| Metric | 11378377:btcusd:triple_med_gx:lsma125_55 | 11378377:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 53.81% | 215.74% |
| Max Drawdown | -28.14% | -67.18% |
| Sharpe | 0.37 | 0.45 |
| Sortino | 0.54 | 0.65 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.71 | 1.08 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.49 | 1.0 |
| Outlier Win Ratio | 34.78 | 3.35 |
| Outlier Loss Ratio | 4.2 | 3.38 |
| Volatility (ann.) | 9.86% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.47 | 0.59 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 46.29 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 2.78% |
| Expected Yearly % | 11.36% | 33.3% |
| Kelly Criterion | 3.27% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11378377:BTCUSD | 11378377:btcusd:triple_med_gx:lsma125_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 45.40 | -0.80 | + |
| 2023 | 155.54 | -19.13 | -0.12 | - |
| 2024 | 121.00 | 14.51 | 0.12 | - |
| 2025 | 30.14 | 14.24 | 0.47 | - |
| Metric | 11378377:btcusd:triple_med_gx:lsma125_55 | 11378377:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 11.73% | 45.08% |
| 6M | 12.18% | 28.47% |
| YTD | 14.24% | 30.14% |
| 1Y | 20.49% | 105.13% |
| 3Y (ann.) | 7.39% | 81.7% |
| 5Y (ann.) | 13.29% | 39.56% |
| Metric | 11378377:btcusd:triple_med_gx:lsma125_55 | 11378377:BTCUSD |
|---|---|---|
| Max Drawdown | -28.14% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.71% | -6.45% |
| Avg. Drawdown Days | 65.0 | 33.0 |
| Recovery Factor | 1.91 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -28.14 | 904 |
| 2022-06-06 | 2022-07-18 | -12.48 | 41 |
| 2022-07-24 | 2022-09-17 | -11.06 | 54 |
| 2022-02-16 | 2022-04-25 | -9.98 | 68 |
| 2022-04-26 | 2022-05-29 | -7.26 | 33 |
| 2022-10-05 | 2022-11-04 | -4.51 | 30 |
| 2022-11-05 | 2022-12-08 | -3.63 | 33 |
| 2022-02-05 | 2022-02-15 | -3.11 | 9 |
| 2022-12-09 | 2022-12-13 | -1.77 | 3 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| Metric | 11378377:btcusd:triple_med_gx:lsma125_55 | 11378377:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 16.06% | 43.77% |
| Worst Month | -7.12% | -37.12% |
| Best Year | 45.4% | 155.54% |
| Worst Year | -19.13% | -57.04% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.74% | 5.45% |
| Avg. Down Week | -2.56% | -5.08% |
| Avg. Up Month | 3.91% | 15.51% |
| Avg. Down Month | -3.17% | -14.59% |
| Win Days % | 49.79% | 51.33% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 53.12% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |