| Metric | 11392884:btcusd:triple_med_gx:lsma125_105 | 11392884:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 24.02% | 152.36% |
| Max Drawdown | -15.12% | -67.18% |
| Sharpe | 0.34 | 0.4 |
| Sortino | 0.49 | 0.58 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.79 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 111.53 | 2.8 |
| Outlier Loss Ratio | 3.81 | 2.6 |
| Volatility (ann.) | 5.11% | 26.27% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.44 | 0.48 |
| Skew | -3.9 | 0.18 |
| Kurtosis | 231.89 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.28% |
| Expected Yearly % | 5.53% | 26.04% |
| Kelly Criterion | 6.17% | 12.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.23% |
| Expected Shortfall (cVaR) | -0.43% | -2.23% |
| Year | 11392884:BTCUSD | 11392884:btcusd:triple_med_gx:lsma125_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 1.41 | -0.02 | + |
| 2023 | 155.54 | 10.59 | 0.07 | - |
| 2024 | 121.00 | -0.26 | -0.00 | - |
| 2025 | 16.76 | 10.88 | 0.65 | - |
| Metric | 11392884:btcusd:triple_med_gx:lsma125_105 | 11392884:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.32% | 31.46% |
| 6M | 10.88% | 12.77% |
| YTD | 10.88% | 16.76% |
| 1Y | 2.82% | 56.84% |
| 3Y (ann.) | 5.31% | 55.31% |
| 5Y (ann.) | 6.71% | 32.21% |
| Metric | 11392884:btcusd:triple_med_gx:lsma125_105 | 11392884:BTCUSD |
|---|---|---|
| Max Drawdown | -15.12% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -3.88% | -7.61% |
| Avg. Drawdown Days | 114.0 | 38.0 |
| Recovery Factor | 1.59 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2023-10-20 | -15.12 | 469 |
| 2024-05-10 | 2025-06-11 | -13.80 | 397 |
| 2023-10-20 | 2024-02-08 | -3.69 | 110 |
| 2022-03-16 | 2022-03-18 | -1.90 | 1 |
| 2024-02-09 | 2024-05-09 | -1.66 | 90 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2024-05-10 | 2024-05-10 | -0.49 | 0 |
| 2022-03-19 | 2022-05-30 | -0.42 | 72 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| 2022-07-06 | 2022-07-06 | -0.18 | 0 |
| Metric | 11392884:btcusd:triple_med_gx:lsma125_105 | 11392884:BTCUSD |
|---|---|---|
| Best Day | 3.51% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 8.85% | 35.75% |
| Worst Week | -10.2% | -29.64% |
| Best Month | 8.85% | 43.77% |
| Worst Month | -10.2% | -37.12% |
| Best Year | 10.88% | 155.54% |
| Worst Year | -0.26% | -61.73% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.67% | -0.7% |
| Avg. Up Week | 4.2% | 8.25% |
| Avg. Down Week | -2.66% | -5.59% |
| Avg. Up Month | 4.11% | 18.4% |
| Avg. Down Month | -4.7% | -6.77% |
| Win Days % | 46.67% | 51.26% |
| Win Month % | 56.52% | 60.98% |
| Win Week % | 41.94% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |