| Metric | 11382804:btcusd:triple_med_gx:lsma125_70 | 11382804:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 55.0% | 156.76% |
| Max Drawdown | -16.33% | -67.18% |
| Sharpe | 0.48 | 0.4 |
| Sortino | 0.72 | 0.58 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.77 | 0.66 |
| Tail Ratio | 0.89 | 0.99 |
| Outlier Win Ratio | 57.07 | 3.24 |
| Outlier Loss Ratio | 4.08 | 3.02 |
| Volatility (ann.) | 7.53% | 26.27% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.86 | 0.49 |
| Skew | -0.13 | 0.18 |
| Kurtosis | 79.86 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.33% |
| Expected Yearly % | 11.58% | 26.58% |
| Kelly Criterion | 8.18% | 10.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.23% |
| Expected Shortfall (cVaR) | -0.64% | -2.23% |
| Year | 11382804:BTCUSD | 11382804:btcusd:triple_med_gx:lsma125_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 22.80 | -0.37 | + |
| 2023 | 155.54 | 9.28 | 0.06 | - |
| 2024 | 121.00 | 7.11 | 0.06 | - |
| 2025 | 17.02 | 7.84 | 0.46 | - |
| Metric | 11382804:btcusd:triple_med_gx:lsma125_70 | 11382804:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.58% | 31.76% |
| 6M | 7.84% | 12.25% |
| YTD | 7.84% | 17.02% |
| 1Y | 16.74% | 57.19% |
| 3Y (ann.) | 12.25% | 55.42% |
| 5Y (ann.) | 14.11% | 32.84% |
| Metric | 11382804:btcusd:triple_med_gx:lsma125_70 | 11382804:BTCUSD |
|---|---|---|
| Max Drawdown | -16.33% | -67.18% |
| Longest DD Days | 522.0 | 683.0 |
| Avg. Drawdown | -3.24% | -7.23% |
| Avg. Drawdown Days | 44.0 | 38.0 |
| Recovery Factor | 3.37 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-20 | 2024-08-23 | -16.33 | 522 |
| 2022-09-13 | 2023-01-12 | -16.13 | 121 |
| 2024-09-20 | 2025-04-22 | -11.08 | 214 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2024-08-26 | 2024-09-19 | -4.98 | 24 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2023-01-12 | 2023-03-17 | -4.12 | 63 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11382804:btcusd:triple_med_gx:lsma125_70 | 11382804:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 11.86% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 10.3% | 43.77% |
| Worst Month | -8.77% | -37.12% |
| Best Year | 22.8% | 155.54% |
| Worst Year | 7.11% | -61.15% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.68% | -0.7% |
| Avg. Up Week | 4.99% | 8.47% |
| Avg. Down Week | -3.07% | -4.99% |
| Avg. Up Month | 6.09% | 17.5% |
| Avg. Down Month | -3.36% | -5.87% |
| Win Days % | 49.28% | 51.27% |
| Win Month % | 57.69% | 60.98% |
| Win Week % | 54.55% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |