| Metric | 11389856:btcusd:triple_med_gx:lsma125_95 | 11389856:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 36.56% | 172.77% |
| Max Drawdown | -14.49% | -67.18% |
| Sharpe | 0.44 | 0.42 |
| Sortino | 0.65 | 0.61 |
| Payoff Ratio | 1.2 | 1.2 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.81 | 0.66 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 89.95 | 2.92 |
| Outlier Loss Ratio | 3.61 | 2.68 |
| Volatility (ann.) | 5.67% | 26.26% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.68 | 0.53 |
| Skew | -2.62 | 0.19 |
| Kurtosis | 167.45 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.48% |
| Expected Yearly % | 8.1% | 28.51% |
| Kelly Criterion | 9.86% | 10.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.23% |
| Expected Shortfall (cVaR) | -0.48% | -2.23% |
| Year | 11389856:BTCUSD | 11389856:btcusd:triple_med_gx:lsma125_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 9.12 | -0.16 | + |
| 2023 | 155.54 | 10.25 | 0.07 | - |
| 2024 | 121.00 | 4.06 | 0.03 | - |
| 2025 | 17.02 | 9.08 | 0.53 | - |
| Metric | 11389856:btcusd:triple_med_gx:lsma125_95 | 11389856:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.73% | 31.76% |
| 6M | 9.08% | 12.25% |
| YTD | 9.08% | 17.02% |
| 1Y | 4.66% | 57.19% |
| 3Y (ann.) | 7.1% | 55.42% |
| 5Y (ann.) | 9.87% | 35.42% |
| Metric | 11389856:btcusd:triple_med_gx:lsma125_95 | 11389856:BTCUSD |
|---|---|---|
| Max Drawdown | -14.49% | -67.18% |
| Longest DD Days | 313.0 | 683.0 |
| Avg. Drawdown | -3.62% | -7.19% |
| Avg. Drawdown Days | 67.0 | 37.0 |
| Recovery Factor | 2.52 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-05-30 | -14.49 | 258 |
| 2024-05-10 | 2025-03-19 | -11.87 | 313 |
| 2023-05-30 | 2023-10-20 | -8.34 | 142 |
| 2022-05-31 | 2022-07-07 | -5.68 | 36 |
| 2025-03-20 | 2025-06-11 | -3.53 | 83 |
| 2023-10-20 | 2024-02-07 | -3.33 | 110 |
| 2024-05-08 | 2024-05-09 | -2.65 | 1 |
| 2022-07-08 | 2022-09-12 | -1.85 | 66 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| 2024-05-10 | 2024-05-10 | -0.49 | 0 |
| Metric | 11389856:btcusd:triple_med_gx:lsma125_95 | 11389856:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 11.61% | 35.75% |
| Worst Week | -7.82% | -29.64% |
| Best Month | 11.61% | 43.77% |
| Worst Month | -7.82% | -37.12% |
| Best Year | 10.25% | 155.54% |
| Worst Year | 4.06% | -58.73% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 3.86% | 7.22% |
| Avg. Down Week | -3.43% | -6.02% |
| Avg. Up Month | 4.34% | 17.62% |
| Avg. Down Month | -3.39% | -11.82% |
| Win Days % | 50.79% | 51.3% |
| Win Month % | 59.09% | 60.98% |
| Win Week % | 56.67% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 75.0% |