| Metric | 11388387:btcusd:triple_med_gx:lsma125_90 | 11388387:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 21.43% | 172.77% |
| Max Drawdown | -14.49% | -67.18% |
| Sharpe | 0.28 | 0.42 |
| Sortino | 0.39 | 0.61 |
| Payoff Ratio | 1.14 | 1.15 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 87.67 | 2.92 |
| Outlier Loss Ratio | 3.66 | 2.76 |
| Volatility (ann.) | 5.83% | 26.26% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.42 | 0.53 |
| Skew | -3.5 | 0.19 |
| Kurtosis | 158.9 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.48% |
| Expected Yearly % | 4.97% | 28.51% |
| Kelly Criterion | 4.71% | 8.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.23% |
| Expected Shortfall (cVaR) | -0.5% | -2.23% |
| Year | 11388387:BTCUSD | 11388387:btcusd:triple_med_gx:lsma125_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 9.77 | -0.17 | + |
| 2023 | 155.54 | 3.82 | 0.02 | - |
| 2024 | 121.00 | 3.60 | 0.03 | - |
| 2025 | 17.02 | 2.85 | 0.17 | - |
| Metric | 11388387:btcusd:triple_med_gx:lsma125_90 | 11388387:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.34% | 31.76% |
| 6M | 2.85% | 12.25% |
| YTD | 2.85% | 17.02% |
| 1Y | -1.59% | 57.19% |
| 3Y (ann.) | 3.31% | 55.42% |
| 5Y (ann.) | 6.04% | 35.42% |
| Metric | 11388387:btcusd:triple_med_gx:lsma125_90 | 11388387:BTCUSD |
|---|---|---|
| Max Drawdown | -14.49% | -67.18% |
| Longest DD Days | 513.0 | 683.0 |
| Avg. Drawdown | -3.01% | -7.19% |
| Avg. Drawdown Days | 78.0 | 37.0 |
| Recovery Factor | 1.48 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-02-09 | -14.49 | 513 |
| 2024-05-10 | 2025-06-11 | -12.12 | 396 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-05-08 | 2024-05-09 | -2.47 | 1 |
| 2022-05-31 | 2022-07-04 | -1.92 | 34 |
| 2022-07-08 | 2022-09-12 | -1.85 | 66 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2024-05-10 | 2024-05-10 | -0.49 | 0 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| 2022-05-27 | 2022-05-28 | -0.18 | 0 |
| Metric | 11388387:btcusd:triple_med_gx:lsma125_90 | 11388387:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 10.81% | 35.75% |
| Worst Week | -7.82% | -29.64% |
| Best Month | 10.94% | 43.77% |
| Worst Month | -7.82% | -37.12% |
| Best Year | 9.77% | 155.54% |
| Worst Year | 2.85% | -58.73% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.71% | -0.71% |
| Avg. Up Week | 4.36% | 7.56% |
| Avg. Down Week | -2.85% | -5.68% |
| Avg. Up Month | 3.85% | 16.93% |
| Avg. Down Month | -3.57% | -11.82% |
| Win Days % | 49.28% | 51.3% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 42.42% | 50.28% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 100.0% | 75.0% |