| Metric | 11376268:btcusd:triple_med_gx:lsma125_45 | 11376268:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 13.68% | 215.74% |
| Max Drawdown | -28.35% | -67.18% |
| Sharpe | 0.14 | 0.45 |
| Sortino | 0.2 | 0.65 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 32.12 | 3.37 |
| Outlier Loss Ratio | 4.31 | 3.45 |
| Volatility (ann.) | 10.45% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.13 | 0.59 |
| Skew | 0.47 | 0.2 |
| Kurtosis | 45.24 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.78% |
| Expected Yearly % | 3.26% | 33.3% |
| Kelly Criterion | -0.84% | 4.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.22% |
| Expected Shortfall (cVaR) | -0.9% | -2.22% |
| Year | 11376268:BTCUSD | 11376268:btcusd:triple_med_gx:lsma125_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 31.15 | -0.55 | + |
| 2023 | 155.54 | -7.48 | -0.05 | - |
| 2024 | 121.00 | -2.95 | -0.02 | - |
| 2025 | 30.14 | -3.47 | -0.12 | - |
| Metric | 11376268:btcusd:triple_med_gx:lsma125_45 | 11376268:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 7.27% | 45.08% |
| 6M | -3.44% | 28.47% |
| YTD | -3.47% | 30.14% |
| 1Y | 1.12% | 105.13% |
| 3Y (ann.) | 0.2% | 81.7% |
| 5Y (ann.) | 3.79% | 39.56% |
| Metric | 11376268:btcusd:triple_med_gx:lsma125_45 | 11376268:BTCUSD |
|---|---|---|
| Max Drawdown | -28.35% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.12% | -6.45% |
| Avg. Drawdown Days | 59.0 | 33.0 |
| Recovery Factor | 0.48 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -28.35 | 904 |
| 2022-06-06 | 2022-11-05 | -17.20 | 151 |
| 2022-04-26 | 2022-05-30 | -11.00 | 34 |
| 2022-02-16 | 2022-03-25 | -9.43 | 37 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-11-24 | 2022-12-13 | -3.37 | 19 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2022-04-02 | 2022-04-25 | -2.32 | 23 |
| 2022-02-12 | 2022-02-15 | -2.26 | 2 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| Metric | 11376268:btcusd:triple_med_gx:lsma125_45 | 11376268:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 12.68% | 35.75% |
| Worst Week | -8.4% | -29.64% |
| Best Month | 14.47% | 43.77% |
| Worst Month | -13.03% | -37.12% |
| Best Year | 31.15% | 155.54% |
| Worst Year | -7.48% | -57.04% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.05% | 5.25% |
| Avg. Down Week | -2.53% | -4.2% |
| Avg. Up Month | 4.24% | 17.03% |
| Avg. Down Month | -5.19% | -13.92% |
| Win Days % | 47.75% | 51.33% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 49.09% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |