| Metric | 11386575:btcusd:triple_med_gx:lsma125_85 | 11386575:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 37.42% | 183.63% |
| Max Drawdown | -26.94% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.46 | 0.62 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.64 | 1.06 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.44 | 0.99 |
| Outlier Win Ratio | 45.55 | 3.33 |
| Outlier Loss Ratio | 3.94 | 3.16 |
| Volatility (ann.) | 9.11% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.37 | 0.54 |
| Skew | 1.12 | 0.2 |
| Kurtosis | 62.5 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.58% |
| Expected Yearly % | 8.27% | 29.77% |
| Kelly Criterion | 1.74% | 7.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.24% |
| Expected Shortfall (cVaR) | -0.78% | -2.24% |
| Year | 11386575:BTCUSD | 11386575:btcusd:triple_med_gx:lsma125_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 4.01 | -0.07 | + |
| 2023 | 155.54 | 19.35 | 0.12 | - |
| 2024 | 121.00 | 28.42 | 0.23 | - |
| 2025 | 17.02 | -13.79 | -0.81 | - |
| Metric | 11386575:btcusd:triple_med_gx:lsma125_85 | 11386575:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.71% | 31.76% |
| 6M | -20.9% | 12.25% |
| YTD | -13.79% | 17.02% |
| 1Y | -4.73% | 57.19% |
| 3Y (ann.) | 11.25% | 55.42% |
| 5Y (ann.) | 9.94% | 36.43% |
| Metric | 11386575:btcusd:triple_med_gx:lsma125_85 | 11386575:BTCUSD |
|---|---|---|
| Max Drawdown | -26.94% | -67.18% |
| Longest DD Days | 353.0 | 683.0 |
| Avg. Drawdown | -3.63% | -6.9% |
| Avg. Drawdown Days | 38.0 | 35.0 |
| Recovery Factor | 1.39 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -26.94 | 175 |
| 2022-03-31 | 2023-03-19 | -16.20 | 353 |
| 2022-03-09 | 2022-03-28 | -8.42 | 18 |
| 2024-04-08 | 2024-08-20 | -7.90 | 133 |
| 2023-05-09 | 2023-05-28 | -5.07 | 19 |
| 2024-03-10 | 2024-04-08 | -4.89 | 28 |
| 2023-09-28 | 2023-10-16 | -4.09 | 17 |
| 2023-08-09 | 2023-09-28 | -3.59 | 50 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2023-04-16 | 2023-04-18 | -2.92 | 2 |
| Metric | 11386575:btcusd:triple_med_gx:lsma125_85 | 11386575:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.26% | 35.75% |
| Worst Week | -6.59% | -29.64% |
| Best Month | 14.5% | 43.77% |
| Worst Month | -11.66% | -37.12% |
| Best Year | 28.42% | 155.54% |
| Worst Year | -13.79% | -57.08% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.74% | 8.78% |
| Avg. Down Week | -2.32% | -4.13% |
| Avg. Up Month | 5.27% | 16.79% |
| Avg. Down Month | -4.06% | -14.27% |
| Win Days % | 47.49% | 51.32% |
| Win Month % | 52.78% | 60.98% |
| Win Week % | 46.05% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |