| Metric | 11404198:btcusd:triple_med_gx:lsma120_140 | 11404198:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 211.71% | 185.19% |
| Max Drawdown | -36.6% | -67.18% |
| Sharpe | 0.58 | 0.42 |
| Sortino | 0.9 | 0.61 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 15.16 | 4.14 |
| Outlier Loss Ratio | 4.4 | 4.05 |
| Volatility (ann.) | 16.47% | 26.05% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.07 | 0.53 |
| Skew | 1.26 | 0.18 |
| Kurtosis | 21.23 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.74% | 2.53% |
| Expected Yearly % | 32.87% | 29.95% |
| Kelly Criterion | 5.7% | 5.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.21% |
| Expected Shortfall (cVaR) | -1.39% | -2.21% |
| Year | 11404198:BTCUSD | 11404198:btcusd:triple_med_gx:lsma120_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -3.00 | 0.05 | + |
| 2023 | 155.54 | 83.58 | 0.54 | - |
| 2024 | 121.00 | 55.20 | 0.46 | - |
| 2025 | 27.10 | 12.79 | 0.47 | - |
| Metric | 11404198:btcusd:triple_med_gx:lsma120_140 | 11404198:BTCUSD |
|---|---|---|
| MTD | -0.81% | 10.71% |
| 3M | 13.23% | 41.88% |
| 6M | 16.22% | 22.91% |
| YTD | 12.79% | 27.1% |
| 1Y | 68.02% | 82.29% |
| 3Y (ann.) | 44.93% | 77.48% |
| 5Y (ann.) | 39.08% | 35.54% |
| Metric | 11404198:btcusd:triple_med_gx:lsma120_140 | 11404198:BTCUSD |
|---|---|---|
| Max Drawdown | -36.6% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -5.02% | -6.76% |
| Avg. Drawdown Days | 26.0 | 35.0 |
| Recovery Factor | 5.79 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -36.60 | 301 |
| 2024-05-05 | 2024-10-14 | -21.15 | 161 |
| 2024-12-17 | 2025-05-20 | -20.37 | 154 |
| 2023-04-14 | 2023-06-22 | -17.20 | 68 |
| 2022-03-02 | 2022-05-13 | -14.49 | 72 |
| 2024-01-02 | 2024-03-23 | -11.51 | 81 |
| 2023-07-14 | 2023-11-15 | -10.09 | 124 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-17 | -7.47 | 37 |
| Metric | 11404198:btcusd:triple_med_gx:lsma120_140 | 11404198:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -11.15% | -29.64% |
| Best Month | 36.51% | 43.77% |
| Worst Month | -15.26% | -37.12% |
| Best Year | 83.58% | 155.54% |
| Worst Year | -3.0% | -60.27% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 4.74% | 6.31% |
| Avg. Down Week | -2.8% | -4.09% |
| Avg. Up Month | 10.47% | 14.99% |
| Avg. Down Month | -5.85% | -12.26% |
| Win Days % | 50.83% | 51.29% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 52.8% | 51.37% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |