| Metric | 11383838:btcusd:triple_med_gx:lsma125_75 | 11383838:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 54.51% | 183.63% |
| Max Drawdown | -20.32% | -67.18% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.6 | 0.62 |
| Payoff Ratio | 1.2 | 1.19 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.69 | 1.06 |
| CPC Index | 0.67 | 0.65 |
| Tail Ratio | 1.44 | 0.99 |
| Outlier Win Ratio | 40.09 | 3.35 |
| Outlier Loss Ratio | 4.06 | 3.2 |
| Volatility (ann.) | 9.5% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.68 | 0.54 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 52.02 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.58% |
| Expected Yearly % | 11.49% | 29.77% |
| Kelly Criterion | 3.39% | 10.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11383838:BTCUSD | 11383838:btcusd:triple_med_gx:lsma125_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 1.35 | -0.02 | + |
| 2023 | 155.54 | 18.85 | 0.12 | - |
| 2024 | 121.00 | 27.71 | 0.23 | - |
| 2025 | 17.02 | 0.44 | 0.03 | - |
| Metric | 11383838:btcusd:triple_med_gx:lsma125_75 | 11383838:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.02% | 31.76% |
| 6M | -10.24% | 12.25% |
| YTD | 0.44% | 17.02% |
| 1Y | 4.28% | 57.19% |
| 3Y (ann.) | 16.02% | 55.42% |
| 5Y (ann.) | 13.84% | 36.43% |
| Metric | 11383838:btcusd:triple_med_gx:lsma125_75 | 11383838:BTCUSD |
|---|---|---|
| Max Drawdown | -20.32% | -67.18% |
| Longest DD Days | 353.0 | 683.0 |
| Avg. Drawdown | -3.68% | -6.9% |
| Avg. Drawdown Days | 36.0 | 35.0 |
| Recovery Factor | 2.68 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-31 | 2023-03-19 | -20.32 | 353 |
| 2024-11-12 | 2025-06-11 | -19.50 | 211 |
| 2024-07-04 | 2024-09-19 | -10.31 | 77 |
| 2023-04-15 | 2023-06-21 | -9.70 | 67 |
| 2022-03-09 | 2022-03-28 | -8.42 | 18 |
| 2024-05-05 | 2024-05-20 | -5.53 | 15 |
| 2024-04-08 | 2024-05-03 | -4.94 | 25 |
| 2023-09-28 | 2023-12-05 | -4.09 | 67 |
| 2024-01-31 | 2024-02-07 | -3.81 | 7 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| Metric | 11383838:btcusd:triple_med_gx:lsma125_75 | 11383838:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 14.32% | 35.75% |
| Worst Week | -8.9% | -29.64% |
| Best Month | 14.32% | 43.77% |
| Worst Month | -10.63% | -37.12% |
| Best Year | 27.71% | 155.54% |
| Worst Year | 0.44% | -57.08% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.26% | 8.08% |
| Avg. Down Week | -2.76% | -4.27% |
| Avg. Up Month | 5.24% | 16.63% |
| Avg. Down Month | -4.03% | -16.32% |
| Win Days % | 47.25% | 51.32% |
| Win Month % | 61.76% | 60.98% |
| Win Week % | 56.0% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |