| Metric | 12395470:btcusd:triple_med_gx:lsma120_50 | 12395470:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 38.19% | 139.31% |
| Max Drawdown | -30.24% | -56.87% |
| Sharpe | 0.55 | 0.83 |
| Sortino | 0.88 | 1.23 |
| Payoff Ratio | 1.38 | 1.3 |
| Profit Factor | 1.21 | 1.14 |
| Common Sense Ratio | 1.38 | 1.33 |
| CPC Index | 0.69 | 0.73 |
| Tail Ratio | 1.14 | 1.17 |
| Outlier Win Ratio | 26.42 | 3.5 |
| Outlier Loss Ratio | 4.13 | 3.42 |
| Volatility (ann.) | 27.19% | 53.37% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.39 | 0.62 |
| Skew | 1.56 | -0.09 |
| Kurtosis | 23.77 | 4.23 |
| Expected Daily % | 0.03% | 0.08% |
| Expected Monthly % | 0.93% | 2.52% |
| Expected Yearly % | 8.42% | 24.38% |
| Kelly Criterion | -1.27% | 10.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.3% | -4.47% |
| Expected Shortfall (cVaR) | -2.3% | -4.47% |
| Year | 12395470:BTCUSD | 12395470:btcusd:triple_med_gx:lsma120_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.76 | -3.62 | 0.07 | + |
| 2023 | 155.54 | 79.73 | 0.51 | - |
| 2024 | 121.00 | -22.07 | -0.18 | - |
| 2025 | -6.34 | 2.37 | -0.37 | + |
| Metric | 12395470:btcusd:triple_med_gx:lsma120_50 | 12395470:BTCUSD |
|---|---|---|
| MTD | 3.3% | 3.72% |
| 3M | 2.37% | -8.05% |
| 6M | -0.6% | 37.53% |
| YTD | 2.37% | -6.34% |
| 1Y | -15.04% | 30.1% |
| 3Y (ann.) | 11.84% | 35.24% |
| 5Y (ann.) | 11.84% | 35.24% |
| Metric | 12395470:btcusd:triple_med_gx:lsma120_50 | 12395470:BTCUSD |
|---|---|---|
| Max Drawdown | -30.24% | -56.87% |
| Longest DD Days | 495.0 | 552.0 |
| Avg. Drawdown | -5.32% | -8.61% |
| Avg. Drawdown Days | 62.0 | 44.0 |
| Recovery Factor | 1.26 | 2.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-16 | 2025-03-25 | -30.24 | 495 |
| 2022-06-01 | 2023-02-15 | -17.48 | 259 |
| 2023-02-21 | 2023-03-12 | -8.29 | 19 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-09-16 | 2023-10-23 | -4.57 | 37 |
| 2023-07-14 | 2023-09-15 | -4.42 | 63 |
| 2023-07-04 | 2023-07-13 | -4.05 | 9 |
| 2023-02-16 | 2023-02-17 | -3.32 | 1 |
| 2023-03-18 | 2023-03-19 | -1.72 | 1 |
| 2023-04-11 | 2023-07-03 | -1.58 | 83 |
| Metric | 12395470:btcusd:triple_med_gx:lsma120_50 | 12395470:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -9.71% | -15.42% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -9.53% | -29.64% |
| Best Month | 40.34% | 43.77% |
| Worst Month | -14.39% | -37.12% |
| Best Year | 79.73% | 155.54% |
| Worst Year | -22.07% | -54.76% |
| Avg. Up Day | 2.48% | 2.52% |
| Avg. Down Day | -1.8% | -1.93% |
| Avg. Up Week | 4.57% | 6.94% |
| Avg. Down Week | -2.96% | -4.8% |
| Avg. Up Month | 7.62% | 13.34% |
| Avg. Down Month | -4.09% | -11.98% |
| Win Days % | 41.32% | 49.1% |
| Win Month % | 48.28% | 60.0% |
| Win Week % | 44.78% | 50.32% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |