| Metric | 11386916:btcusd:triple_med_gx:lsma125_85 | 11386916:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 45.58% | 152.93% |
| Max Drawdown | -14.47% | -67.18% |
| Sharpe | 0.48 | 0.4 |
| Sortino | 0.71 | 0.58 |
| Payoff Ratio | 1.26 | 1.27 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.82 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 73.83 | 2.98 |
| Outlier Loss Ratio | 3.87 | 2.82 |
| Volatility (ann.) | 6.3% | 26.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.83 | 0.48 |
| Skew | -1.82 | 0.18 |
| Kurtosis | 126.54 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.29% |
| Expected Yearly % | 9.84% | 26.11% |
| Kelly Criterion | 9.25% | 12.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.23% |
| Expected Shortfall (cVaR) | -0.53% | -2.23% |
| Year | 11386916:BTCUSD | 11386916:btcusd:triple_med_gx:lsma125_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 15.08 | -0.24 | + |
| 2023 | 155.54 | 9.02 | 0.06 | - |
| 2024 | 121.00 | 3.64 | 0.03 | - |
| 2025 | 17.02 | 11.96 | 0.70 | - |
| Metric | 11386916:btcusd:triple_med_gx:lsma125_85 | 11386916:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.33% | 31.76% |
| 6M | 11.96% | 12.25% |
| YTD | 11.96% | 17.02% |
| 1Y | 9.88% | 57.19% |
| 3Y (ann.) | 9.9% | 55.42% |
| 5Y (ann.) | 11.99% | 32.3% |
| Metric | 11386916:btcusd:triple_med_gx:lsma125_85 | 11386916:BTCUSD |
|---|---|---|
| Max Drawdown | -14.47% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -3.85% | -7.61% |
| Avg. Drawdown Days | 71.0 | 38.0 |
| Recovery Factor | 3.15 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-05-28 | -14.47 | 257 |
| 2024-07-16 | 2025-03-19 | -12.76 | 246 |
| 2023-05-29 | 2024-02-08 | -7.34 | 255 |
| 2024-05-10 | 2024-07-15 | -4.55 | 65 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-06-11 | -3.74 | 83 |
| 2024-02-09 | 2024-05-10 | -3.34 | 90 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2022-07-08 | 2022-09-12 | -1.52 | 66 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| Metric | 11386916:btcusd:triple_med_gx:lsma125_85 | 11386916:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.82% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 12.82% | 43.77% |
| Worst Month | -8.8% | -37.12% |
| Best Year | 15.08% | 155.54% |
| Worst Year | 3.64% | -61.73% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.68% | -0.68% |
| Avg. Up Week | 4.25% | 8.09% |
| Avg. Down Week | -3.04% | -5.23% |
| Avg. Up Month | 5.71% | 18.56% |
| Avg. Down Month | -4.56% | -6.71% |
| Win Days % | 49.36% | 51.27% |
| Win Month % | 56.52% | 60.98% |
| Win Week % | 52.94% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 75.0% |