| Metric | 11385527:btcusd:triple_med_gx:lsma125_80 | 11385527:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 43.85% | 152.93% |
| Max Drawdown | -15.66% | -67.18% |
| Sharpe | 0.44 | 0.4 |
| Sortino | 0.65 | 0.58 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 66.85 | 3.03 |
| Outlier Loss Ratio | 3.85 | 2.96 |
| Volatility (ann.) | 6.76% | 26.28% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.74 | 0.48 |
| Skew | -1.36 | 0.18 |
| Kurtosis | 104.0 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.29% |
| Expected Yearly % | 9.52% | 26.11% |
| Kelly Criterion | 8.74% | 10.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.23% |
| Expected Shortfall (cVaR) | -0.57% | -2.23% |
| Year | 11385527:BTCUSD | 11385527:btcusd:triple_med_gx:lsma125_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 15.91 | -0.26 | + |
| 2023 | 155.54 | 6.30 | 0.04 | - |
| 2024 | 121.00 | 7.88 | 0.07 | - |
| 2025 | 17.02 | 8.22 | 0.48 | - |
| Metric | 11385527:btcusd:triple_med_gx:lsma125_80 | 11385527:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.71% | 31.76% |
| 6M | 8.22% | 12.25% |
| YTD | 8.22% | 17.02% |
| 1Y | 15.59% | 57.19% |
| 3Y (ann.) | 10.09% | 55.42% |
| 5Y (ann.) | 11.59% | 32.3% |
| Metric | 11385527:btcusd:triple_med_gx:lsma125_80 | 11385527:BTCUSD |
|---|---|---|
| Max Drawdown | -15.66% | -67.18% |
| Longest DD Days | 413.0 | 683.0 |
| Avg. Drawdown | -3.3% | -7.61% |
| Avg. Drawdown Days | 44.0 | 38.0 |
| Recovery Factor | 2.8 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2024-07-15 | -15.66 | 413 |
| 2022-09-13 | 2023-01-12 | -14.47 | 121 |
| 2024-08-26 | 2025-01-17 | -9.62 | 144 |
| 2023-03-01 | 2023-05-28 | -7.77 | 88 |
| 2022-05-26 | 2022-05-30 | -4.66 | 4 |
| 2025-03-20 | 2025-06-11 | -4.29 | 83 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2024-07-16 | 2024-08-23 | -2.07 | 38 |
| 2023-02-28 | 2023-03-01 | -1.67 | 0 |
| Metric | 11385527:btcusd:triple_med_gx:lsma125_80 | 11385527:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.19% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 12.19% | 43.77% |
| Worst Month | -7.35% | -37.12% |
| Best Year | 15.91% | 155.54% |
| Worst Year | 6.3% | -61.73% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 4.65% | 7.99% |
| Avg. Down Week | -3.5% | -4.53% |
| Avg. Up Month | 5.18% | 17.98% |
| Avg. Down Month | -3.25% | -6.71% |
| Win Days % | 49.77% | 51.27% |
| Win Month % | 56.0% | 60.98% |
| Win Week % | 54.29% | 50.28% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 100.0% | 75.0% |