| Metric | 11386951:btcusd:triple_med_gx:lsma125_85 | 11386951:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 47.67% | 196.26% |
| Max Drawdown | -14.49% | -67.18% |
| Sharpe | 0.51 | 0.44 |
| Sortino | 0.76 | 0.63 |
| Payoff Ratio | 1.27 | 1.26 |
| Profit Factor | 1.35 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.87 | 0.69 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 78.62 | 2.98 |
| Outlier Loss Ratio | 3.78 | 2.79 |
| Volatility (ann.) | 6.01% | 26.03% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.84 | 0.56 |
| Skew | -1.4 | 0.18 |
| Kurtosis | 139.54 | 6.58 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.62% |
| Expected Yearly % | 10.24% | 31.19% |
| Kelly Criterion | 11.24% | 12.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.21% |
| Expected Shortfall (cVaR) | -0.51% | -2.21% |
| Year | 11386951:BTCUSD | 11386951:btcusd:triple_med_gx:lsma125_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 13.26 | -0.23 | + |
| 2023 | 155.54 | 10.08 | 0.06 | - |
| 2024 | 121.00 | 11.82 | 0.10 | - |
| 2025 | 27.10 | 5.93 | 0.22 | - |
| Metric | 11386951:btcusd:triple_med_gx:lsma125_85 | 11386951:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -2.41% | 41.88% |
| 6M | 5.93% | 22.91% |
| YTD | 5.93% | 27.1% |
| 1Y | 2.57% | 82.29% |
| 3Y (ann.) | 6.76% | 77.48% |
| 5Y (ann.) | 12.12% | 37.53% |
| Metric | 11386951:btcusd:triple_med_gx:lsma125_85 | 11386951:BTCUSD |
|---|---|---|
| Max Drawdown | -14.49% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -3.3% | -6.96% |
| Avg. Drawdown Days | 61.0 | 36.0 |
| Recovery Factor | 3.29 | 2.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-05-28 | -14.49 | 257 |
| 2024-07-16 | 2025-01-17 | -10.10 | 185 |
| 2023-05-29 | 2024-02-07 | -6.74 | 254 |
| 2025-03-20 | 2025-07-17 | -4.73 | 119 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2022-05-31 | 2022-07-04 | -1.92 | 33 |
| 2022-07-08 | 2022-09-12 | -1.85 | 66 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| Metric | 11386951:btcusd:triple_med_gx:lsma125_85 | 11386951:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -7.82% | -29.64% |
| Best Month | 12.44% | 43.77% |
| Worst Month | -7.82% | -37.12% |
| Best Year | 13.26% | 155.54% |
| Worst Year | 5.93% | -58.73% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.67% | -0.68% |
| Avg. Up Week | 4.41% | 8.18% |
| Avg. Down Week | -3.88% | -5.46% |
| Avg. Up Month | 3.93% | 16.75% |
| Avg. Down Month | -3.1% | -11.82% |
| Win Days % | 50.27% | 51.32% |
| Win Month % | 66.67% | 61.9% |
| Win Week % | 57.58% | 51.1% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 100.0% | 75.0% |