| Metric | 11401214:btcusd:triple_med_gx:lsma95_135 | 11401214:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 19.61% | 195.83% |
| Max Drawdown | -26.76% | -67.18% |
| Sharpe | 0.22 | 0.44 |
| Sortino | 0.37 | 0.64 |
| Payoff Ratio | 1.3 | 1.18 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.63 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 62.62 | 3.14 |
| Outlier Loss Ratio | 4.3 | 2.99 |
| Volatility (ann.) | 7.48% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.2 | 0.57 |
| Skew | 5.51 | 0.2 |
| Kurtosis | 136.77 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 2.68% |
| Expected Yearly % | 4.58% | 31.15% |
| Kelly Criterion | -0.23% | 10.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.24% |
| Expected Shortfall (cVaR) | -0.64% | -2.24% |
| Year | 11401214:BTCUSD | 11401214:btcusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 20.54 | -0.37 | + |
| 2023 | 155.54 | 4.16 | 0.03 | - |
| 2024 | 121.00 | -13.35 | -0.11 | - |
| 2025 | 16.76 | 9.94 | 0.59 | - |
| Metric | 11401214:btcusd:triple_med_gx:lsma95_135 | 11401214:BTCUSD |
|---|---|---|
| MTD | 3.54% | 4.16% |
| 3M | 10.83% | 31.46% |
| 6M | 9.29% | 12.77% |
| YTD | 9.94% | 16.76% |
| 1Y | 5.98% | 56.84% |
| 3Y (ann.) | -1.38% | 55.31% |
| 5Y (ann.) | 5.48% | 38.19% |
| Metric | 11401214:btcusd:triple_med_gx:lsma95_135 | 11401214:BTCUSD |
|---|---|---|
| Max Drawdown | -26.76% | -67.18% |
| Longest DD Days | 772.0 | 683.0 |
| Avg. Drawdown | -3.88% | -6.97% |
| Avg. Drawdown Days | 75.0 | 36.0 |
| Recovery Factor | 0.73 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-01 | 2025-06-11 | -26.76 | 772 |
| 2022-06-21 | 2023-02-15 | -6.64 | 239 |
| 2022-05-16 | 2022-05-19 | -5.10 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-20 | 2022-05-15 | -4.26 | 25 |
| 2022-04-17 | 2022-04-18 | -2.06 | 0 |
| 2023-03-13 | 2023-03-13 | -1.64 | 0 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| 2023-04-11 | 2023-04-27 | -0.87 | 15 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11401214:btcusd:triple_med_gx:lsma95_135 | 11401214:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.15% | 35.75% |
| Worst Week | -6.29% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -10.77% | -37.12% |
| Best Year | 20.54% | 155.54% |
| Worst Year | -13.35% | -55.14% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.68% | -0.77% |
| Avg. Up Week | 2.0% | 7.18% |
| Avg. Down Week | -1.86% | -3.07% |
| Avg. Up Month | 3.4% | 12.09% |
| Avg. Down Month | -3.2% | -11.13% |
| Win Days % | 43.42% | 51.32% |
| Win Month % | 54.05% | 60.98% |
| Win Week % | 47.89% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |