| Metric | 11380846:btcusd:triple_med_gx:lsma125_65 | 11380846:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 51.44% | 215.74% |
| Max Drawdown | -19.67% | -67.18% |
| Sharpe | 0.36 | 0.45 |
| Sortino | 0.54 | 0.65 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 2.05 | 1.08 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | 1.78 | 1.0 |
| Outlier Win Ratio | 38.55 | 3.44 |
| Outlier Loss Ratio | 4.06 | 3.31 |
| Volatility (ann.) | 9.57% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.65 | 0.59 |
| Skew | 0.64 | 0.2 |
| Kurtosis | 47.74 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.99% | 2.78% |
| Expected Yearly % | 10.93% | 33.3% |
| Kelly Criterion | 3.27% | 9.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11380846:BTCUSD | 11380846:btcusd:triple_med_gx:lsma125_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 25.53 | -0.45 | + |
| 2023 | 155.54 | -10.58 | -0.07 | - |
| 2024 | 121.00 | 25.98 | 0.21 | - |
| 2025 | 30.14 | 7.09 | 0.24 | - |
| Metric | 11380846:btcusd:triple_med_gx:lsma125_65 | 11380846:BTCUSD |
|---|---|---|
| MTD | 2.28% | 13.36% |
| 3M | 10.46% | 45.08% |
| 6M | 6.76% | 28.47% |
| YTD | 7.09% | 30.14% |
| 1Y | 36.24% | 105.13% |
| 3Y (ann.) | 11.43% | 81.7% |
| 5Y (ann.) | 12.78% | 39.56% |
| Metric | 11380846:btcusd:triple_med_gx:lsma125_65 | 11380846:BTCUSD |
|---|---|---|
| Max Drawdown | -19.67% | -67.18% |
| Longest DD Days | 745.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.45% |
| Avg. Drawdown Days | 52.0 | 33.0 |
| Recovery Factor | 2.61 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-05 | 2024-11-19 | -19.67 | 745 |
| 2025-01-25 | 2025-07-14 | -13.19 | 169 |
| 2022-08-18 | 2022-11-04 | -11.26 | 78 |
| 2022-03-09 | 2022-07-07 | -9.95 | 119 |
| 2022-02-16 | 2022-03-09 | -9.40 | 21 |
| 2024-12-17 | 2025-01-14 | -5.15 | 27 |
| 2024-11-23 | 2024-12-16 | -3.11 | 23 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-20 | 2022-07-27 | -2.06 | 7 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11380846:btcusd:triple_med_gx:lsma125_65 | 11380846:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.73% | 35.75% |
| Worst Week | -9.34% | -29.64% |
| Best Month | 29.39% | 43.77% |
| Worst Month | -9.34% | -37.12% |
| Best Year | 25.98% | 155.54% |
| Worst Year | -10.58% | -57.04% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 4.6% | 6.73% |
| Avg. Down Week | -3.35% | -6.02% |
| Avg. Up Month | 5.38% | 15.28% |
| Avg. Down Month | -4.01% | -14.08% |
| Win Days % | 47.83% | 51.33% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 51.72% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |