| Metric | 11382063:btcusd:triple_med_gx:lsma125_70 | 11382063:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 37.52% | 183.93% |
| Max Drawdown | -18.93% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.45 | 0.62 |
| Payoff Ratio | 1.16 | 1.16 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.66 | 1.06 |
| CPC Index | 0.62 | 0.64 |
| Tail Ratio | 1.47 | 0.99 |
| Outlier Win Ratio | 41.99 | 3.41 |
| Outlier Loss Ratio | 3.91 | 3.27 |
| Volatility (ann.) | 9.38% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.53 | 0.54 |
| Skew | 0.7 | 0.2 |
| Kurtosis | 52.0 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.58% |
| Expected Yearly % | 8.29% | 29.81% |
| Kelly Criterion | 2.25% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11382063:BTCUSD | 11382063:btcusd:triple_med_gx:lsma125_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 19.93 | -0.35 | + |
| 2023 | 155.54 | -10.83 | -0.07 | - |
| 2024 | 121.00 | 32.70 | 0.27 | - |
| 2025 | 17.02 | -3.09 | -0.18 | - |
| Metric | 11382063:btcusd:triple_med_gx:lsma125_70 | 11382063:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.88% | 31.76% |
| 6M | -3.05% | 12.25% |
| YTD | -3.09% | 17.02% |
| 1Y | 15.57% | 57.19% |
| 3Y (ann.) | 12.58% | 55.42% |
| 5Y (ann.) | 9.95% | 36.44% |
| Metric | 11382063:btcusd:triple_med_gx:lsma125_70 | 11382063:BTCUSD |
|---|---|---|
| Max Drawdown | -18.93% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -3.88% | -6.73% |
| Avg. Drawdown Days | 46.0 | 34.0 |
| Recovery Factor | 1.98 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2024-03-11 | -18.93 | 452 |
| 2025-01-17 | 2025-06-11 | -14.62 | 144 |
| 2022-02-16 | 2022-07-07 | -13.06 | 141 |
| 2024-03-13 | 2024-08-23 | -12.38 | 163 |
| 2022-07-20 | 2022-12-13 | -11.55 | 146 |
| 2024-12-21 | 2025-01-14 | -5.38 | 24 |
| 2024-09-29 | 2024-11-19 | -4.59 | 50 |
| 2024-11-23 | 2024-12-21 | -3.11 | 28 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-08 | 2022-07-16 | -2.46 | 8 |
| Metric | 11382063:btcusd:triple_med_gx:lsma125_70 | 11382063:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.89% | 35.75% |
| Worst Week | -7.59% | -29.64% |
| Best Month | 26.35% | 43.77% |
| Worst Month | -7.59% | -37.12% |
| Best Year | 32.7% | 155.54% |
| Worst Year | -10.83% | -57.04% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 3.81% | 6.79% |
| Avg. Down Week | -2.77% | -5.48% |
| Avg. Up Month | 5.64% | 13.87% |
| Avg. Down Month | -3.83% | -13.84% |
| Win Days % | 47.54% | 51.31% |
| Win Month % | 48.72% | 60.98% |
| Win Week % | 52.38% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |