| Metric | 11400855:btcusd:triple_med_gx:lsma125_130 | 11400855:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 17.88% | 161.99% |
| Max Drawdown | -9.21% | -67.18% |
| Sharpe | 0.3 | 0.41 |
| Sortino | 0.52 | 0.59 |
| Payoff Ratio | 1.49 | 1.29 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.77 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 141.27 | 2.69 |
| Outlier Loss Ratio | 3.97 | 2.5 |
| Volatility (ann.) | 4.37% | 26.28% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.55 | 0.5 |
| Skew | 5.43 | 0.18 |
| Kurtosis | 167.26 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.38% |
| Expected Yearly % | 4.2% | 27.22% |
| Kelly Criterion | 0.38% | 13.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.23% |
| Expected Shortfall (cVaR) | -0.37% | -2.23% |
| Year | 11400855:BTCUSD | 11400855:btcusd:triple_med_gx:lsma125_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -5.73 | 0.10 | + |
| 2023 | 155.54 | 0.09 | 0.00 | - |
| 2024 | 121.00 | 15.25 | 0.13 | - |
| 2025 | 16.76 | 8.40 | 0.50 | - |
| Metric | 11400855:btcusd:triple_med_gx:lsma125_130 | 11400855:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.28% | 31.46% |
| 6M | 8.8% | 12.77% |
| YTD | 8.4% | 16.76% |
| 1Y | 11.59% | 56.84% |
| 3Y (ann.) | 7.4% | 55.31% |
| 5Y (ann.) | 5.04% | 33.33% |
| Metric | 11400855:btcusd:triple_med_gx:lsma125_130 | 11400855:BTCUSD |
|---|---|---|
| Max Drawdown | -9.21% | -67.18% |
| Longest DD Days | 764.0 | 683.0 |
| Avg. Drawdown | -2.39% | -6.97% |
| Avg. Drawdown Days | 102.0 | 36.0 |
| Recovery Factor | 1.94 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-31 | 2024-05-03 | -9.21 | 764 |
| 2024-06-10 | 2024-11-11 | -5.27 | 154 |
| 2024-11-12 | 2025-02-28 | -4.44 | 108 |
| 2025-03-06 | 2025-04-11 | -3.05 | 35 |
| 2025-04-11 | 2025-05-18 | -2.00 | 37 |
| 2024-05-04 | 2024-05-20 | -1.02 | 15 |
| 2024-05-20 | 2024-06-03 | -0.58 | 14 |
| 2022-02-24 | 2022-02-24 | -0.18 | 0 |
| 2022-03-26 | 2022-03-26 | -0.18 | 0 |
| 2024-06-10 | 2024-06-10 | -0.18 | 0 |
| Metric | 11400855:btcusd:triple_med_gx:lsma125_130 | 11400855:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 7.57% | 35.75% |
| Worst Week | -3.81% | -29.64% |
| Best Month | 7.57% | 43.77% |
| Worst Month | -4.34% | -37.12% |
| Best Year | 15.25% | 155.54% |
| Worst Year | -5.73% | -60.27% |
| Avg. Up Day | 1.05% | 1.11% |
| Avg. Down Day | -0.7% | -0.86% |
| Avg. Up Week | 2.31% | 8.25% |
| Avg. Down Week | -1.36% | -4.26% |
| Avg. Up Month | 3.34% | 17.5% |
| Avg. Down Month | -1.35% | -9.21% |
| Win Days % | 40.31% | 51.27% |
| Win Month % | 47.22% | 60.98% |
| Win Week % | 48.21% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |