| Metric | 11403752:btcusd:triple_med_gx:lsma125_140 | 11403752:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 13.47% | 161.99% |
| Max Drawdown | -9.54% | -67.18% |
| Sharpe | 0.21 | 0.41 |
| Sortino | 0.33 | 0.59 |
| Payoff Ratio | 1.29 | 1.19 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.68 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 119.94 | 2.65 |
| Outlier Loss Ratio | 3.44 | 2.59 |
| Volatility (ann.) | 5.22% | 26.28% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.4 | 0.5 |
| Skew | 4.07 | 0.18 |
| Kurtosis | 210.98 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.38% |
| Expected Yearly % | 3.21% | 27.22% |
| Kelly Criterion | 1.28% | 10.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.23% |
| Expected Shortfall (cVaR) | -0.45% | -2.23% |
| Year | 11403752:BTCUSD | 11403752:btcusd:triple_med_gx:lsma125_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 2.11 | -0.03 | + |
| 2023 | 155.54 | 9.46 | 0.06 | - |
| 2024 | 121.00 | -2.58 | -0.02 | - |
| 2025 | 16.76 | 4.21 | 0.25 | - |
| Metric | 11403752:btcusd:triple_med_gx:lsma125_140 | 11403752:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.88% | 31.46% |
| 6M | 1.24% | 12.77% |
| YTD | 4.21% | 16.76% |
| 1Y | -1.45% | 56.84% |
| 3Y (ann.) | 2.79% | 55.31% |
| 5Y (ann.) | 3.85% | 33.33% |
| Metric | 11403752:btcusd:triple_med_gx:lsma125_140 | 11403752:BTCUSD |
|---|---|---|
| Max Drawdown | -9.54% | -67.18% |
| Longest DD Days | 432.0 | 683.0 |
| Avg. Drawdown | -3.87% | -6.97% |
| Avg. Drawdown Days | 127.0 | 36.0 |
| Recovery Factor | 1.41 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-04 | 2025-06-11 | -9.54 | 432 |
| 2022-04-26 | 2023-03-17 | -8.01 | 325 |
| 2023-03-17 | 2023-10-16 | -6.82 | 212 |
| 2023-10-17 | 2024-04-04 | -6.04 | 170 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2022-03-06 | 2022-03-07 | -1.24 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2023-10-16 | 2023-10-16 | -0.57 | 0 |
| 2022-04-25 | 2022-04-26 | -0.18 | 0 |
| Metric | 11403752:btcusd:triple_med_gx:lsma125_140 | 11403752:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 7.62% | 35.75% |
| Worst Week | -6.42% | -29.64% |
| Best Month | 7.62% | 43.77% |
| Worst Month | -5.63% | -37.12% |
| Best Year | 9.46% | 155.54% |
| Worst Year | -2.58% | -60.27% |
| Avg. Up Day | 0.97% | 1.0% |
| Avg. Down Day | -0.76% | -0.84% |
| Avg. Up Week | 2.29% | 8.12% |
| Avg. Down Week | -1.78% | -5.36% |
| Avg. Up Month | 3.23% | 16.75% |
| Avg. Down Month | -1.82% | -13.85% |
| Win Days % | 44.44% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 48.84% | 50.56% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |