| Metric | 11391330:btcusd:triple_med_gx:lsma125_100 | 11391330:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 31.15% | 152.93% |
| Max Drawdown | -14.94% | -67.18% |
| Sharpe | 0.39 | 0.4 |
| Sortino | 0.56 | 0.58 |
| Payoff Ratio | 1.26 | 1.25 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.8 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 92.87 | 2.88 |
| Outlier Loss Ratio | 3.69 | 2.66 |
| Volatility (ann.) | 5.65% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.57 | 0.48 |
| Skew | -3.2 | 0.18 |
| Kurtosis | 176.15 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.29% |
| Expected Yearly % | 7.01% | 26.11% |
| Kelly Criterion | 8.69% | 12.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.23% |
| Expected Shortfall (cVaR) | -0.48% | -2.23% |
| Year | 11391330:BTCUSD | 11391330:btcusd:triple_med_gx:lsma125_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 10.29 | -0.17 | + |
| 2023 | 155.54 | 9.20 | 0.06 | - |
| 2024 | 121.00 | 1.67 | 0.01 | - |
| 2025 | 17.02 | 7.11 | 0.42 | - |
| Metric | 11391330:btcusd:triple_med_gx:lsma125_100 | 11391330:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.19% | 31.76% |
| 6M | 7.11% | 12.25% |
| YTD | 7.11% | 17.02% |
| 1Y | 1.81% | 57.19% |
| 3Y (ann.) | 5.14% | 55.42% |
| 5Y (ann.) | 8.52% | 32.3% |
| Metric | 11391330:btcusd:triple_med_gx:lsma125_100 | 11391330:BTCUSD |
|---|---|---|
| Max Drawdown | -14.94% | -67.18% |
| Longest DD Days | 579.0 | 683.0 |
| Avg. Drawdown | -3.46% | -7.61% |
| Avg. Drawdown Days | 114.0 | 38.0 |
| Recovery Factor | 2.08 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2024-02-07 | -14.94 | 579 |
| 2024-05-10 | 2025-06-11 | -11.64 | 396 |
| 2024-02-09 | 2024-05-10 | -3.34 | 90 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-07-06 | 2022-07-06 | -0.67 | 0 |
| 2022-03-19 | 2022-05-29 | -0.42 | 71 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| 2022-07-05 | 2022-07-05 | -0.18 | 0 |
| 2022-03-16 | 2022-03-16 | -0.18 | 0 |
| Metric | 11391330:btcusd:triple_med_gx:lsma125_100 | 11391330:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 10.14% | 35.75% |
| Worst Week | -10.01% | -29.64% |
| Best Month | 10.14% | 43.77% |
| Worst Month | -10.01% | -37.12% |
| Best Year | 10.29% | 155.54% |
| Worst Year | 1.67% | -61.73% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.67% | -0.68% |
| Avg. Up Week | 4.3% | 7.23% |
| Avg. Down Week | -3.12% | -5.59% |
| Avg. Up Month | 5.37% | 17.94% |
| Avg. Down Month | -4.11% | -5.99% |
| Win Days % | 49.03% | 51.27% |
| Win Month % | 47.83% | 60.98% |
| Win Week % | 48.48% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |