| Metric | 11379726:btcusd:triple_med_gx:lsma125_60 | 11379726:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 37.54% | 215.74% |
| Max Drawdown | -26.83% | -67.18% |
| Sharpe | 0.27 | 0.45 |
| Sortino | 0.4 | 0.65 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.53 | 1.08 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | 1.39 | 1.0 |
| Outlier Win Ratio | 33.88 | 3.53 |
| Outlier Loss Ratio | 4.1 | 3.35 |
| Volatility (ann.) | 10.39% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.36 | 0.59 |
| Skew | 0.42 | 0.2 |
| Kurtosis | 42.03 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.78% |
| Expected Yearly % | 8.3% | 33.3% |
| Kelly Criterion | 0.73% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11379726:BTCUSD | 11379726:btcusd:triple_med_gx:lsma125_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 17.25 | -0.30 | + |
| 2023 | 155.54 | -8.57 | -0.06 | - |
| 2024 | 121.00 | 23.10 | 0.19 | - |
| 2025 | 30.14 | 4.23 | 0.14 | - |
| Metric | 11379726:btcusd:triple_med_gx:lsma125_60 | 11379726:BTCUSD |
|---|---|---|
| MTD | 2.55% | 13.36% |
| 3M | 6.55% | 45.08% |
| 6M | 6.34% | 28.47% |
| YTD | 4.23% | 30.14% |
| 1Y | 10.8% | 105.13% |
| 3Y (ann.) | 7.34% | 81.7% |
| 5Y (ann.) | 9.68% | 39.56% |
| Metric | 11379726:btcusd:triple_med_gx:lsma125_60 | 11379726:BTCUSD |
|---|---|---|
| Max Drawdown | -26.83% | -67.18% |
| Longest DD Days | 825.0 | 683.0 |
| Avg. Drawdown | -4.07% | -6.45% |
| Avg. Drawdown Days | 64.0 | 33.0 |
| Recovery Factor | 1.4 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-18 | 2024-11-21 | -26.83 | 825 |
| 2022-03-09 | 2022-07-16 | -13.11 | 128 |
| 2024-11-23 | 2025-07-14 | -13.04 | 233 |
| 2022-02-16 | 2022-03-09 | -10.15 | 21 |
| 2022-07-20 | 2022-07-27 | -4.47 | 7 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| Metric | 11379726:btcusd:triple_med_gx:lsma125_60 | 11379726:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.41% | 35.75% |
| Worst Week | -9.09% | -29.64% |
| Best Month | 40.7% | 43.77% |
| Worst Month | -9.09% | -37.12% |
| Best Year | 23.1% | 155.54% |
| Worst Year | -8.57% | -57.04% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.14% | 6.2% |
| Avg. Down Week | -3.48% | -5.18% |
| Avg. Up Month | 5.98% | 15.83% |
| Avg. Down Month | -5.4% | -12.9% |
| Win Days % | 46.57% | 51.33% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 51.58% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |