| Metric | 11393955:btcusd:triple_med_gx:lsma125_110 | 11393955:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -2.47% | 183.29% |
| Max Drawdown | -24.4% | -67.18% |
| Sharpe | 0.01 | 0.43 |
| Sortino | 0.01 | 0.62 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.51 | 0.61 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 74.24 | 2.92 |
| Outlier Loss Ratio | 3.96 | 2.93 |
| Volatility (ann.) | 6.83% | 26.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.03 | 0.54 |
| Skew | 2.87 | 0.2 |
| Kurtosis | 98.71 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.06% | 2.57% |
| Expected Yearly % | -0.62% | 29.73% |
| Kelly Criterion | -5.87% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.24% |
| Expected Shortfall (cVaR) | -0.59% | -2.24% |
| Year | 11393955:BTCUSD | 11393955:btcusd:triple_med_gx:lsma125_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -6.95 | 0.12 | + |
| 2023 | 155.54 | 20.94 | 0.13 | - |
| 2024 | 121.00 | 1.71 | 0.01 | - |
| 2025 | 16.76 | -14.79 | -0.88 | - |
| Metric | 11393955:btcusd:triple_med_gx:lsma125_110 | 11393955:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -11.73% | 31.46% |
| 6M | -15.8% | 12.77% |
| YTD | -14.79% | 16.76% |
| 1Y | -18.76% | 56.84% |
| 3Y (ann.) | 4.48% | 55.31% |
| 5Y (ann.) | -0.74% | 36.34% |
| Metric | 11393955:btcusd:triple_med_gx:lsma125_110 | 11393955:BTCUSD |
|---|---|---|
| Max Drawdown | -24.4% | -67.18% |
| Longest DD Days | 628.0 | 683.0 |
| Avg. Drawdown | -5.15% | -6.73% |
| Avg. Drawdown Days | 132.0 | 34.0 |
| Recovery Factor | -0.1 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-19 | 2025-06-11 | -24.40 | 449 |
| 2022-02-02 | 2023-10-23 | -14.87 | 628 |
| 2023-12-19 | 2024-01-08 | -2.92 | 20 |
| 2024-01-09 | 2024-03-04 | -2.43 | 55 |
| 2023-11-09 | 2023-11-24 | -0.69 | 14 |
| 2023-11-24 | 2023-12-18 | -0.59 | 24 |
| 2022-02-02 | 2022-02-02 | -0.18 | 0 |
| 2023-11-08 | 2023-11-08 | -0.18 | 0 |
| 2023-11-08 | 2023-11-08 | -0.09 | 0 |
| Metric | 11393955:btcusd:triple_med_gx:lsma125_110 | 11393955:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -4.82% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -8.53% | -29.64% |
| Best Month | 13.13% | 43.77% |
| Worst Month | -8.53% | -37.12% |
| Best Year | 20.94% | 155.54% |
| Worst Year | -14.79% | -57.04% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.74% | -0.81% |
| Avg. Up Week | 3.49% | 5.39% |
| Avg. Down Week | -2.27% | -4.91% |
| Avg. Up Month | 3.92% | 10.35% |
| Avg. Down Month | -2.27% | -10.82% |
| Win Days % | 42.53% | 51.3% |
| Win Month % | 38.89% | 60.98% |
| Win Week % | 40.58% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |