| Metric | 11375177:btcusd:triple_med_gx:lsma125_40 | 11375177:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 26.04% | 215.74% |
| Max Drawdown | -29.34% | -67.18% |
| Sharpe | 0.21 | 0.45 |
| Sortino | 0.31 | 0.65 |
| Payoff Ratio | 1.12 | 1.03 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 31.08 | 3.41 |
| Outlier Loss Ratio | 4.45 | 3.43 |
| Volatility (ann.) | 10.56% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.24 | 0.59 |
| Skew | 0.82 | 0.2 |
| Kurtosis | 41.33 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.78% |
| Expected Yearly % | 5.96% | 33.3% |
| Kelly Criterion | 0.25% | 4.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.22% |
| Expected Shortfall (cVaR) | -0.9% | -2.22% |
| Year | 11375177:BTCUSD | 11375177:btcusd:triple_med_gx:lsma125_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 21.97 | -0.39 | + |
| 2023 | 155.54 | 2.70 | 0.02 | - |
| 2024 | 121.00 | 3.96 | 0.03 | - |
| 2025 | 30.14 | -3.21 | -0.11 | - |
| Metric | 11375177:btcusd:triple_med_gx:lsma125_40 | 11375177:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 10.13% | 45.08% |
| 6M | -0.27% | 28.47% |
| YTD | -3.21% | 30.14% |
| 1Y | 4.61% | 105.13% |
| 3Y (ann.) | 2.47% | 81.7% |
| 5Y (ann.) | 6.94% | 39.56% |
| Metric | 11375177:btcusd:triple_med_gx:lsma125_40 | 11375177:BTCUSD |
|---|---|---|
| Max Drawdown | -29.34% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -4.35% | -6.45% |
| Avg. Drawdown Days | 53.0 | 33.0 |
| Recovery Factor | 0.89 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -29.34 | 489 |
| 2022-06-06 | 2023-01-20 | -18.63 | 228 |
| 2023-01-21 | 2024-02-02 | -15.02 | 376 |
| 2022-02-05 | 2022-03-24 | -8.49 | 47 |
| 2022-03-31 | 2022-05-04 | -6.53 | 34 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-02-01 | 2022-02-04 | -3.35 | 2 |
| 2022-05-23 | 2022-05-29 | -3.14 | 6 |
| 2024-02-15 | 2024-03-04 | -2.35 | 17 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| Metric | 11375177:btcusd:triple_med_gx:lsma125_40 | 11375177:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.44% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 14.7% | 43.77% |
| Worst Month | -13.1% | -37.12% |
| Best Year | 21.97% | 155.54% |
| Worst Year | -3.21% | -57.04% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.71% | -0.79% |
| Avg. Up Week | 3.34% | 5.11% |
| Avg. Down Week | -2.73% | -4.24% |
| Avg. Up Month | 4.89% | 16.99% |
| Avg. Down Month | -4.39% | -12.51% |
| Win Days % | 47.41% | 51.33% |
| Win Month % | 58.54% | 61.9% |
| Win Week % | 51.38% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |