| Metric | 11389478:btcusd:triple_med_gx:lsma125_95 | 11389478:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 33.64% | 183.63% |
| Max Drawdown | -22.89% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.45 | 0.62 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 0.46 | 1.06 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 0.4 | 0.99 |
| Outlier Win Ratio | 53.3 | 3.26 |
| Outlier Loss Ratio | 3.77 | 3.09 |
| Volatility (ann.) | 8.51% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.39 | 0.54 |
| Skew | 1.04 | 0.2 |
| Kurtosis | 76.5 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.58% |
| Expected Yearly % | 7.52% | 29.77% |
| Kelly Criterion | 1.89% | 8.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11389478:BTCUSD | 11389478:btcusd:triple_med_gx:lsma125_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -3.23 | 0.06 | + |
| 2023 | 155.54 | 15.43 | 0.10 | - |
| 2024 | 121.00 | 29.96 | 0.25 | - |
| 2025 | 17.02 | -7.94 | -0.47 | - |
| Metric | 11389478:btcusd:triple_med_gx:lsma125_95 | 11389478:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.13% | 31.76% |
| 6M | -18.51% | 12.25% |
| YTD | -7.94% | 17.02% |
| 1Y | 0.16% | 57.19% |
| 3Y (ann.) | 10.36% | 55.42% |
| 5Y (ann.) | 9.03% | 36.43% |
| Metric | 11389478:btcusd:triple_med_gx:lsma125_95 | 11389478:BTCUSD |
|---|---|---|
| Max Drawdown | -22.89% | -67.18% |
| Longest DD Days | 614.0 | 683.0 |
| Avg. Drawdown | -3.88% | -6.9% |
| Avg. Drawdown Days | 54.0 | 35.0 |
| Recovery Factor | 1.47 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -22.89 | 211 |
| 2022-03-31 | 2023-12-05 | -19.34 | 614 |
| 2024-04-08 | 2024-06-04 | -9.94 | 57 |
| 2022-03-09 | 2022-03-28 | -8.42 | 18 |
| 2023-12-06 | 2024-01-04 | -2.88 | 29 |
| 2024-01-05 | 2024-02-07 | -2.23 | 33 |
| 2024-09-20 | 2024-11-11 | -1.74 | 52 |
| 2024-07-07 | 2024-07-13 | -1.73 | 6 |
| 2024-03-10 | 2024-04-06 | -1.44 | 27 |
| 2024-02-25 | 2024-02-26 | -1.43 | 0 |
| Metric | 11389478:btcusd:triple_med_gx:lsma125_95 | 11389478:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.38% | 35.75% |
| Worst Week | -10.7% | -29.64% |
| Best Month | 12.59% | 43.77% |
| Worst Month | -11.49% | -37.12% |
| Best Year | 29.96% | 155.54% |
| Worst Year | -7.94% | -57.08% |
| Avg. Up Day | 0.94% | 0.97% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 3.66% | 8.77% |
| Avg. Down Week | -2.83% | -4.78% |
| Avg. Up Month | 4.01% | 17.73% |
| Avg. Down Month | -5.19% | -11.02% |
| Win Days % | 46.82% | 51.32% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 50.72% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |