| Metric | 11402692:btcusd:triple_med_gx:lsma125_135 | 11402692:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 12.04% | 153.56% |
| Max Drawdown | -10.65% | -67.18% |
| Sharpe | 0.19 | 0.4 |
| Sortino | 0.3 | 0.57 |
| Payoff Ratio | 1.29 | 1.18 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.65 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 122.74 | 2.72 |
| Outlier Loss Ratio | 3.33 | 2.55 |
| Volatility (ann.) | 5.26% | 26.27% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.33 | 0.48 |
| Skew | 4.01 | 0.18 |
| Kurtosis | 189.0 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.3% |
| Expected Yearly % | 2.88% | 26.19% |
| Kelly Criterion | -0.48% | 10.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.23% |
| Expected Shortfall (cVaR) | -0.45% | -2.23% |
| Year | 11402692:BTCUSD | 11402692:btcusd:triple_med_gx:lsma125_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.55 | 0.45 | -0.01 | + |
| 2023 | 155.54 | 4.34 | 0.03 | - |
| 2024 | 121.00 | 7.65 | 0.06 | - |
| 2025 | 16.76 | -0.69 | -0.04 | - |
| Metric | 11402692:btcusd:triple_med_gx:lsma125_135 | 11402692:BTCUSD |
|---|---|---|
| MTD | 0.26% | 4.16% |
| 3M | 1.43% | 31.46% |
| 6M | -2.94% | 12.77% |
| YTD | -0.69% | 16.76% |
| 1Y | 4.65% | 56.84% |
| 3Y (ann.) | 4.1% | 55.31% |
| 5Y (ann.) | 3.46% | 32.13% |
| Metric | 11402692:btcusd:triple_med_gx:lsma125_135 | 11402692:BTCUSD |
|---|---|---|
| Max Drawdown | -10.65% | -67.18% |
| Longest DD Days | 298.0 | 683.0 |
| Avg. Drawdown | -3.62% | -7.53% |
| Avg. Drawdown Days | 100.0 | 40.0 |
| Recovery Factor | 1.13 | 2.29 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -10.65 | 188 |
| 2022-06-16 | 2023-04-10 | -7.68 | 298 |
| 2023-11-16 | 2024-06-12 | -6.13 | 209 |
| 2023-04-26 | 2023-11-15 | -4.29 | 203 |
| 2024-09-09 | 2024-12-05 | -4.25 | 87 |
| 2024-08-07 | 2024-08-08 | -3.41 | 1 |
| 2022-02-26 | 2022-06-15 | -2.61 | 109 |
| 2022-02-26 | 2022-02-26 | -0.37 | 0 |
| 2023-04-25 | 2023-04-26 | -0.20 | 0 |
| 2024-09-07 | 2024-09-08 | -0.18 | 0 |
| Metric | 11402692:btcusd:triple_med_gx:lsma125_135 | 11402692:BTCUSD |
|---|---|---|
| Best Day | 7.09% | 9.33% |
| Worst Day | -4.29% | -9.32% |
| Best Week | 4.28% | 35.75% |
| Worst Week | -4.58% | -29.64% |
| Best Month | 5.24% | 43.77% |
| Worst Month | -4.24% | -37.12% |
| Best Year | 7.65% | 155.54% |
| Worst Year | -0.69% | -61.55% |
| Avg. Up Day | 1.01% | 1.06% |
| Avg. Down Day | -0.79% | -0.9% |
| Avg. Up Week | 1.53% | 8.39% |
| Avg. Down Week | -1.14% | -4.08% |
| Avg. Up Month | 1.81% | 10.41% |
| Avg. Down Month | -1.77% | -7.69% |
| Win Days % | 43.4% | 51.28% |
| Win Month % | 48.39% | 60.98% |
| Win Week % | 48.78% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |