| Metric | 11375122:btcusd:triple_med_gx:lsma125_40 | 11375122:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 5.74% | 215.74% |
| Max Drawdown | -27.83% | -67.18% |
| Sharpe | 0.09 | 0.45 |
| Sortino | 0.13 | 0.65 |
| Payoff Ratio | 1.1 | 1.01 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.25 | 1.08 |
| CPC Index | 0.53 | 0.56 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 30.41 | 3.43 |
| Outlier Loss Ratio | 4.41 | 3.48 |
| Volatility (ann.) | 10.86% | 26.13% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.06 | 0.59 |
| Skew | 0.63 | 0.2 |
| Kurtosis | 39.19 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.78% |
| Expected Yearly % | 1.4% | 33.3% |
| Kelly Criterion | -1.25% | 3.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11375122:BTCUSD | 11375122:btcusd:triple_med_gx:lsma125_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 3.11 | -0.05 | + |
| 2023 | 155.54 | -4.50 | -0.03 | - |
| 2024 | 121.00 | 19.44 | 0.16 | - |
| 2025 | 30.14 | -10.10 | -0.34 | - |
| Metric | 11375122:btcusd:triple_med_gx:lsma125_40 | 11375122:BTCUSD |
|---|---|---|
| MTD | 3.66% | 13.36% |
| 3M | 8.51% | 45.08% |
| 6M | -5.64% | 28.47% |
| YTD | -10.1% | 30.14% |
| 1Y | 0.18% | 105.13% |
| 3Y (ann.) | 2.38% | 81.7% |
| 5Y (ann.) | 1.63% | 39.56% |
| Metric | 11375122:btcusd:triple_med_gx:lsma125_40 | 11375122:BTCUSD |
|---|---|---|
| Max Drawdown | -27.83% | -67.18% |
| Longest DD Days | 637.0 | 683.0 |
| Avg. Drawdown | -6.09% | -6.45% |
| Avg. Drawdown Days | 82.0 | 33.0 |
| Recovery Factor | 0.21 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -27.83 | 469 |
| 2022-06-06 | 2024-03-04 | -25.81 | 637 |
| 2022-03-31 | 2022-05-30 | -8.10 | 59 |
| 2022-02-10 | 2022-03-22 | -7.86 | 39 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-06-03 | 2022-06-06 | -3.58 | 3 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2024-03-11 | 2024-03-30 | -0.99 | 18 |
| Metric | 11375122:btcusd:triple_med_gx:lsma125_40 | 11375122:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 10.06% | 35.75% |
| Worst Week | -7.23% | -29.64% |
| Best Month | 18.97% | 43.77% |
| Worst Month | -13.23% | -37.12% |
| Best Year | 19.44% | 155.54% |
| Worst Year | -10.1% | -57.04% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.72% | -0.8% |
| Avg. Up Week | 2.97% | 5.93% |
| Avg. Down Week | -2.87% | -4.17% |
| Avg. Up Month | 6.02% | 16.59% |
| Avg. Down Month | -5.52% | -13.1% |
| Win Days % | 46.98% | 51.33% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 50.43% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |