| Metric | 11401211:btcusd:triple_med_gx:lsma80_135 | 11401211:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 10.26% | 195.83% |
| Max Drawdown | -29.92% | -67.18% |
| Sharpe | 0.13 | 0.44 |
| Sortino | 0.21 | 0.64 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.87 | 1.07 |
| CPC Index | 0.57 | 0.64 |
| Tail Ratio | 0.82 | 0.99 |
| Outlier Win Ratio | 49.96 | 3.24 |
| Outlier Loss Ratio | 4.25 | 3.15 |
| Volatility (ann.) | 8.55% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.1 | 0.57 |
| Skew | 4.2 | 0.2 |
| Kurtosis | 92.94 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.68% |
| Expected Yearly % | 2.47% | 31.15% |
| Kelly Criterion | -1.84% | 9.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11401211:BTCUSD | 11401211:btcusd:triple_med_gx:lsma80_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 3.95 | -0.07 | + |
| 2023 | 155.54 | 9.42 | 0.06 | - |
| 2024 | 121.00 | -14.40 | -0.12 | - |
| 2025 | 16.76 | 13.24 | 0.79 | - |
| Metric | 11401211:btcusd:triple_med_gx:lsma80_135 | 11401211:BTCUSD |
|---|---|---|
| MTD | 4.06% | 4.16% |
| 3M | 9.42% | 31.46% |
| 6M | 11.73% | 12.77% |
| YTD | 13.24% | 16.76% |
| 1Y | -1.98% | 56.84% |
| 3Y (ann.) | -2.79% | 55.31% |
| 5Y (ann.) | 2.95% | 38.19% |
| Metric | 11401211:btcusd:triple_med_gx:lsma80_135 | 11401211:BTCUSD |
|---|---|---|
| Max Drawdown | -29.92% | -67.18% |
| Longest DD Days | 750.0 | 683.0 |
| Avg. Drawdown | -3.95% | -6.97% |
| Avg. Drawdown Days | 60.0 | 36.0 |
| Recovery Factor | 0.34 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-23 | 2025-06-11 | -29.92 | 750 |
| 2022-06-21 | 2023-04-10 | -18.92 | 292 |
| 2022-05-16 | 2022-05-19 | -5.10 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-20 | 2022-05-15 | -3.17 | 25 |
| 2023-05-01 | 2023-05-02 | -2.04 | 1 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2023-05-04 | 2023-05-18 | -1.58 | 14 |
| 2023-05-20 | 2023-05-23 | -1.51 | 2 |
| Metric | 11401211:btcusd:triple_med_gx:lsma80_135 | 11401211:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.01% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 9.88% | 43.77% |
| Worst Month | -16.2% | -37.12% |
| Best Year | 13.24% | 155.54% |
| Worst Year | -14.4% | -55.14% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 2.5% | 6.63% |
| Avg. Down Week | -2.24% | -2.82% |
| Avg. Up Month | 4.42% | 11.26% |
| Avg. Down Month | -5.44% | -8.52% |
| Win Days % | 44.36% | 51.32% |
| Win Month % | 56.76% | 60.98% |
| Win Week % | 50.63% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |