| Metric | 11394506:btcusd:triple_med_gx:lsma125_110 | 11394506:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 14.99% | 172.16% |
| Max Drawdown | -15.81% | -67.18% |
| Sharpe | 0.25 | 0.42 |
| Sortino | 0.35 | 0.61 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 146.4 | 2.69 |
| Outlier Loss Ratio | 3.39 | 2.51 |
| Volatility (ann.) | 4.6% | 26.26% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.27 | 0.53 |
| Skew | -6.41 | 0.19 |
| Kurtosis | 336.78 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.47% |
| Expected Yearly % | 3.55% | 28.44% |
| Kelly Criterion | 4.45% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.23% |
| Expected Shortfall (cVaR) | -0.39% | -2.23% |
| Year | 11394506:BTCUSD | 11394506:btcusd:triple_med_gx:lsma125_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -0.45 | 0.01 | + |
| 2023 | 155.54 | 8.08 | 0.05 | - |
| 2024 | 121.00 | 0.26 | 0.00 | - |
| 2025 | 16.76 | 6.59 | 0.39 | - |
| Metric | 11394506:btcusd:triple_med_gx:lsma125_110 | 11394506:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.1% | 31.46% |
| 6M | 6.59% | 12.77% |
| YTD | 6.59% | 16.76% |
| 1Y | 0.92% | 56.84% |
| 3Y (ann.) | 3.09% | 55.31% |
| 5Y (ann.) | 4.31% | 35.29% |
| Metric | 11394506:btcusd:triple_med_gx:lsma125_110 | 11394506:BTCUSD |
|---|---|---|
| Max Drawdown | -15.81% | -67.18% |
| Longest DD Days | 580.0 | 683.0 |
| Avg. Drawdown | -3.55% | -7.19% |
| Avg. Drawdown Days | 113.0 | 37.0 |
| Recovery Factor | 0.95 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2024-02-09 | -15.81 | 580 |
| 2024-05-10 | 2025-06-11 | -12.08 | 397 |
| 2022-05-31 | 2022-07-07 | -1.92 | 36 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| 2022-03-17 | 2022-03-17 | -0.18 | 0 |
| 2024-05-10 | 2024-05-10 | -0.18 | 0 |
| 2022-05-30 | 2022-05-30 | -0.18 | 0 |
| 2022-03-19 | 2022-03-19 | -0.06 | 0 |
| Metric | 11394506:btcusd:triple_med_gx:lsma125_110 | 11394506:BTCUSD |
|---|---|---|
| Best Day | 3.51% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 9.29% | 35.75% |
| Worst Week | -10.91% | -29.64% |
| Best Month | 9.29% | 43.77% |
| Worst Month | -10.91% | -37.12% |
| Best Year | 8.08% | 155.54% |
| Worst Year | -0.45% | -58.73% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 2.85% | 6.6% |
| Avg. Down Week | -4.23% | -6.67% |
| Avg. Up Month | 3.47% | 17.7% |
| Avg. Down Month | -3.66% | -11.82% |
| Win Days % | 48.39% | 51.29% |
| Win Month % | 59.09% | 60.98% |
| Win Week % | 61.54% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 75.0% |