| Metric | 11383885:btcusd:triple_med_gx:lsma125_75 | 11383885:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 56.02% | 162.58% |
| Max Drawdown | -19.98% | -67.18% |
| Sharpe | 0.4 | 0.41 |
| Sortino | 0.63 | 0.59 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.89 | 1.06 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.59 | 0.99 |
| Outlier Win Ratio | 41.89 | 3.35 |
| Outlier Loss Ratio | 3.94 | 3.24 |
| Volatility (ann.) | 9.33% | 26.28% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.71 | 0.5 |
| Skew | 1.78 | 0.18 |
| Kurtosis | 54.39 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.09% | 2.38% |
| Expected Yearly % | 11.76% | 27.3% |
| Kelly Criterion | 5.45% | 8.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11383885:BTCUSD | 11383885:btcusd:triple_med_gx:lsma125_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 17.92 | -0.30 | + |
| 2023 | 155.54 | 5.25 | 0.03 | - |
| 2024 | 121.00 | 23.89 | 0.20 | - |
| 2025 | 17.02 | 1.47 | 0.09 | - |
| Metric | 11383885:btcusd:triple_med_gx:lsma125_75 | 11383885:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.28% | 31.76% |
| 6M | -6.63% | 12.25% |
| YTD | 1.47% | 17.02% |
| 1Y | 14.1% | 57.19% |
| 3Y (ann.) | 14.61% | 55.42% |
| 5Y (ann.) | 14.21% | 33.42% |
| Metric | 11383885:btcusd:triple_med_gx:lsma125_75 | 11383885:BTCUSD |
|---|---|---|
| Max Drawdown | -19.98% | -67.18% |
| Longest DD Days | 324.0 | 683.0 |
| Avg. Drawdown | -3.69% | -6.97% |
| Avg. Drawdown Days | 41.0 | 36.0 |
| Recovery Factor | 2.8 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-06-11 | -19.98 | 209 |
| 2023-03-20 | 2024-02-07 | -16.85 | 324 |
| 2022-03-09 | 2022-09-09 | -11.19 | 183 |
| 2022-10-05 | 2023-03-19 | -10.23 | 165 |
| 2024-04-08 | 2024-05-20 | -8.69 | 42 |
| 2024-05-21 | 2024-08-20 | -4.47 | 91 |
| 2024-04-04 | 2024-04-07 | -3.67 | 2 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-21 | 2024-11-11 | -2.87 | 21 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 11383885:btcusd:triple_med_gx:lsma125_75 | 11383885:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.79% | 35.75% |
| Worst Week | -9.33% | -29.64% |
| Best Month | 18.87% | 43.77% |
| Worst Month | -7.98% | -37.12% |
| Best Year | 23.89% | 155.54% |
| Worst Year | 1.47% | -60.27% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.53% | 7.7% |
| Avg. Down Week | -2.81% | -5.1% |
| Avg. Up Month | 7.25% | 20.62% |
| Avg. Down Month | -3.36% | -14.44% |
| Win Days % | 48.91% | 51.28% |
| Win Month % | 48.48% | 60.98% |
| Win Week % | 60.0% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |