| Metric | 11381312:btcusd:triple_med_gx:lsma125_65 | 11381312:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 50.33% | 162.58% |
| Max Drawdown | -20.5% | -67.18% |
| Sharpe | 0.36 | 0.41 |
| Sortino | 0.55 | 0.59 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.47 | 1.06 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 38.4 | 3.42 |
| Outlier Loss Ratio | 3.9 | 3.28 |
| Volatility (ann.) | 9.84% | 26.28% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.63 | 0.5 |
| Skew | 1.24 | 0.18 |
| Kurtosis | 46.53 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.38% |
| Expected Yearly % | 10.73% | 27.3% |
| Kelly Criterion | 3.79% | 8.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.23% |
| Expected Shortfall (cVaR) | -0.84% | -2.23% |
| Year | 11381312:BTCUSD | 11381312:btcusd:triple_med_gx:lsma125_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 5.71 | -0.09 | + |
| 2023 | 155.54 | 19.38 | 0.12 | - |
| 2024 | 121.00 | 11.05 | 0.09 | - |
| 2025 | 17.02 | 7.28 | 0.43 | - |
| Metric | 11381312:btcusd:triple_med_gx:lsma125_65 | 11381312:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.92% | 31.76% |
| 6M | -3.05% | 12.25% |
| YTD | 7.28% | 17.02% |
| 1Y | 14.78% | 57.19% |
| 3Y (ann.) | 17.07% | 55.42% |
| 5Y (ann.) | 12.95% | 33.42% |
| Metric | 11381312:btcusd:triple_med_gx:lsma125_65 | 11381312:BTCUSD |
|---|---|---|
| Max Drawdown | -20.5% | -67.18% |
| Longest DD Days | 209.0 | 683.0 |
| Avg. Drawdown | -4.32% | -6.97% |
| Avg. Drawdown Days | 40.0 | 36.0 |
| Recovery Factor | 2.45 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2022-10-04 | -20.50 | 209 |
| 2024-11-13 | 2025-06-11 | -19.60 | 209 |
| 2023-03-20 | 2023-08-09 | -13.74 | 141 |
| 2024-04-08 | 2024-09-19 | -12.42 | 164 |
| 2022-10-05 | 2023-01-09 | -7.16 | 96 |
| 2023-08-09 | 2023-12-04 | -5.66 | 117 |
| 2023-02-21 | 2023-03-17 | -4.81 | 24 |
| 2024-01-07 | 2024-02-07 | -4.00 | 31 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| Metric | 11381312:btcusd:triple_med_gx:lsma125_65 | 11381312:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.58% | 35.75% |
| Worst Week | -9.62% | -29.64% |
| Best Month | 15.38% | 43.77% |
| Worst Month | -9.62% | -37.12% |
| Best Year | 19.38% | 155.54% |
| Worst Year | 5.71% | -60.27% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.46% | 7.43% |
| Avg. Down Week | -2.97% | -4.39% |
| Avg. Up Month | 6.37% | 19.24% |
| Avg. Down Month | -3.28% | -14.21% |
| Win Days % | 48.26% | 51.28% |
| Win Month % | 46.88% | 60.98% |
| Win Week % | 59.68% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |