| Metric | 11384178:btcusd:triple_med_gx:lsma125_75 | 11384178:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 59.24% | 174.71% |
| Max Drawdown | -15.63% | -67.18% |
| Sharpe | 0.54 | 0.41 |
| Sortino | 0.83 | 0.6 |
| Payoff Ratio | 1.29 | 1.25 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.86 | 0.69 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 65.15 | 3.08 |
| Outlier Loss Ratio | 4.03 | 2.97 |
| Volatility (ann.) | 6.76% | 26.04% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.94 | 0.51 |
| Skew | -0.25 | 0.18 |
| Kurtosis | 101.93 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.44% |
| Expected Yearly % | 12.33% | 28.74% |
| Kelly Criterion | 10.81% | 12.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.21% |
| Expected Shortfall (cVaR) | -0.57% | -2.21% |
| Year | 11384178:BTCUSD | 11384178:btcusd:triple_med_gx:lsma125_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 13.75 | -0.22 | + |
| 2023 | 155.54 | 17.72 | 0.11 | - |
| 2024 | 121.00 | 9.64 | 0.08 | - |
| 2025 | 27.10 | 8.46 | 0.31 | - |
| Metric | 11384178:btcusd:triple_med_gx:lsma125_75 | 11384178:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.55% | 41.88% |
| 6M | 8.6% | 22.91% |
| YTD | 8.46% | 27.1% |
| 1Y | 12.14% | 82.29% |
| 3Y (ann.) | 10.17% | 77.48% |
| 5Y (ann.) | 14.61% | 34.48% |
| Metric | 11384178:btcusd:triple_med_gx:lsma125_75 | 11384178:BTCUSD |
|---|---|---|
| Max Drawdown | -15.63% | -67.18% |
| Longest DD Days | 413.0 | 683.0 |
| Avg. Drawdown | -2.9% | -7.35% |
| Avg. Drawdown Days | 36.0 | 37.0 |
| Recovery Factor | 3.79 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2024-07-15 | -15.63 | 413 |
| 2022-09-13 | 2023-01-12 | -14.47 | 121 |
| 2024-08-26 | 2025-01-15 | -9.04 | 142 |
| 2022-05-25 | 2022-05-30 | -4.68 | 4 |
| 2025-01-17 | 2025-03-19 | -3.94 | 61 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-05-22 | -3.74 | 63 |
| 2022-07-01 | 2022-07-04 | -2.49 | 2 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2025-05-23 | 2025-07-17 | -2.37 | 55 |
| Metric | 11384178:btcusd:triple_med_gx:lsma125_75 | 11384178:BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.08% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -8.4% | -37.12% |
| Best Year | 17.72% | 155.54% |
| Worst Year | 8.46% | -61.73% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.66% | -0.69% |
| Avg. Up Week | 5.27% | 8.62% |
| Avg. Down Week | -2.79% | -4.59% |
| Avg. Up Month | 6.19% | 17.98% |
| Avg. Down Month | -3.09% | -6.71% |
| Win Days % | 49.78% | 51.29% |
| Win Month % | 56.0% | 61.9% |
| Win Week % | 46.15% | 51.1% |
| Win Quarter % | 84.62% | 60.0% |
| Win Year % | 100.0% | 75.0% |