| Metric | 11381604:btcusd:triple_med_gx:lsma125_65 | 11381604:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 24.6% | 152.93% |
| Max Drawdown | -16.26% | -67.18% |
| Sharpe | 0.26 | 0.4 |
| Sortino | 0.37 | 0.58 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 0.58 | 1.06 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 0.51 | 0.99 |
| Outlier Win Ratio | 58.25 | 3.16 |
| Outlier Loss Ratio | 3.82 | 3.05 |
| Volatility (ann.) | 7.65% | 26.28% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.42 | 0.48 |
| Skew | -0.82 | 0.18 |
| Kurtosis | 78.84 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.29% |
| Expected Yearly % | 5.65% | 26.11% |
| Kelly Criterion | 3.5% | 7.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.23% |
| Expected Shortfall (cVaR) | -0.65% | -2.23% |
| Year | 11381604:BTCUSD | 11381604:btcusd:triple_med_gx:lsma125_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 9.09 | -0.15 | + |
| 2023 | 155.54 | 21.21 | 0.14 | - |
| 2024 | 121.00 | -1.63 | -0.01 | - |
| 2025 | 17.02 | -4.20 | -0.25 | - |
| Metric | 11381604:btcusd:triple_med_gx:lsma125_65 | 11381604:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.41% | 31.76% |
| 6M | -4.2% | 12.25% |
| YTD | -4.2% | 17.02% |
| 1Y | -1.2% | 57.19% |
| 3Y (ann.) | 5.38% | 55.42% |
| 5Y (ann.) | 6.86% | 32.3% |
| Metric | 11381604:btcusd:triple_med_gx:lsma125_65 | 11381604:BTCUSD |
|---|---|---|
| Max Drawdown | -16.26% | -67.18% |
| Longest DD Days | 767.0 | 683.0 |
| Avg. Drawdown | -3.22% | -7.61% |
| Avg. Drawdown Days | 59.0 | 38.0 |
| Recovery Factor | 1.51 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-06 | 2025-06-11 | -16.26 | 767 |
| 2022-09-13 | 2023-01-13 | -14.47 | 121 |
| 2022-03-06 | 2022-05-30 | -6.50 | 84 |
| 2022-06-29 | 2022-07-04 | -5.54 | 5 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2022-07-08 | 2022-09-12 | -1.77 | 66 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| Metric | 11381604:btcusd:triple_med_gx:lsma125_65 | 11381604:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.08% | 35.75% |
| Worst Week | -8.73% | -29.64% |
| Best Month | 13.99% | 43.77% |
| Worst Month | -8.77% | -37.12% |
| Best Year | 21.21% | 155.54% |
| Worst Year | -4.2% | -61.73% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 4.28% | 8.28% |
| Avg. Down Week | -3.51% | -4.52% |
| Avg. Up Month | 4.84% | 15.49% |
| Avg. Down Month | -3.49% | -10.43% |
| Win Days % | 48.51% | 51.27% |
| Win Month % | 51.85% | 60.98% |
| Win Week % | 51.11% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |