| Metric | 11384144:btcusd:triple_med_gx:lsma125_75 | 11384144:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 60.84% | 147.72% |
| Max Drawdown | -14.45% | -67.18% |
| Sharpe | 0.54 | 0.39 |
| Sortino | 0.8 | 0.57 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | 109.21 | 1.06 |
| CPC Index | 0.84 | 0.67 |
| Tail Ratio | 82.22 | 0.99 |
| Outlier Win Ratio | 62.39 | 3.16 |
| Outlier Loss Ratio | 4.05 | 2.97 |
| Volatility (ann.) | 7.09% | 26.27% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.07 | 0.47 |
| Skew | -1.21 | 0.18 |
| Kurtosis | 95.8 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.17% | 2.24% |
| Expected Yearly % | 12.62% | 25.46% |
| Kelly Criterion | 11.2% | 11.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.23% |
| Expected Shortfall (cVaR) | -0.6% | -2.23% |
| Year | 11384144:BTCUSD | 11384144:btcusd:triple_med_gx:lsma125_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 17.91 | -0.29 | + |
| 2023 | 155.54 | 9.49 | 0.06 | - |
| 2024 | 121.00 | 1.97 | 0.02 | - |
| 2025 | 17.02 | 22.18 | 1.30 | + |
| Metric | 11384144:btcusd:triple_med_gx:lsma125_75 | 11384144:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 11.24% | 31.76% |
| 6M | 22.18% | 12.25% |
| YTD | 22.18% | 17.02% |
| 1Y | 30.54% | 57.19% |
| 3Y (ann.) | 14.27% | 55.42% |
| 5Y (ann.) | 15.4% | 31.44% |
| Metric | 11384144:btcusd:triple_med_gx:lsma125_75 | 11384144:BTCUSD |
|---|---|---|
| Max Drawdown | -14.45% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -2.91% | -7.67% |
| Avg. Drawdown Days | 43.0 | 38.0 |
| Recovery Factor | 4.21 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -14.45 | 121 |
| 2023-05-29 | 2024-08-23 | -12.43 | 452 |
| 2024-08-26 | 2025-01-15 | -8.54 | 142 |
| 2023-03-01 | 2023-05-28 | -7.74 | 88 |
| 2022-05-25 | 2022-05-30 | -4.50 | 4 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-15 | 2025-03-19 | -3.53 | 4 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2022-07-01 | 2022-07-04 | -2.31 | 2 |
| 2023-02-27 | 2023-03-01 | -1.76 | 2 |
| Metric | 11384144:btcusd:triple_med_gx:lsma125_75 | 11384144:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.75% | 35.75% |
| Worst Week | -8.14% | -29.64% |
| Best Month | 13.04% | 43.77% |
| Worst Month | -8.11% | -37.12% |
| Best Year | 22.18% | 155.54% |
| Worst Year | 1.97% | -62.52% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.66% | -0.68% |
| Avg. Up Week | 5.14% | 8.9% |
| Avg. Down Week | -4.35% | -4.9% |
| Avg. Up Month | 6.53% | 15.6% |
| Avg. Down Month | -2.84% | -6.71% |
| Win Days % | 50.61% | 51.26% |
| Win Month % | 58.33% | 58.54% |
| Win Week % | 57.89% | 50.28% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 100.0% | 75.0% |