| Metric | 11381570:btcusd:triple_med_gx:lsma125_65 | 11381570:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 57.03% | 147.72% |
| Max Drawdown | -14.45% | -67.18% |
| Sharpe | 0.47 | 0.39 |
| Sortino | 0.7 | 0.57 |
| Payoff Ratio | 1.2 | 1.2 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 54.85 | 3.3 |
| Outlier Loss Ratio | 3.96 | 3.04 |
| Volatility (ann.) | 7.88% | 26.27% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.01 | 0.47 |
| Skew | -0.45 | 0.18 |
| Kurtosis | 73.62 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.24% |
| Expected Yearly % | 11.94% | 25.46% |
| Kelly Criterion | 8.34% | 10.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.23% |
| Expected Shortfall (cVaR) | -0.67% | -2.23% |
| Year | 11381570:BTCUSD | 11381570:btcusd:triple_med_gx:lsma125_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 16.52 | -0.26 | + |
| 2023 | 155.54 | 14.96 | 0.10 | - |
| 2024 | 121.00 | 8.53 | 0.07 | - |
| 2025 | 17.02 | 8.02 | 0.47 | - |
| Metric | 11381570:btcusd:triple_med_gx:lsma125_65 | 11381570:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.46% | 31.76% |
| 6M | 8.02% | 12.25% |
| YTD | 8.02% | 17.02% |
| 1Y | 18.54% | 57.19% |
| 3Y (ann.) | 13.3% | 55.42% |
| 5Y (ann.) | 14.57% | 31.44% |
| Metric | 11381570:btcusd:triple_med_gx:lsma125_65 | 11381570:BTCUSD |
|---|---|---|
| Max Drawdown | -14.45% | -67.18% |
| Longest DD Days | 522.0 | 683.0 |
| Avg. Drawdown | -3.58% | -7.67% |
| Avg. Drawdown Days | 48.0 | 38.0 |
| Recovery Factor | 3.95 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -14.45 | 121 |
| 2023-03-20 | 2024-08-23 | -13.66 | 522 |
| 2024-10-21 | 2025-04-21 | -13.13 | 182 |
| 2024-08-26 | 2024-10-18 | -9.35 | 53 |
| 2022-05-31 | 2022-07-04 | -5.37 | 34 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2023-01-13 | 2023-03-17 | -4.64 | 63 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11381570:btcusd:triple_med_gx:lsma125_65 | 11381570:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.75% | 35.75% |
| Worst Week | -7.98% | -29.64% |
| Best Month | 11.73% | 43.77% |
| Worst Month | -8.35% | -37.12% |
| Best Year | 16.52% | 155.54% |
| Worst Year | 8.02% | -62.52% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.7% | -0.71% |
| Avg. Up Week | 4.64% | 8.05% |
| Avg. Down Week | -3.31% | -4.92% |
| Avg. Up Month | 5.25% | 16.8% |
| Avg. Down Month | -2.32% | -10.43% |
| Win Days % | 50.0% | 51.26% |
| Win Month % | 55.56% | 58.54% |
| Win Week % | 54.35% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 75.0% |