| Metric | 11392349:btcusd:triple_med_gx:lsma125_105 | 11392349:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -17.91% | 183.29% |
| Max Drawdown | -35.59% | -67.18% |
| Sharpe | -0.14 | 0.43 |
| Sortino | -0.2 | 0.62 |
| Payoff Ratio | 1.13 | 0.99 |
| Profit Factor | 0.93 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.45 | 0.55 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 59.32 | 3.02 |
| Outlier Loss Ratio | 3.75 | 3.06 |
| Volatility (ann.) | 8.19% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.16 | 0.54 |
| Skew | 0.18 | 0.2 |
| Kurtosis | 79.37 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.48% | 2.57% |
| Expected Yearly % | -4.81% | 29.73% |
| Kelly Criterion | -8.55% | 2.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11392349:BTCUSD | 11392349:btcusd:triple_med_gx:lsma125_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -14.70 | 0.26 | + |
| 2023 | 155.54 | 43.49 | 0.28 | - |
| 2024 | 121.00 | -17.96 | -0.15 | - |
| 2025 | 16.76 | -18.25 | -1.09 | - |
| Metric | 11392349:btcusd:triple_med_gx:lsma125_105 | 11392349:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -15.78% | 31.46% |
| 6M | -22.14% | 12.77% |
| YTD | -18.25% | 16.76% |
| 1Y | -32.61% | 56.84% |
| 3Y (ann.) | 3.28% | 55.31% |
| 5Y (ann.) | -5.71% | 36.34% |
| Metric | 11392349:btcusd:triple_med_gx:lsma125_105 | 11392349:BTCUSD |
|---|---|---|
| Max Drawdown | -35.59% | -67.18% |
| Longest DD Days | 625.0 | 683.0 |
| Avg. Drawdown | -6.96% | -6.73% |
| Avg. Drawdown Days | 108.0 | 34.0 |
| Recovery Factor | -0.5 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-11 | 2025-06-11 | -35.59 | 516 |
| 2022-02-01 | 2023-10-20 | -30.94 | 625 |
| 2023-12-19 | 2024-01-08 | -3.15 | 20 |
| 2023-11-24 | 2023-12-18 | -2.91 | 24 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2023-11-07 | 2023-11-07 | -0.98 | 0 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| 2023-10-23 | 2023-10-23 | -0.43 | 0 |
| 2023-11-08 | 2023-11-08 | -0.40 | 0 |
| 2023-11-24 | 2023-11-24 | -0.18 | 0 |
| Metric | 11392349:btcusd:triple_med_gx:lsma125_105 | 11392349:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -9.56% | -29.64% |
| Best Month | 21.12% | 43.77% |
| Worst Month | -12.44% | -37.12% |
| Best Year | 43.49% | 155.54% |
| Worst Year | -18.25% | -57.04% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.8% | -0.93% |
| Avg. Up Week | 3.42% | 6.05% |
| Avg. Down Week | -2.89% | -6.15% |
| Avg. Up Month | 4.8% | 17.04% |
| Avg. Down Month | -4.18% | -14.03% |
| Win Days % | 42.36% | 51.3% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 41.56% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |