| Metric | 11397258:btcusd:triple_med_gx:lsma80_120 | 11397258:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 31.56% | 187.39% |
| Max Drawdown | -40.19% | -67.18% |
| Sharpe | 0.21 | 0.43 |
| Sortino | 0.3 | 0.62 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.14 | 1.06 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 17.48 | 3.96 |
| Outlier Loss Ratio | 4.07 | 4.01 |
| Volatility (ann.) | 16.46% | 26.35% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.21 | 0.55 |
| Skew | 0.66 | 0.2 |
| Kurtosis | 26.7 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.55% |
| Expected Yearly % | 7.1% | 30.2% |
| Kelly Criterion | 1.44% | 2.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.24% |
| Expected Shortfall (cVaR) | -1.41% | -2.24% |
| Year | 11397258:BTCUSD | 11397258:btcusd:triple_med_gx:lsma80_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -14.16 | 0.25 | + |
| 2023 | 155.54 | 55.86 | 0.36 | - |
| 2024 | 121.00 | -9.57 | -0.08 | - |
| 2025 | 16.76 | 8.74 | 0.52 | - |
| Metric | 11397258:btcusd:triple_med_gx:lsma80_120 | 11397258:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.92% | 31.46% |
| 6M | 7.62% | 12.77% |
| YTD | 8.74% | 16.76% |
| 1Y | 2.79% | 56.84% |
| 3Y (ann.) | 9.37% | 55.31% |
| 5Y (ann.) | 8.5% | 36.89% |
| Metric | 11397258:btcusd:triple_med_gx:lsma80_120 | 11397258:BTCUSD |
|---|---|---|
| Max Drawdown | -40.19% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -6.2% | -6.61% |
| Avg. Drawdown Days | 51.0 | 33.0 |
| Recovery Factor | 0.79 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -40.19 | 420 |
| 2024-04-01 | 2025-06-11 | -35.04 | 436 |
| 2023-12-22 | 2024-03-25 | -14.50 | 94 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2023-07-14 | 2023-11-15 | -9.33 | 124 |
| 2023-04-26 | 2023-06-20 | -7.05 | 54 |
| 2023-11-16 | 2023-11-22 | -4.55 | 6 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2023-11-26 | 2023-11-28 | -2.35 | 2 |
| Metric | 11397258:btcusd:triple_med_gx:lsma80_120 | 11397258:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -20.39% | -29.64% |
| Best Month | 15.15% | 43.77% |
| Worst Month | -18.46% | -37.12% |
| Best Year | 55.86% | 155.54% |
| Worst Year | -14.16% | -56.42% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.39% | 6.33% |
| Avg. Down Week | -3.19% | -4.52% |
| Avg. Up Month | 7.2% | 14.36% |
| Avg. Down Month | -6.42% | -11.42% |
| Win Days % | 49.97% | 51.28% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 46.79% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |