| Metric | 11379671:btcusd:triple_med_gx:lsma125_60 | 11379671:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 40.54% | 215.74% |
| Max Drawdown | -20.87% | -67.18% |
| Sharpe | 0.31 | 0.45 |
| Sortino | 0.45 | 0.65 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.69 | 1.08 |
| CPC Index | 0.61 | 0.62 |
| Tail Ratio | 1.5 | 1.0 |
| Outlier Win Ratio | 36.8 | 3.44 |
| Outlier Loss Ratio | 4.18 | 3.31 |
| Volatility (ann.) | 9.59% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.5 | 0.59 |
| Skew | 0.7 | 0.2 |
| Kurtosis | 45.93 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.78% |
| Expected Yearly % | 8.88% | 33.3% |
| Kelly Criterion | 1.52% | 7.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11379671:BTCUSD | 11379671:btcusd:triple_med_gx:lsma125_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 22.93 | -0.40 | + |
| 2023 | 155.54 | -12.38 | -0.08 | - |
| 2024 | 121.00 | 25.42 | 0.21 | - |
| 2025 | 30.14 | 4.04 | 0.13 | - |
| Metric | 11379671:btcusd:triple_med_gx:lsma125_60 | 11379671:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 6.73% | 45.08% |
| 6M | 3.35% | 28.47% |
| YTD | 4.04% | 30.14% |
| 1Y | 19.09% | 105.13% |
| 3Y (ann.) | 9.02% | 81.7% |
| 5Y (ann.) | 10.37% | 39.56% |
| Metric | 11379671:btcusd:triple_med_gx:lsma125_60 | 11379671:BTCUSD |
|---|---|---|
| Max Drawdown | -20.87% | -67.18% |
| Longest DD Days | 514.0 | 683.0 |
| Avg. Drawdown | -3.94% | -6.45% |
| Avg. Drawdown Days | 45.0 | 33.0 |
| Recovery Factor | 1.94 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-05 | 2024-04-03 | -20.87 | 514 |
| 2024-04-04 | 2024-11-22 | -15.61 | 231 |
| 2022-03-09 | 2022-07-15 | -13.00 | 128 |
| 2025-01-25 | 2025-07-14 | -11.36 | 169 |
| 2022-08-18 | 2022-11-04 | -10.96 | 78 |
| 2022-02-16 | 2022-03-09 | -10.21 | 21 |
| 2024-12-17 | 2025-01-14 | -4.81 | 27 |
| 2024-11-23 | 2024-12-16 | -3.11 | 23 |
| 2022-07-20 | 2022-07-27 | -3.08 | 7 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| Metric | 11379671:btcusd:triple_med_gx:lsma125_60 | 11379671:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -9.72% | -29.64% |
| Best Month | 29.8% | 43.77% |
| Worst Month | -7.06% | -37.12% |
| Best Year | 25.42% | 155.54% |
| Worst Year | -12.38% | -57.04% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.88% | 6.28% |
| Avg. Down Week | -3.32% | -5.95% |
| Avg. Up Month | 5.13% | 14.3% |
| Avg. Down Month | -3.71% | -13.59% |
| Win Days % | 47.58% | 51.33% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 56.38% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |