| Metric | 11388010:btcusd:triple_med_gx:lsma125_90 | 11388010:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 31.56% | 183.63% |
| Max Drawdown | -27.59% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.43 | 0.62 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.62 | 0.65 |
| Tail Ratio | 0.92 | 0.99 |
| Outlier Win Ratio | 49.48 | 3.28 |
| Outlier Loss Ratio | 3.97 | 3.14 |
| Volatility (ann.) | 8.61% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.31 | 0.54 |
| Skew | 1.45 | 0.2 |
| Kurtosis | 68.7 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.58% |
| Expected Yearly % | 7.1% | 29.77% |
| Kelly Criterion | 1.05% | 9.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11388010:BTCUSD | 11388010:btcusd:triple_med_gx:lsma125_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 11.65 | -0.20 | + |
| 2023 | 155.54 | 17.15 | 0.11 | - |
| 2024 | 121.00 | 17.92 | 0.15 | - |
| 2025 | 17.02 | -14.70 | -0.86 | - |
| Metric | 11388010:btcusd:triple_med_gx:lsma125_90 | 11388010:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.45% | 31.76% |
| 6M | -23.48% | 12.25% |
| YTD | -14.7% | 17.02% |
| 1Y | -9.36% | 57.19% |
| 3Y (ann.) | 8.28% | 55.42% |
| 5Y (ann.) | 8.52% | 36.43% |
| Metric | 11388010:btcusd:triple_med_gx:lsma125_90 | 11388010:BTCUSD |
|---|---|---|
| Max Drawdown | -27.59% | -67.18% |
| Longest DD Days | 357.0 | 683.0 |
| Avg. Drawdown | -3.47% | -6.9% |
| Avg. Drawdown Days | 42.0 | 35.0 |
| Recovery Factor | 1.14 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -27.59 | 175 |
| 2024-04-08 | 2024-07-14 | -9.51 | 96 |
| 2022-03-09 | 2022-03-28 | -8.42 | 18 |
| 2022-10-06 | 2023-09-28 | -8.38 | 357 |
| 2022-03-31 | 2022-09-09 | -8.20 | 162 |
| 2023-12-06 | 2024-02-26 | -6.03 | 82 |
| 2024-08-20 | 2024-09-18 | -3.68 | 29 |
| 2024-09-20 | 2024-11-11 | -1.97 | 52 |
| 2024-11-12 | 2024-12-17 | -1.91 | 35 |
| 2024-03-10 | 2024-04-06 | -1.44 | 27 |
| Metric | 11388010:btcusd:triple_med_gx:lsma125_90 | 11388010:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 12.66% | 43.77% |
| Worst Month | -13.58% | -37.12% |
| Best Year | 17.92% | 155.54% |
| Worst Year | -14.7% | -57.08% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.7% | 9.22% |
| Avg. Down Week | -2.54% | -4.49% |
| Avg. Up Month | 4.52% | 18.38% |
| Avg. Down Month | -3.76% | -10.78% |
| Win Days % | 46.55% | 51.32% |
| Win Month % | 52.78% | 60.98% |
| Win Week % | 49.32% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |