| Metric | 11374303:btcusd:triple_med_gx:lsma125_35 | 11374303:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -5.79% | 215.74% |
| Max Drawdown | -32.83% | -67.18% |
| Sharpe | 0.02 | 0.45 |
| Sortino | 0.03 | 0.65 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 1.11 | 1.08 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 28.72 | 3.52 |
| Outlier Loss Ratio | 4.31 | 3.53 |
| Volatility (ann.) | 11.47% | 26.13% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.05 | 0.59 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 35.95 | 6.52 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.14% | 2.78% |
| Expected Yearly % | -1.48% | 33.3% |
| Kelly Criterion | -3.46% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.22% |
| Expected Shortfall (cVaR) | -0.99% | -2.22% |
| Year | 11374303:BTCUSD | 11374303:btcusd:triple_med_gx:lsma125_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 4.90 | -0.09 | + |
| 2023 | 155.54 | 2.90 | 0.02 | - |
| 2024 | 121.00 | -9.94 | -0.08 | - |
| 2025 | 30.14 | -3.08 | -0.10 | - |
| Metric | 11374303:btcusd:triple_med_gx:lsma125_35 | 11374303:BTCUSD |
|---|---|---|
| MTD | 9.13% | 13.36% |
| 3M | 10.81% | 45.08% |
| 6M | -0.91% | 28.47% |
| YTD | -3.08% | 30.14% |
| 1Y | -9.64% | 105.13% |
| 3Y (ann.) | -2.68% | 81.7% |
| 5Y (ann.) | -1.71% | 39.56% |
| Metric | 11374303:btcusd:triple_med_gx:lsma125_35 | 11374303:BTCUSD |
|---|---|---|
| Max Drawdown | -32.83% | -67.18% |
| Longest DD Days | 637.0 | 683.0 |
| Avg. Drawdown | -7.41% | -6.45% |
| Avg. Drawdown Days | 96.0 | 33.0 |
| Recovery Factor | -0.18 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -32.83 | 469 |
| 2022-06-06 | 2024-03-04 | -22.18 | 637 |
| 2022-02-16 | 2022-04-25 | -9.41 | 68 |
| 2022-05-02 | 2022-06-04 | -6.60 | 33 |
| 2024-03-05 | 2024-03-11 | -6.30 | 6 |
| 2022-04-26 | 2022-05-02 | -6.09 | 5 |
| 2022-02-01 | 2022-02-04 | -5.41 | 2 |
| 2022-02-05 | 2022-02-15 | -4.30 | 10 |
| 2024-03-11 | 2024-03-31 | -1.77 | 20 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| Metric | 11374303:btcusd:triple_med_gx:lsma125_35 | 11374303:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.78% | 35.75% |
| Worst Week | -12.16% | -29.64% |
| Best Month | 14.2% | 43.77% |
| Worst Month | -15.0% | -37.12% |
| Best Year | 4.9% | 155.54% |
| Worst Year | -9.94% | -57.04% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.23% | 5.43% |
| Avg. Down Week | -3.16% | -4.24% |
| Avg. Up Month | 5.47% | 15.98% |
| Avg. Down Month | -6.54% | -12.53% |
| Win Days % | 46.14% | 51.33% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 48.31% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |