| Metric | 11382871:btcusd:triple_med_gx:lsma125_70 | 11382871:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 43.77% | 152.93% |
| Max Drawdown | -14.47% | -67.18% |
| Sharpe | 0.41 | 0.4 |
| Sortino | 0.62 | 0.58 |
| Payoff Ratio | 1.21 | 1.21 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 0.63 | 1.06 |
| CPC Index | 0.73 | 0.66 |
| Tail Ratio | 0.51 | 0.99 |
| Outlier Win Ratio | 59.39 | 3.16 |
| Outlier Loss Ratio | 3.91 | 3.04 |
| Volatility (ann.) | 7.39% | 26.28% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.8 | 0.48 |
| Skew | -0.13 | 0.18 |
| Kurtosis | 84.45 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.29% |
| Expected Yearly % | 9.5% | 26.11% |
| Kelly Criterion | 7.0% | 10.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.23% |
| Expected Shortfall (cVaR) | -0.63% | -2.23% |
| Year | 11382871:BTCUSD | 11382871:btcusd:triple_med_gx:lsma125_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 16.81 | -0.27 | + |
| 2023 | 155.54 | 18.65 | 0.12 | - |
| 2024 | 121.00 | 3.06 | 0.03 | - |
| 2025 | 17.02 | 0.66 | 0.04 | - |
| Metric | 11382871:btcusd:triple_med_gx:lsma125_70 | 11382871:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.48% | 31.76% |
| 6M | 0.66% | 12.25% |
| YTD | 0.66% | 17.02% |
| 1Y | 7.93% | 57.19% |
| 3Y (ann.) | 10.01% | 55.42% |
| 5Y (ann.) | 11.57% | 32.3% |
| Metric | 11382871:btcusd:triple_med_gx:lsma125_70 | 11382871:BTCUSD |
|---|---|---|
| Max Drawdown | -14.47% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -3.4% | -7.61% |
| Avg. Drawdown Days | 44.0 | 38.0 |
| Recovery Factor | 3.02 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-13 | -14.47 | 121 |
| 2023-05-29 | 2024-08-23 | -12.19 | 452 |
| 2024-08-26 | 2025-01-17 | -10.54 | 144 |
| 2025-03-15 | 2025-06-11 | -6.42 | 87 |
| 2023-05-06 | 2023-05-28 | -5.15 | 22 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2023-02-27 | 2023-03-17 | -2.11 | 18 |
| Metric | 11382871:btcusd:triple_med_gx:lsma125_70 | 11382871:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.08% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 12.52% | 43.77% |
| Worst Month | -7.65% | -37.12% |
| Best Year | 18.65% | 155.54% |
| Worst Year | 0.66% | -61.73% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 5.14% | 9.28% |
| Avg. Down Week | -3.17% | -4.61% |
| Avg. Up Month | 5.71% | 18.04% |
| Avg. Down Month | -3.49% | -5.99% |
| Win Days % | 49.12% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 46.51% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 75.0% |