| Metric | 11401262:btcusd:triple_med_gx:lsma55_135 | 11401262:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 17.96% | 195.83% |
| Max Drawdown | -25.12% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.27 | 0.64 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.0 | 1.07 |
| CPC Index | 0.57 | 0.64 |
| Tail Ratio | 0.93 | 0.99 |
| Outlier Win Ratio | 36.34 | 3.5 |
| Outlier Loss Ratio | 4.15 | 3.3 |
| Volatility (ann.) | 10.46% | 26.35% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.2 | 0.57 |
| Skew | 3.18 | 0.2 |
| Kurtosis | 63.38 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.68% |
| Expected Yearly % | 4.22% | 31.15% |
| Kelly Criterion | -1.04% | 9.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.24% |
| Expected Shortfall (cVaR) | -0.9% | -2.24% |
| Year | 11401262:BTCUSD | 11401262:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 14.63 | -0.27 | + |
| 2023 | 155.54 | 3.50 | 0.02 | - |
| 2024 | 121.00 | 2.58 | 0.02 | - |
| 2025 | 16.76 | -3.08 | -0.18 | - |
| Metric | 11401262:btcusd:triple_med_gx:lsma55_135 | 11401262:BTCUSD |
|---|---|---|
| MTD | 3.66% | 4.16% |
| 3M | 5.08% | 31.46% |
| 6M | -8.2% | 12.77% |
| YTD | -3.08% | 16.76% |
| 1Y | -14.45% | 56.84% |
| 3Y (ann.) | 0.87% | 55.31% |
| 5Y (ann.) | 5.05% | 38.19% |
| Metric | 11401262:btcusd:triple_med_gx:lsma55_135 | 11401262:BTCUSD |
|---|---|---|
| Max Drawdown | -25.12% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -4.63% | -6.97% |
| Avg. Drawdown Days | 62.0 | 36.0 |
| Recovery Factor | 0.71 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-06-11 | -25.12 | 367 |
| 2023-04-26 | 2024-06-04 | -17.37 | 404 |
| 2022-06-21 | 2023-04-26 | -14.06 | 308 |
| 2022-05-16 | 2022-06-19 | -6.99 | 34 |
| 2022-03-01 | 2022-04-19 | -5.72 | 49 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-04-20 | 2022-05-14 | -1.84 | 24 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11401262:btcusd:triple_med_gx:lsma55_135 | 11401262:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.15% | 35.75% |
| Worst Week | -6.16% | -29.64% |
| Best Month | 11.93% | 43.77% |
| Worst Month | -8.26% | -37.12% |
| Best Year | 14.63% | 155.54% |
| Worst Year | -3.08% | -55.14% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.95% | 8.03% |
| Avg. Down Week | -2.53% | -3.43% |
| Avg. Up Month | 5.42% | 15.97% |
| Avg. Down Month | -3.73% | -8.38% |
| Win Days % | 45.48% | 51.32% |
| Win Month % | 42.5% | 60.98% |
| Win Week % | 43.48% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |