| Metric | 11386881:btcusd:triple_med_gx:lsma125_85 | 11386881:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 53.32% | 147.72% |
| Max Drawdown | -14.45% | -67.18% |
| Sharpe | 0.52 | 0.39 |
| Sortino | 0.78 | 0.57 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.85 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 68.21 | 3.03 |
| Outlier Loss Ratio | 4.01 | 2.86 |
| Volatility (ann.) | 6.56% | 26.27% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.95 | 0.47 |
| Skew | -1.54 | 0.18 |
| Kurtosis | 112.85 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.05% | 2.24% |
| Expected Yearly % | 11.27% | 25.46% |
| Kelly Criterion | 10.73% | 11.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.23% |
| Expected Shortfall (cVaR) | -0.55% | -2.23% |
| Year | 11386881:BTCUSD | 11386881:btcusd:triple_med_gx:lsma125_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 19.98 | -0.32 | + |
| 2023 | 155.54 | 7.20 | 0.05 | - |
| 2024 | 121.00 | -1.06 | -0.01 | - |
| 2025 | 17.02 | 20.49 | 1.20 | + |
| Metric | 11386881:btcusd:triple_med_gx:lsma125_85 | 11386881:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.59% | 31.76% |
| 6M | 20.49% | 12.25% |
| YTD | 20.49% | 17.02% |
| 1Y | 18.41% | 57.19% |
| 3Y (ann.) | 12.23% | 55.42% |
| 5Y (ann.) | 13.75% | 31.44% |
| Metric | 11386881:btcusd:triple_med_gx:lsma125_85 | 11386881:BTCUSD |
|---|---|---|
| Max Drawdown | -14.45% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -3.36% | -7.67% |
| Avg. Drawdown Days | 61.0 | 38.0 |
| Recovery Factor | 3.69 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -14.45 | 121 |
| 2024-02-09 | 2025-03-19 | -11.04 | 404 |
| 2023-05-29 | 2024-02-09 | -9.15 | 256 |
| 2023-03-01 | 2023-03-20 | -6.18 | 18 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2023-03-20 | 2023-05-28 | -2.33 | 69 |
| 2023-01-13 | 2023-03-01 | -1.89 | 47 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| Metric | 11386881:btcusd:triple_med_gx:lsma125_85 | 11386881:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 13.95% | 35.75% |
| Worst Week | -7.42% | -29.64% |
| Best Month | 13.95% | 43.77% |
| Worst Month | -7.03% | -37.12% |
| Best Year | 20.49% | 155.54% |
| Worst Year | -1.06% | -62.52% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.65% | -0.69% |
| Avg. Up Week | 4.14% | 8.04% |
| Avg. Down Week | -3.19% | -5.12% |
| Avg. Up Month | 5.34% | 16.27% |
| Avg. Down Month | -3.69% | -6.71% |
| Win Days % | 50.11% | 51.26% |
| Win Month % | 60.0% | 58.54% |
| Win Week % | 56.76% | 50.28% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 75.0% | 75.0% |