| Metric | 11376101:btcusd:triple_med_gx:lsma125_45 | 11376101:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 28.23% | 215.74% |
| Max Drawdown | -20.42% | -67.18% |
| Sharpe | 0.23 | 0.45 |
| Sortino | 0.34 | 0.65 |
| Payoff Ratio | 1.14 | 1.04 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.3 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 31.94 | 3.42 |
| Outlier Loss Ratio | 4.51 | 3.36 |
| Volatility (ann.) | 10.38% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.37 | 0.59 |
| Skew | 1.2 | 0.2 |
| Kurtosis | 43.45 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.78% |
| Expected Yearly % | 6.41% | 33.3% |
| Kelly Criterion | 0.2% | 4.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11376101:BTCUSD | 11376101:btcusd:triple_med_gx:lsma125_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 26.61 | -0.47 | + |
| 2023 | 155.54 | -8.34 | -0.05 | - |
| 2024 | 121.00 | 23.48 | 0.19 | - |
| 2025 | 30.14 | -10.51 | -0.35 | - |
| Metric | 11376101:btcusd:triple_med_gx:lsma125_45 | 11376101:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 4.51% | 45.08% |
| 6M | -6.52% | 28.47% |
| YTD | -10.51% | 30.14% |
| 1Y | -2.02% | 105.13% |
| 3Y (ann.) | 2.49% | 81.7% |
| 5Y (ann.) | 7.48% | 39.56% |
| Metric | 11376101:btcusd:triple_med_gx:lsma125_45 | 11376101:BTCUSD |
|---|---|---|
| Max Drawdown | -20.42% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -3.95% | -6.45% |
| Avg. Drawdown Days | 49.0 | 33.0 |
| Recovery Factor | 1.38 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -20.42 | 469 |
| 2022-06-06 | 2023-01-21 | -18.19 | 228 |
| 2023-01-26 | 2024-03-04 | -17.68 | 403 |
| 2022-04-23 | 2022-05-22 | -7.02 | 29 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-02-05 | 2022-02-15 | -4.43 | 10 |
| 2022-03-25 | 2022-04-01 | -2.75 | 7 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11376101:btcusd:triple_med_gx:lsma125_45 | 11376101:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.67% | -29.64% |
| Best Month | 19.04% | 43.77% |
| Worst Month | -11.96% | -37.12% |
| Best Year | 26.61% | 155.54% |
| Worst Year | -10.51% | -57.04% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.69% | -0.77% |
| Avg. Up Week | 3.26% | 5.69% |
| Avg. Down Week | -2.73% | -3.95% |
| Avg. Up Month | 5.7% | 15.37% |
| Avg. Down Month | -3.74% | -12.29% |
| Win Days % | 46.9% | 51.33% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 48.25% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |