| Metric | 11387988:btcusd:triple_med_gx:lsma120_90 | 11387988:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 13.83% | 183.93% |
| Max Drawdown | -23.03% | -67.18% |
| Sharpe | 0.15 | 0.43 |
| Sortino | 0.22 | 0.62 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.0 | 1.06 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 0.93 | 0.99 |
| Outlier Win Ratio | 48.07 | 3.22 |
| Outlier Loss Ratio | 3.66 | 3.22 |
| Volatility (ann.) | 9.28% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.17 | 0.54 |
| Skew | 0.61 | 0.2 |
| Kurtosis | 68.48 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.58% |
| Expected Yearly % | 3.29% | 29.81% |
| Kelly Criterion | -1.11% | 5.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11387988:BTCUSD | 11387988:btcusd:triple_med_gx:lsma120_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 5.87 | -0.10 | + |
| 2023 | 155.54 | 20.65 | 0.13 | - |
| 2024 | 121.00 | -12.40 | -0.10 | - |
| 2025 | 17.02 | 1.73 | 0.10 | - |
| Metric | 11387988:btcusd:triple_med_gx:lsma120_90 | 11387988:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.41% | 31.76% |
| 6M | -7.68% | 12.25% |
| YTD | 1.73% | 17.02% |
| 1Y | -3.57% | 57.19% |
| 3Y (ann.) | 2.02% | 55.42% |
| 5Y (ann.) | 3.93% | 36.44% |
| Metric | 11387988:btcusd:triple_med_gx:lsma120_90 | 11387988:BTCUSD |
|---|---|---|
| Max Drawdown | -23.03% | -67.18% |
| Longest DD Days | 551.0 | 683.0 |
| Avg. Drawdown | -5.61% | -6.73% |
| Avg. Drawdown Days | 110.0 | 34.0 |
| Recovery Factor | 0.6 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-07 | 2025-06-11 | -23.03 | 551 |
| 2022-03-09 | 2023-03-17 | -19.77 | 373 |
| 2023-03-18 | 2023-10-16 | -9.30 | 211 |
| 2022-02-08 | 2022-03-08 | -4.29 | 28 |
| 2023-10-18 | 2023-12-05 | -1.59 | 48 |
| 2023-10-17 | 2023-10-18 | -1.00 | 1 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2023-10-16 | 2023-10-16 | -0.57 | 0 |
| 2022-02-07 | 2022-02-07 | -0.19 | 0 |
| Metric | 11387988:btcusd:triple_med_gx:lsma120_90 | 11387988:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 10.56% | 35.75% |
| Worst Week | -8.9% | -29.64% |
| Best Month | 10.28% | 43.77% |
| Worst Month | -12.79% | -37.12% |
| Best Year | 20.65% | 155.54% |
| Worst Year | -12.4% | -57.04% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 3.61% | 7.92% |
| Avg. Down Week | -3.09% | -6.31% |
| Avg. Up Month | 4.72% | 16.02% |
| Avg. Down Month | -4.28% | -14.47% |
| Win Days % | 47.28% | 51.31% |
| Win Month % | 54.05% | 60.98% |
| Win Week % | 47.22% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |