| Metric | 11394471:btcusd:triple_med_gx:lsma125_110 | 11394471:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 10.25% | 152.36% |
| Max Drawdown | -15.05% | -67.18% |
| Sharpe | 0.18 | 0.4 |
| Sortino | 0.25 | 0.58 |
| Payoff Ratio | 1.26 | 1.26 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.67 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 142.84 | 2.7 |
| Outlier Loss Ratio | 3.36 | 2.53 |
| Volatility (ann.) | 4.72% | 26.27% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.2 | 0.48 |
| Skew | -5.78 | 0.18 |
| Kurtosis | 305.15 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.28% |
| Expected Yearly % | 2.47% | 26.04% |
| Kelly Criterion | 2.31% | 12.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.23% |
| Expected Shortfall (cVaR) | -0.4% | -2.23% |
| Year | 11394471:BTCUSD | 11394471:btcusd:triple_med_gx:lsma125_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 0.69 | -0.01 | + |
| 2023 | 155.54 | 5.65 | 0.04 | - |
| 2024 | 121.00 | -0.40 | -0.00 | - |
| 2025 | 16.76 | 4.06 | 0.24 | - |
| Metric | 11394471:btcusd:triple_med_gx:lsma125_110 | 11394471:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.83% | 31.46% |
| 6M | 4.06% | 12.77% |
| YTD | 4.06% | 16.76% |
| 1Y | -1.73% | 56.84% |
| 3Y (ann.) | 1.45% | 55.31% |
| 5Y (ann.) | 2.99% | 32.21% |
| Metric | 11394471:btcusd:triple_med_gx:lsma125_110 | 11394471:BTCUSD |
|---|---|---|
| Max Drawdown | -15.05% | -67.18% |
| Longest DD Days | 581.0 | 683.0 |
| Avg. Drawdown | -4.0% | -7.61% |
| Avg. Drawdown Days | 143.0 | 38.0 |
| Recovery Factor | 0.68 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2024-02-09 | -15.05 | 581 |
| 2024-05-10 | 2025-06-11 | -12.33 | 397 |
| 2022-03-17 | 2022-03-18 | -1.79 | 1 |
| 2024-02-09 | 2024-05-09 | -1.45 | 90 |
| 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 |
| 2022-07-07 | 2022-07-07 | -0.18 | 0 |
| Metric | 11394471:btcusd:triple_med_gx:lsma125_110 | 11394471:BTCUSD |
|---|---|---|
| Best Day | 3.51% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 8.1% | 35.75% |
| Worst Week | -10.35% | -29.64% |
| Best Month | 8.1% | 43.77% |
| Worst Month | -10.35% | -37.12% |
| Best Year | 5.65% | 155.54% |
| Worst Year | -0.4% | -61.73% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 2.89% | 7.0% |
| Avg. Down Week | -3.7% | -5.9% |
| Avg. Up Month | 2.87% | 16.48% |
| Avg. Down Month | -5.79% | -7.53% |
| Win Days % | 45.5% | 51.26% |
| Win Month % | 68.18% | 60.98% |
| Win Week % | 57.69% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 75.0% |