| Metric | 12410311:btcusd:triple_med_gx:lsma120_95 | 12410311:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 69.92% | 139.31% |
| Max Drawdown | -26.39% | -56.87% |
| Sharpe | 0.96 | 0.83 |
| Sortino | 1.63 | 1.23 |
| Payoff Ratio | 1.64 | 1.26 |
| Profit Factor | 1.38 | 1.14 |
| Common Sense Ratio | 2.3 | 1.33 |
| CPC Index | 0.96 | 0.7 |
| Tail Ratio | 1.66 | 1.17 |
| Outlier Win Ratio | 27.94 | 3.26 |
| Outlier Loss Ratio | 5.03 | 3.0 |
| Volatility (ann.) | 21.54% | 53.37% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.76 | 0.62 |
| Skew | 2.0 | -0.09 |
| Kurtosis | 28.02 | 4.23 |
| Expected Daily % | 0.05% | 0.08% |
| Expected Monthly % | 1.53% | 2.52% |
| Expected Yearly % | 14.17% | 24.38% |
| Kelly Criterion | 7.32% | 8.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -4.47% |
| Expected Shortfall (cVaR) | -1.8% | -4.47% |
| Year | 12410311:BTCUSD | 12410311:btcusd:triple_med_gx:lsma120_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.76 | 10.31 | -0.19 | + |
| 2023 | 155.54 | 44.72 | 0.29 | - |
| 2024 | 121.00 | -1.33 | -0.01 | - |
| 2025 | -6.34 | 7.87 | -1.24 | + |
| Metric | 12410311:btcusd:triple_med_gx:lsma120_95 | 12410311:BTCUSD |
|---|---|---|
| MTD | 7.08% | 3.72% |
| 3M | 11.32% | -8.05% |
| 6M | 7.03% | 37.53% |
| YTD | 7.87% | -6.34% |
| 1Y | -12.76% | 30.1% |
| 3Y (ann.) | 20.13% | 35.24% |
| 5Y (ann.) | 20.13% | 35.24% |
| Metric | 12410311:btcusd:triple_med_gx:lsma120_95 | 12410311:BTCUSD |
|---|---|---|
| Max Drawdown | -26.39% | -56.87% |
| Longest DD Days | 358.0 | 552.0 |
| Avg. Drawdown | -3.18% | -8.61% |
| Avg. Drawdown Days | 29.0 | 44.0 |
| Recovery Factor | 2.65 | 2.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-03-25 | -26.39 | 358 |
| 2022-06-25 | 2022-07-07 | -9.64 | 12 |
| 2022-11-11 | 2023-01-10 | -7.14 | 60 |
| 2023-12-09 | 2024-02-08 | -7.04 | 61 |
| 2023-07-14 | 2023-10-24 | -6.90 | 102 |
| 2022-05-23 | 2022-05-30 | -5.49 | 7 |
| 2022-10-08 | 2022-11-10 | -4.45 | 33 |
| 2023-03-06 | 2023-03-12 | -3.67 | 6 |
| 2023-03-27 | 2023-03-29 | -3.05 | 2 |
| 2023-06-28 | 2023-07-03 | -2.03 | 5 |
| Metric | 12410311:btcusd:triple_med_gx:lsma120_95 | 12410311:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -8.6% | -15.42% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -9.7% | -29.64% |
| Best Month | 18.84% | 43.77% |
| Worst Month | -10.7% | -37.12% |
| Best Year | 44.72% | 155.54% |
| Worst Year | -1.33% | -54.76% |
| Avg. Up Day | 1.95% | 2.0% |
| Avg. Down Day | -1.19% | -1.59% |
| Avg. Up Week | 4.64% | 7.8% |
| Avg. Down Week | -2.57% | -3.95% |
| Avg. Up Month | 6.28% | 16.36% |
| Avg. Down Month | -3.14% | -13.09% |
| Win Days % | 42.37% | 49.1% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 49.25% | 50.32% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 75.0% | 50.0% |