| Metric | 11385185:btcusd:triple_med_gx:lsma125_80 | 11385185:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 34.66% | 208.04% |
| Max Drawdown | -27.56% | -67.18% |
| Sharpe | 0.28 | 0.44 |
| Sortino | 0.43 | 0.64 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.64 | 1.07 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 1.45 | 1.0 |
| Outlier Win Ratio | 42.56 | 3.33 |
| Outlier Loss Ratio | 4.12 | 3.23 |
| Volatility (ann.) | 9.19% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.33 | 0.57 |
| Skew | 1.36 | 0.2 |
| Kurtosis | 56.47 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.71% |
| Expected Yearly % | 7.72% | 32.48% |
| Kelly Criterion | 1.51% | 8.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11385185:BTCUSD | 11385185:btcusd:triple_med_gx:lsma125_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 4.08 | -0.07 | + |
| 2023 | 155.54 | 15.94 | 0.10 | - |
| 2024 | 121.00 | 34.14 | 0.28 | - |
| 2025 | 27.10 | -16.81 | -0.62 | - |
| Metric | 11385185:btcusd:triple_med_gx:lsma125_80 | 11385185:BTCUSD |
|---|---|---|
| MTD | 0.81% | 10.71% |
| 3M | -2.17% | 41.88% |
| 6M | -11.49% | 22.91% |
| YTD | -16.81% | 27.1% |
| 1Y | -3.41% | 82.29% |
| 3Y (ann.) | 11.04% | 77.48% |
| 5Y (ann.) | 9.0% | 38.53% |
| Metric | 11385185:btcusd:triple_med_gx:lsma125_80 | 11385185:BTCUSD |
|---|---|---|
| Max Drawdown | -27.56% | -67.18% |
| Longest DD Days | 351.0 | 683.0 |
| Avg. Drawdown | -3.38% | -6.7% |
| Avg. Drawdown Days | 32.0 | 34.0 |
| Recovery Factor | 1.26 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -27.56 | 211 |
| 2022-03-31 | 2023-03-17 | -16.36 | 351 |
| 2023-04-15 | 2023-08-08 | -9.72 | 115 |
| 2024-07-04 | 2024-09-18 | -9.37 | 76 |
| 2022-03-09 | 2022-03-28 | -8.42 | 18 |
| 2024-05-05 | 2024-05-20 | -5.53 | 15 |
| 2024-04-08 | 2024-05-03 | -4.94 | 25 |
| 2023-09-28 | 2023-12-05 | -4.09 | 67 |
| 2023-08-09 | 2023-09-28 | -3.53 | 50 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| Metric | 11385185:btcusd:triple_med_gx:lsma125_80 | 11385185:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 14.32% | 35.75% |
| Worst Week | -7.58% | -29.64% |
| Best Month | 15.75% | 43.77% |
| Worst Month | -7.88% | -37.12% |
| Best Year | 34.14% | 155.54% |
| Worst Year | -16.81% | -57.08% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.48% | 8.02% |
| Avg. Down Week | -2.57% | -3.95% |
| Avg. Up Month | 5.17% | 16.6% |
| Avg. Down Month | -3.61% | -14.25% |
| Win Days % | 46.82% | 51.33% |
| Win Month % | 54.05% | 61.9% |
| Win Week % | 48.75% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |