| Metric | 11392919:btcusd:triple_med_gx:lsma125_105 | 11392919:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 22.55% | 172.16% |
| Max Drawdown | -15.58% | -67.18% |
| Sharpe | 0.33 | 0.42 |
| Sortino | 0.47 | 0.61 |
| Payoff Ratio | 1.23 | 1.22 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.78 | 0.67 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 118.7 | 2.78 |
| Outlier Loss Ratio | 3.62 | 2.6 |
| Volatility (ann.) | 4.97% | 26.26% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.41 | 0.53 |
| Skew | -4.54 | 0.19 |
| Kurtosis | 255.37 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.5% | 2.47% |
| Expected Yearly % | 5.21% | 28.44% |
| Kelly Criterion | 7.16% | 11.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.23% |
| Expected Shortfall (cVaR) | -0.42% | -2.23% |
| Year | 11392919:BTCUSD | 11392919:btcusd:triple_med_gx:lsma125_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 0.76 | -0.01 | + |
| 2023 | 155.54 | 11.97 | 0.08 | - |
| 2024 | 121.00 | 3.68 | 0.03 | - |
| 2025 | 16.76 | 4.76 | 0.28 | - |
| Metric | 11392919:btcusd:triple_med_gx:lsma125_105 | 11392919:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.35% | 31.46% |
| 6M | 4.76% | 12.77% |
| YTD | 4.76% | 16.76% |
| 1Y | -0.94% | 56.84% |
| 3Y (ann.) | 5.03% | 55.31% |
| 5Y (ann.) | 6.33% | 35.29% |
| Metric | 11392919:btcusd:triple_med_gx:lsma125_105 | 11392919:BTCUSD |
|---|---|---|
| Max Drawdown | -15.58% | -67.18% |
| Longest DD Days | 397.0 | 683.0 |
| Avg. Drawdown | -3.55% | -7.19% |
| Avg. Drawdown Days | 84.0 | 37.0 |
| Recovery Factor | 1.45 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2023-05-30 | -15.58 | 326 |
| 2024-05-10 | 2025-06-11 | -11.90 | 397 |
| 2023-05-30 | 2023-10-20 | -6.51 | 142 |
| 2023-10-20 | 2024-02-08 | -4.04 | 111 |
| 2022-05-31 | 2022-07-07 | -1.92 | 36 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| 2024-05-10 | 2024-05-10 | -0.49 | 0 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| 2022-05-30 | 2022-05-30 | -0.18 | 0 |
| 2022-03-17 | 2022-03-17 | -0.18 | 0 |
| Metric | 11392919:btcusd:triple_med_gx:lsma125_105 | 11392919:BTCUSD |
|---|---|---|
| Best Day | 3.51% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 10.05% | 35.75% |
| Worst Week | -10.38% | -29.64% |
| Best Month | 10.05% | 43.77% |
| Worst Month | -10.38% | -37.12% |
| Best Year | 11.97% | 155.54% |
| Worst Year | 0.76% | -58.73% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 3.6% | 7.67% |
| Avg. Down Week | -3.48% | -6.02% |
| Avg. Up Month | 4.28% | 18.65% |
| Avg. Down Month | -3.63% | -11.82% |
| Win Days % | 48.73% | 51.29% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 53.57% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 75.0% |