loss Ratio | 4.0 | 3.11 |
| Volatility (ann.) | 8.44% | 26.29% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.86 | 0.5 |
| Skew | 2.48 | 0.18 |
| Kurtosis | 67.38 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.17% | 2.38% |
| Expected Yearly % | 12.62% | 27.29% |
| Kelly Criterion | 6.39% | 11.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11385256:BTCUSD | 11385256:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 20.32 | -0.34 | + |
| 2023 | 155.54 | -0.58 | -0.00 | - |
| 2024 | 121.00 | 31.07 | 0.26 | - |
| 2025 | 17.02 | 2.62 | 0.15 | - |
| Metric | 11385256:btcusd:triple_med_gx:lsma120_80 | 11385256:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.65% | 31.76% |
| 6M | -7.61% | 12.25% |
| YTD | 2.62% | 17.02% |
| 1Y | 19.63% | 57.19% |
| 3Y (ann.) | 16.7% | 55.42% |
| 5Y (ann.) | 15.28% | 33.45% |
| Metric | 11385256:btcusd:triple_med_gx:lsma120_80 | 11385256:BTCUSD |
|---|---|---|
| Max Drawdown | -17.7% | -67.18% |
| Longest DD Days | 411.0 | 683.0 |
| Avg. Drawdown | -4.18% | -7.17% |
| Avg. Drawdown Days | 60.0 | 37.0 |
| Recovery Factor | 3.44 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-21 | 2024-04-08 | -17.70 | 411 |
| 2024-11-12 | 2025-06-11 | -17.00 | 211 |
| 2022-10-05 | 2023-01-11 | -9.23 | 98 |
| 2022-03-09 | 2022-09-09 | -8.53 | 183 |
| 2024-05-05 | 2024-08-23 | -6.00 | 109 |
| 2024-04-08 | 2024-05-03 | -4.94 | 25 |
| 2024-09-20 | 2024-11-10 | -4.30 | 51 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2022-09-10 | 2022-09-10 | -1.26 | 0 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11385256:btcusd:triple_med_gx:lsma120_80 | 11385256:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 14.9% | 35.75% |
| Worst Week | -9.97% | -29.64% |
| Best Month | 15.14% | 43.77% |
| Worst Month | -9.97% | -37.12% |
| Best Year | 31.07% | 155.54% |
| Worst Year | -0.58% | -60.27% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 4.32% | 8.61% |
| Avg. Down Week | -3.04% | -4.87% |
| Avg. Up Month | 5.45% | 17.94% |
| Avg. Down Month | -4.69% | -9.79% |
| Win Days % | 47.6% | 51.29% |
| Win Month % | 63.64% | 60.98% |
| Win Week % | 52.73% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |