| Metric | 11382531:btcusd:triple_med_gx:lsma125_70 | 11382531:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 35.83% | 183.63% |
| Max Drawdown | -29.54% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.41 | 0.62 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.47 | 1.06 |
| CPC Index | 0.6 | 0.62 |
| Tail Ratio | 1.32 | 0.99 |
| Outlier Win Ratio | 37.15 | 3.37 |
| Outlier Loss Ratio | 3.92 | 3.28 |
| Volatility (ann.) | 10.03% | 26.35% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.32 | 0.54 |
| Skew | 0.63 | 0.2 |
| Kurtosis | 46.36 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.58% |
| Expected Yearly % | 7.96% | 29.77% |
| Kelly Criterion | 1.59% | 8.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11382531:BTCUSD | 11382531:btcusd:triple_med_gx:lsma125_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -9.07 | 0.16 | + |
| 2023 | 155.54 | 17.91 | 0.12 | - |
| 2024 | 121.00 | 22.40 | 0.19 | - |
| 2025 | 17.02 | 3.50 | 0.21 | - |
| Metric | 11382531:btcusd:triple_med_gx:lsma125_70 | 11382531:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.62% | 31.76% |
| 6M | -2.34% | 12.25% |
| YTD | 3.5% | 17.02% |
| 1Y | 17.09% | 57.19% |
| 3Y (ann.) | 12.34% | 55.42% |
| 5Y (ann.) | 9.55% | 36.43% |
| Metric | 11382531:btcusd:triple_med_gx:lsma125_70 | 11382531:BTCUSD |
|---|---|---|
| Max Drawdown | -29.54% | -67.18% |
| Longest DD Days | 678.0 | 683.0 |
| Avg. Drawdown | -4.8% | -6.9% |
| Avg. Drawdown Days | 68.0 | 35.0 |
| Recovery Factor | 1.21 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-31 | 2024-02-07 | -29.54 | 678 |
| 2024-12-17 | 2025-06-11 | -15.46 | 175 |
| 2022-03-09 | 2022-03-28 | -8.42 | 18 |
| 2024-04-08 | 2024-09-18 | -7.62 | 163 |
| 2024-03-10 | 2024-04-08 | -7.15 | 28 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| 2024-09-20 | 2024-10-18 | -2.66 | 28 |
| 2024-11-12 | 2024-12-16 | -1.91 | 34 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11382531:btcusd:triple_med_gx:lsma125_70 | 11382531:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 14.32% | 35.75% |
| Worst Week | -10.81% | -29.64% |
| Best Month | 14.32% | 43.77% |
| Worst Month | -8.89% | -37.12% |
| Best Year | 22.4% | 155.54% |
| Worst Year | -9.07% | -57.08% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 3.17% | 7.83% |
| Avg. Down Week | -3.19% | -4.78% |
| Avg. Up Month | 5.09% | 17.77% |
| Avg. Down Month | -4.24% | -14.33% |
| Win Days % | 47.62% | 51.32% |
| Win Month % | 51.43% | 60.98% |
| Win Week % | 61.64% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |