| Metric | 11385562:btcusd:triple_med_gx:lsma125_80 | 11385562:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 53.75% | 172.77% |
| Max Drawdown | -14.49% | -67.18% |
| Sharpe | 0.55 | 0.42 |
| Sortino | 0.85 | 0.61 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.36 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.86 | 0.67 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 70.98 | 3.01 |
| Outlier Loss Ratio | 3.96 | 2.89 |
| Volatility (ann.) | 6.23% | 26.26% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.96 | 0.53 |
| Skew | -0.64 | 0.19 |
| Kurtosis | 117.96 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.05% | 2.48% |
| Expected Yearly % | 11.35% | 28.51% |
| Kelly Criterion | 10.92% | 11.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.23% |
| Expected Shortfall (cVaR) | -0.53% | -2.23% |
| Year | 11385562:BTCUSD | 11385562:btcusd:triple_med_gx:lsma125_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 9.87 | -0.17 | + |
| 2023 | 155.54 | 10.93 | 0.07 | - |
| 2024 | 121.00 | 16.72 | 0.14 | - |
| 2025 | 17.02 | 8.07 | 0.47 | - |
| Metric | 11385562:btcusd:triple_med_gx:lsma125_80 | 11385562:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.05% | 31.76% |
| 6M | 8.07% | 12.25% |
| YTD | 8.07% | 17.02% |
| 1Y | 17.36% | 57.19% |
| 3Y (ann.) | 13.15% | 55.42% |
| 5Y (ann.) | 13.88% | 35.42% |
| Metric | 11385562:btcusd:triple_med_gx:lsma125_80 | 11385562:BTCUSD |
|---|---|---|
| Max Drawdown | -14.49% | -67.18% |
| Longest DD Days | 256.0 | 683.0 |
| Avg. Drawdown | -2.88% | -7.19% |
| Avg. Drawdown Days | 35.0 | 37.0 |
| Recovery Factor | 3.71 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-19 | -14.49 | 187 |
| 2023-05-29 | 2024-02-09 | -9.16 | 256 |
| 2024-08-26 | 2024-09-19 | -8.71 | 24 |
| 2025-03-20 | 2025-06-11 | -5.23 | 83 |
| 2024-10-21 | 2025-01-15 | -4.92 | 86 |
| 2022-05-26 | 2022-05-30 | -4.66 | 4 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2022-05-31 | 2022-07-04 | -3.23 | 33 |
| 2022-07-08 | 2022-09-12 | -2.09 | 66 |
| Metric | 11385562:btcusd:triple_med_gx:lsma125_80 | 11385562:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 11.78% | 35.75% |
| Worst Week | -8.05% | -29.64% |
| Best Month | 11.2% | 43.77% |
| Worst Month | -8.05% | -37.12% |
| Best Year | 16.72% | 155.54% |
| Worst Year | 8.07% | -58.73% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.67% | -0.71% |
| Avg. Up Week | 4.62% | 8.12% |
| Avg. Down Week | -2.96% | -4.9% |
| Avg. Up Month | 5.21% | 15.92% |
| Avg. Down Month | -3.41% | -12.79% |
| Win Days % | 50.37% | 51.3% |
| Win Month % | 62.5% | 60.98% |
| Win Week % | 54.29% | 50.28% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 100.0% | 75.0% |