| Metric | 11380957:btcusd:triple_med_gx:lsma125_65 | 11380957:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 27.36% | 215.74% |
| Max Drawdown | -23.1% | -67.18% |
| Sharpe | 0.22 | 0.45 |
| Sortino | 0.31 | 0.65 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.59 | 1.08 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.47 | 1.0 |
| Outlier Win Ratio | 34.6 | 3.52 |
| Outlier Loss Ratio | 3.91 | 3.44 |
| Volatility (ann.) | 10.62% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.31 | 0.59 |
| Skew | -0.03 | 0.2 |
| Kurtosis | 43.69 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.78% |
| Expected Yearly % | 6.23% | 33.3% |
| Kelly Criterion | 0.49% | 4.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.22% |
| Expected Shortfall (cVaR) | -0.91% | -2.22% |
| Year | 11380957:BTCUSD | 11380957:btcusd:triple_med_gx:lsma125_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 8.81 | -0.15 | + |
| 2023 | 155.54 | -2.53 | -0.02 | - |
| 2024 | 121.00 | 22.70 | 0.19 | - |
| 2025 | 30.14 | -2.14 | -0.07 | - |
| Metric | 11380957:btcusd:triple_med_gx:lsma125_65 | 11380957:BTCUSD |
|---|---|---|
| MTD | 5.86% | 13.36% |
| 3M | 2.44% | 45.08% |
| 6M | -1.73% | 28.47% |
| YTD | -2.14% | 30.14% |
| 1Y | 2.59% | 105.13% |
| 3Y (ann.) | 8.3% | 81.7% |
| 5Y (ann.) | 7.26% | 39.56% |
| Metric | 11380957:btcusd:triple_med_gx:lsma125_65 | 11380957:BTCUSD |
|---|---|---|
| Max Drawdown | -23.1% | -67.18% |
| Longest DD Days | 619.0 | 683.0 |
| Avg. Drawdown | -4.66% | -6.45% |
| Avg. Drawdown Days | 55.0 | 33.0 |
| Recovery Factor | 1.18 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -23.10 | 233 |
| 2022-02-16 | 2022-07-07 | -21.69 | 141 |
| 2022-07-28 | 2024-04-08 | -20.13 | 619 |
| 2024-09-28 | 2024-11-20 | -6.34 | 53 |
| 2024-04-08 | 2024-07-15 | -5.81 | 97 |
| 2024-07-29 | 2024-08-23 | -5.47 | 25 |
| 2022-07-20 | 2022-07-27 | -4.75 | 7 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-08-31 | 2024-09-26 | -2.25 | 26 |
| 2022-07-08 | 2022-07-16 | -2.19 | 8 |
| Metric | 11380957:btcusd:triple_med_gx:lsma125_65 | 11380957:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -12.16% | -29.64% |
| Best Month | 41.46% | 43.77% |
| Worst Month | -12.16% | -37.12% |
| Best Year | 22.7% | 155.54% |
| Worst Year | -2.53% | -57.04% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.79% | 6.77% |
| Avg. Down Week | -3.2% | -6.12% |
| Avg. Up Month | 7.08% | 15.97% |
| Avg. Down Month | -5.35% | -10.21% |
| Win Days % | 48.21% | 51.33% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 45.65% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |