| Metric | 11383439:btcusd:triple_med_gx:lsma125_75 | 11383439:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 25.8% | 183.93% |
| Max Drawdown | -20.68% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.34 | 0.62 |
| Payoff Ratio | 1.1 | 1.0 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.62 | 1.06 |
| CPC Index | 0.58 | 0.55 |
| Tail Ratio | 1.47 | 0.99 |
| Outlier Win Ratio | 42.95 | 3.42 |
| Outlier Loss Ratio | 3.87 | 3.27 |
| Volatility (ann.) | 9.24% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.34 | 0.54 |
| Skew | 0.19 | 0.2 |
| Kurtosis | 47.23 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.58% |
| Expected Yearly % | 5.91% | 29.81% |
| Kelly Criterion | 0.82% | 2.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11383439:BTCUSD | 11383439:btcusd:triple_med_gx:lsma125_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 2.59 | -0.05 | + |
| 2023 | 155.54 | 3.97 | 0.03 | - |
| 2024 | 121.00 | 14.54 | 0.12 | - |
| 2025 | 17.02 | 2.97 | 0.17 | - |
| Metric | 11383439:btcusd:triple_med_gx:lsma125_75 | 11383439:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.37% | 31.76% |
| 6M | -1.56% | 12.25% |
| YTD | 2.97% | 17.02% |
| 1Y | 11.45% | 57.19% |
| 3Y (ann.) | 12.72% | 55.42% |
| 5Y (ann.) | 7.07% | 36.44% |
| Metric | 11383439:btcusd:triple_med_gx:lsma125_75 | 11383439:BTCUSD |
|---|---|---|
| Max Drawdown | -20.68% | -67.18% |
| Longest DD Days | 538.0 | 683.0 |
| Avg. Drawdown | -4.12% | -6.73% |
| Avg. Drawdown Days | 46.0 | 34.0 |
| Recovery Factor | 1.25 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2022-07-18 | -20.68 | 152 |
| 2022-09-20 | 2024-03-11 | -13.59 | 538 |
| 2024-11-23 | 2025-01-15 | -13.38 | 53 |
| 2025-01-28 | 2025-06-11 | -13.24 | 134 |
| 2024-03-13 | 2024-07-26 | -9.28 | 135 |
| 2024-07-29 | 2024-08-23 | -5.47 | 25 |
| 2024-09-28 | 2024-10-28 | -5.15 | 30 |
| 2022-07-20 | 2022-07-28 | -4.75 | 8 |
| 2024-08-25 | 2024-09-26 | -2.92 | 32 |
| 2022-07-28 | 2022-09-07 | -2.76 | 41 |
| Metric | 11383439:btcusd:triple_med_gx:lsma125_75 | 11383439:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 13.03% | 35.75% |
| Worst Week | -9.53% | -29.64% |
| Best Month | 27.93% | 43.77% |
| Worst Month | -9.53% | -37.12% |
| Best Year | 14.54% | 155.54% |
| Worst Year | 2.59% | -57.04% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.8% | -0.9% |
| Avg. Up Week | 3.08% | 5.13% |
| Avg. Down Week | -2.58% | -6.78% |
| Avg. Up Month | 5.37% | 17.93% |
| Avg. Down Month | -3.33% | -13.63% |
| Win Days % | 48.02% | 51.31% |
| Win Month % | 48.72% | 60.98% |
| Win Week % | 53.01% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |