| Metric | 11401206:btcusd:triple_med_gx:lsma55_135 | 11401206:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 68.27% | 195.83% |
| Max Drawdown | -20.34% | -67.18% |
| Sharpe | 0.41 | 0.44 |
| Sortino | 0.68 | 0.64 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.68 | 0.67 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 34.11 | 3.63 |
| Outlier Loss Ratio | 4.17 | 3.31 |
| Volatility (ann.) | 11.07% | 26.35% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.83 | 0.57 |
| Skew | 3.58 | 0.2 |
| Kurtosis | 64.31 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.68% |
| Expected Yearly % | 13.89% | 31.15% |
| Kelly Criterion | 3.35% | 11.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.24% |
| Expected Shortfall (cVaR) | -0.94% | -2.24% |
| Year | 11401206:BTCUSD | 11401206:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 22.18 | -0.40 | + |
| 2023 | 155.54 | 10.98 | 0.07 | - |
| 2024 | 121.00 | 6.31 | 0.05 | - |
| 2025 | 16.76 | 16.73 | 1.00 | - |
| Metric | 11401206:btcusd:triple_med_gx:lsma55_135 | 11401206:BTCUSD |
|---|---|---|
| MTD | 3.39% | 4.16% |
| 3M | 5.66% | 31.46% |
| 6M | 10.52% | 12.77% |
| YTD | 16.73% | 16.76% |
| 1Y | 0.87% | 56.84% |
| 3Y (ann.) | 9.83% | 55.31% |
| 5Y (ann.) | 16.79% | 38.19% |
| Metric | 11401206:btcusd:triple_med_gx:lsma55_135 | 11401206:BTCUSD |
|---|---|---|
| Max Drawdown | -20.34% | -67.18% |
| Longest DD Days | 306.0 | 683.0 |
| Avg. Drawdown | -4.08% | -6.97% |
| Avg. Drawdown Days | 36.0 | 36.0 |
| Recovery Factor | 3.36 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -20.34 | 306 |
| 2023-05-23 | 2024-02-27 | -16.33 | 280 |
| 2022-08-11 | 2023-04-25 | -16.10 | 257 |
| 2024-06-05 | 2024-08-08 | -9.42 | 64 |
| 2022-06-21 | 2022-08-11 | -6.19 | 50 |
| 2022-06-18 | 2022-06-19 | -5.98 | 1 |
| 2022-05-16 | 2022-05-19 | -5.10 | 3 |
| 2022-04-14 | 2022-04-19 | -5.02 | 5 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-04-26 | 2023-05-23 | -4.29 | 26 |
| Metric | 11401206:btcusd:triple_med_gx:lsma55_135 | 11401206:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 14.0% | 35.75% |
| Worst Week | -8.68% | -29.64% |
| Best Month | 14.0% | 43.77% |
| Worst Month | -8.35% | -37.12% |
| Best Year | 22.18% | 155.54% |
| Worst Year | 6.31% | -55.14% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 4.57% | 7.9% |
| Avg. Down Week | -2.63% | -3.19% |
| Avg. Up Month | 5.38% | 12.84% |
| Avg. Down Month | -4.58% | -9.43% |
| Win Days % | 46.32% | 51.32% |
| Win Month % | 57.5% | 60.98% |
| Win Week % | 45.16% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |