| Metric | 11389821:btcusd:triple_med_gx:lsma125_95 | 11389821:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 29.92% | 152.93% |
| Max Drawdown | -15.29% | -67.18% |
| Sharpe | 0.36 | 0.4 |
| Sortino | 0.51 | 0.58 |
| Payoff Ratio | 1.2 | 1.21 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.73 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 83.58 | 2.93 |
| Outlier Loss Ratio | 3.78 | 2.74 |
| Volatility (ann.) | 5.97% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.54 | 0.48 |
| Skew | -2.81 | 0.18 |
| Kurtosis | 148.6 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.29% |
| Expected Yearly % | 6.76% | 26.11% |
| Kelly Criterion | 6.37% | 11.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.23% |
| Expected Shortfall (cVaR) | -0.51% | -2.23% |
| Year | 11389821:BTCUSD | 11389821:btcusd:triple_med_gx:lsma125_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 10.82 | -0.18 | + |
| 2023 | 155.54 | 5.65 | 0.04 | - |
| 2024 | 121.00 | -1.03 | -0.01 | - |
| 2025 | 17.02 | 12.13 | 0.71 | - |
| Metric | 11389821:btcusd:triple_med_gx:lsma125_95 | 11389821:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.84% | 31.76% |
| 6M | 12.13% | 12.25% |
| YTD | 12.13% | 17.02% |
| 1Y | 3.65% | 57.19% |
| 3Y (ann.) | 4.55% | 55.42% |
| 5Y (ann.) | 8.22% | 32.3% |
| Metric | 11389821:btcusd:triple_med_gx:lsma125_95 | 11389821:BTCUSD |
|---|---|---|
| Max Drawdown | -15.29% | -67.18% |
| Longest DD Days | 513.0 | 683.0 |
| Avg. Drawdown | -3.61% | -7.61% |
| Avg. Drawdown Days | 95.0 | 38.0 |
| Recovery Factor | 1.96 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-10 | 2025-06-11 | -15.29 | 396 |
| 2022-09-13 | 2024-02-09 | -14.62 | 513 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-02-09 | 2024-05-10 | -3.47 | 90 |
| 2022-07-08 | 2022-09-12 | -1.76 | 66 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-03-16 | 2022-03-16 | -0.54 | 0 |
| 2022-03-19 | 2022-05-28 | -0.42 | 70 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| Metric | 11389821:btcusd:triple_med_gx:lsma125_95 | 11389821:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 10.85% | 35.75% |
| Worst Week | -8.94% | -29.64% |
| Best Month | 10.85% | 43.77% |
| Worst Month | -8.94% | -37.12% |
| Best Year | 12.13% | 155.54% |
| Worst Year | -1.03% | -61.73% |
| Avg. Up Day | 0.83% | 0.83% |
| Avg. Down Day | -0.69% | -0.69% |
| Avg. Up Week | 4.46% | 7.39% |
| Avg. Down Week | -3.05% | -5.59% |
| Avg. Up Month | 5.51% | 19.12% |
| Avg. Down Month | -4.27% | -6.77% |
| Win Days % | 48.88% | 51.27% |
| Win Month % | 47.83% | 60.98% |
| Win Week % | 45.45% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |