| Metric | 11385257:btcusd:triple_med_gx:lsma125_80 | 11385257:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 31.47% | 162.54% |
| Max Drawdown | -21.74% | -67.18% |
| Sharpe | 0.28 | 0.41 |
| Sortino | 0.43 | 0.59 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.12 | 1.06 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | 0.99 | 0.99 |
| Outlier Win Ratio | 48.39 | 3.29 |
| Outlier Loss Ratio | 3.93 | 3.17 |
| Volatility (ann.) | 8.61% | 26.29% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.39 | 0.5 |
| Skew | 1.72 | 0.18 |
| Kurtosis | 62.28 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.38% |
| Expected Yearly % | 7.08% | 27.29% |
| Kelly Criterion | 2.56% | 8.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.23% |
| Expected Shortfall (cVaR) | -0.73% | -2.23% |
| Year | 11385257:BTCUSD | 11385257:btcusd:triple_med_gx:lsma125_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 11.91 | -0.20 | + |
| 2023 | 155.54 | -1.62 | -0.01 | - |
| 2024 | 121.00 | 24.04 | 0.20 | - |
| 2025 | 17.02 | -3.72 | -0.22 | - |
| Metric | 11385257:btcusd:triple_med_gx:lsma125_80 | 11385257:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.4% | 31.76% |
| 6M | -13.32% | 12.25% |
| YTD | -3.72% | 17.02% |
| 1Y | -2.31% | 57.19% |
| 3Y (ann.) | 11.17% | 55.42% |
| 5Y (ann.) | 8.52% | 33.45% |
| Metric | 11385257:btcusd:triple_med_gx:lsma125_80 | 11385257:BTCUSD |
|---|---|---|
| Max Drawdown | -21.74% | -67.18% |
| Longest DD Days | 410.0 | 683.0 |
| Avg. Drawdown | -3.86% | -7.17% |
| Avg. Drawdown Days | 48.0 | 37.0 |
| Recovery Factor | 1.45 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -21.74 | 264 |
| 2023-02-21 | 2024-04-06 | -18.25 | 410 |
| 2022-03-09 | 2022-09-09 | -13.41 | 183 |
| 2022-10-05 | 2023-01-11 | -10.10 | 98 |
| 2024-05-05 | 2024-08-20 | -4.96 | 106 |
| 2024-04-08 | 2024-05-02 | -4.94 | 24 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2022-09-10 | 2022-09-10 | -1.26 | 0 |
| Metric | 11385257:btcusd:triple_med_gx:lsma125_80 | 11385257:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.51% | 35.75% |
| Worst Week | -10.44% | -29.64% |
| Best Month | 15.59% | 43.77% |
| Worst Month | -10.15% | -37.12% |
| Best Year | 24.04% | 155.54% |
| Worst Year | -3.72% | -60.27% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.9% | 8.87% |
| Avg. Down Week | -2.84% | -4.9% |
| Avg. Up Month | 4.85% | 16.32% |
| Avg. Down Month | -4.23% | -9.52% |
| Win Days % | 47.63% | 51.29% |
| Win Month % | 56.25% | 60.98% |
| Win Week % | 46.55% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |