| Metric | 11379445:btcusd:triple_med_gx:lsma125_60 | 11379445:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 21.85% | 215.74% |
| Max Drawdown | -30.5% | -67.18% |
| Sharpe | 0.2 | 0.45 |
| Sortino | 0.29 | 0.65 |
| Payoff Ratio | 1.06 | 1.0 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.65 | 1.08 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | 1.52 | 1.0 |
| Outlier Win Ratio | 38.41 | 3.32 |
| Outlier Loss Ratio | 4.16 | 3.34 |
| Volatility (ann.) | 9.38% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.19 | 0.59 |
| Skew | 0.28 | 0.2 |
| Kurtosis | 43.42 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.78% |
| Expected Yearly % | 5.06% | 33.3% |
| Kelly Criterion | 0.48% | 2.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.22% |
| Expected Shortfall (cVaR) | -0.8% | -2.22% |
| Year | 11379445:BTCUSD | 11379445:btcusd:triple_med_gx:lsma125_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 9.05 | -0.16 | + |
| 2023 | 155.54 | -21.84 | -0.14 | - |
| 2024 | 121.00 | 35.56 | 0.29 | - |
| 2025 | 30.14 | 5.46 | 0.18 | - |
| Metric | 11379445:btcusd:triple_med_gx:lsma125_60 | 11379445:BTCUSD |
|---|---|---|
| MTD | 7.29% | 13.36% |
| 3M | 16.49% | 45.08% |
| 6M | 4.4% | 28.47% |
| YTD | 5.46% | 30.14% |
| 1Y | 9.16% | 105.13% |
| 3Y (ann.) | 5.44% | 81.7% |
| 5Y (ann.) | 5.9% | 39.56% |
| Metric | 11379445:btcusd:triple_med_gx:lsma125_60 | 11379445:BTCUSD |
|---|---|---|
| Max Drawdown | -30.5% | -67.18% |
| Longest DD Days | 637.0 | 683.0 |
| Avg. Drawdown | -5.81% | -6.45% |
| Avg. Drawdown Days | 96.0 | 33.0 |
| Recovery Factor | 0.72 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-23 | 2024-11-22 | -30.50 | 637 |
| 2024-11-23 | 2025-07-14 | -15.04 | 233 |
| 2022-02-16 | 2022-10-09 | -13.31 | 235 |
| 2022-11-05 | 2023-01-19 | -5.44 | 75 |
| 2022-10-09 | 2022-11-04 | -4.05 | 26 |
| 2023-01-21 | 2023-02-23 | -2.83 | 32 |
| 2022-02-12 | 2022-02-15 | -2.26 | 2 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2023-01-20 | 2023-01-20 | -0.57 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11379445:btcusd:triple_med_gx:lsma125_60 | 11379445:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -7.49% | -29.64% |
| Best Month | 10.95% | 43.77% |
| Worst Month | -6.61% | -37.12% |
| Best Year | 35.56% | 155.54% |
| Worst Year | -21.84% | -57.04% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.74% | -0.8% |
| Avg. Up Week | 4.01% | 5.51% |
| Avg. Down Week | -2.47% | -5.13% |
| Avg. Up Month | 7.33% | 19.37% |
| Avg. Down Month | -2.67% | -12.88% |
| Win Days % | 48.73% | 51.33% |
| Win Month % | 36.59% | 61.9% |
| Win Week % | 47.25% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |