| Metric | 11388352:btcusd:triple_med_gx:lsma125_90 | 11388352:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 43.15% | 152.93% |
| Max Drawdown | -14.47% | -67.18% |
| Sharpe | 0.47 | 0.4 |
| Sortino | 0.69 | 0.58 |
| Payoff Ratio | 1.28 | 1.26 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.84 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 77.13 | 2.97 |
| Outlier Loss Ratio | 3.79 | 2.75 |
| Volatility (ann.) | 6.2% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.79 | 0.48 |
| Skew | -1.95 | 0.18 |
| Kurtosis | 133.91 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.88% | 2.29% |
| Expected Yearly % | 9.38% | 26.11% |
| Kelly Criterion | 9.99% | 12.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.23% |
| Expected Shortfall (cVaR) | -0.53% | -2.23% |
| Year | 11388352:BTCUSD | 11388352:btcusd:triple_med_gx:lsma125_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 17.44 | -0.28 | + |
| 2023 | 155.54 | 6.67 | 0.04 | - |
| 2024 | 121.00 | 3.17 | 0.03 | - |
| 2025 | 17.02 | 10.75 | 0.63 | - |
| Metric | 11388352:btcusd:triple_med_gx:lsma125_90 | 11388352:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.2% | 31.76% |
| 6M | 10.75% | 12.25% |
| YTD | 10.75% | 17.02% |
| 1Y | 7.84% | 57.19% |
| 3Y (ann.) | 7.82% | 55.42% |
| 5Y (ann.) | 11.43% | 32.3% |
| Metric | 11388352:btcusd:triple_med_gx:lsma125_90 | 11388352:BTCUSD |
|---|---|---|
| Max Drawdown | -14.47% | -67.18% |
| Longest DD Days | 513.0 | 683.0 |
| Avg. Drawdown | -3.17% | -7.61% |
| Avg. Drawdown Days | 76.0 | 38.0 |
| Recovery Factor | 2.98 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-02-09 | -14.47 | 513 |
| 2024-07-16 | 2025-03-19 | -12.33 | 246 |
| 2024-05-10 | 2024-07-15 | -4.55 | 66 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-06-11 | -3.74 | 83 |
| 2024-02-09 | 2024-05-10 | -3.47 | 90 |
| 2022-07-08 | 2022-09-12 | -1.52 | 66 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-03-19 | 2022-05-28 | -0.42 | 70 |
| Metric | 11388352:btcusd:triple_med_gx:lsma125_90 | 11388352:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.52% | 35.75% |
| Worst Week | -8.59% | -29.64% |
| Best Month | 12.52% | 43.77% |
| Worst Month | -8.59% | -37.12% |
| Best Year | 17.44% | 155.54% |
| Worst Year | 3.17% | -61.73% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.67% | -0.68% |
| Avg. Up Week | 4.82% | 7.47% |
| Avg. Down Week | -2.71% | -5.23% |
| Avg. Up Month | 4.95% | 16.67% |
| Avg. Down Month | -3.23% | -8.34% |
| Win Days % | 49.47% | 51.27% |
| Win Month % | 54.17% | 60.98% |
| Win Week % | 42.86% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |