| Metric | 11385232:btcusd:triple_med_gx:lsma125_80 | 11385232:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 74.02% | 185.19% |
| Max Drawdown | -18.62% | -67.18% |
| Sharpe | 0.49 | 0.42 |
| Sortino | 0.77 | 0.61 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 2.02 | 1.07 |
| CPC Index | 0.74 | 0.65 |
| Tail Ratio | 1.64 | 1.0 |
| Outlier Win Ratio | 42.96 | 3.37 |
| Outlier Loss Ratio | 4.04 | 3.23 |
| Volatility (ann.) | 9.09% | 26.05% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.94 | 0.53 |
| Skew | 1.77 | 0.18 |
| Kurtosis | 56.78 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.33% | 2.53% |
| Expected Yearly % | 14.86% | 29.95% |
| Kelly Criterion | 7.19% | 10.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.21% |
| Expected Shortfall (cVaR) | -0.77% | -2.21% |
| Year | 11385232:BTCUSD | 11385232:btcusd:triple_med_gx:lsma125_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 11.48 | -0.19 | + |
| 2023 | 155.54 | 6.77 | 0.04 | - |
| 2024 | 121.00 | 41.91 | 0.35 | - |
| 2025 | 27.10 | 3.03 | 0.11 | - |
| Metric | 11385232:btcusd:triple_med_gx:lsma125_80 | 11385232:BTCUSD |
|---|---|---|
| MTD | 4.24% | 10.71% |
| 3M | 9.22% | 41.88% |
| 6M | 7.8% | 22.91% |
| YTD | 3.03% | 27.1% |
| 1Y | 19.42% | 82.29% |
| 3Y (ann.) | 20.28% | 77.48% |
| 5Y (ann.) | 17.44% | 35.54% |
| Metric | 11385232:btcusd:triple_med_gx:lsma125_80 | 11385232:BTCUSD |
|---|---|---|
| Max Drawdown | -18.62% | -67.18% |
| Longest DD Days | 426.0 | 683.0 |
| Avg. Drawdown | -2.61% | -6.76% |
| Avg. Drawdown Days | 33.0 | 35.0 |
| Recovery Factor | 3.98 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-07-17 | -18.62 | 245 |
| 2022-10-05 | 2023-12-05 | -13.96 | 426 |
| 2022-03-09 | 2022-09-09 | -11.29 | 183 |
| 2024-05-05 | 2024-05-20 | -4.96 | 14 |
| 2024-04-08 | 2024-05-03 | -4.94 | 25 |
| 2024-01-07 | 2024-02-01 | -3.62 | 25 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-21 | 2024-11-11 | -2.87 | 21 |
| 2024-05-21 | 2024-08-20 | -2.59 | 91 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 11385232:btcusd:triple_med_gx:lsma125_80 | 11385232:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.58% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 15.49% | 43.77% |
| Worst Month | -7.36% | -37.12% |
| Best Year | 41.91% | 155.54% |
| Worst Year | 3.03% | -60.27% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 3.57% | 8.0% |
| Avg. Down Week | -2.42% | -5.1% |
| Avg. Up Month | 5.91% | 18.14% |
| Avg. Down Month | -2.49% | -14.34% |
| Win Days % | 49.12% | 51.29% |
| Win Month % | 54.29% | 61.9% |
| Win Week % | 56.92% | 51.37% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |