| Metric | 11401317:btcusd:triple_med_gx:lsma65_135 | 11401317:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 0.16% | 195.83% |
| Max Drawdown | -26.34% | -67.18% |
| Sharpe | 0.05 | 0.44 |
| Sortino | 0.07 | 0.64 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.51 | 0.6 |
| Tail Ratio | 0.94 | 0.99 |
| Outlier Win Ratio | 43.86 | 3.27 |
| Outlier Loss Ratio | 4.19 | 3.22 |
| Volatility (ann.) | 9.22% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.0 | 0.57 |
| Skew | 1.65 | 0.2 |
| Kurtosis | 72.42 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.0% | 2.68% |
| Expected Yearly % | 0.04% | 31.15% |
| Kelly Criterion | -3.49% | 6.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11401317:BTCUSD | 11401317:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 3.54 | -0.06 | + |
| 2023 | 155.54 | 3.68 | 0.02 | - |
| 2024 | 121.00 | 1.96 | 0.02 | - |
| 2025 | 16.76 | -8.50 | -0.51 | - |
| Metric | 11401317:btcusd:triple_med_gx:lsma65_135 | 11401317:BTCUSD |
|---|---|---|
| MTD | 4.22% | 4.16% |
| 3M | -0.28% | 31.46% |
| 6M | -10.79% | 12.77% |
| YTD | -8.5% | 16.76% |
| 1Y | -19.51% | 56.84% |
| 3Y (ann.) | -4.97% | 55.31% |
| 5Y (ann.) | 0.05% | 38.19% |
| Metric | 11401317:btcusd:triple_med_gx:lsma65_135 | 11401317:BTCUSD |
|---|---|---|
| Max Drawdown | -26.34% | -67.18% |
| Longest DD Days | 649.0 | 683.0 |
| Avg. Drawdown | -4.62% | -6.97% |
| Avg. Drawdown Days | 72.0 | 36.0 |
| Recovery Factor | 0.01 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -26.34 | 356 |
| 2022-06-21 | 2024-03-31 | -18.56 | 649 |
| 2022-05-16 | 2022-06-20 | -5.10 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-15 | 2022-04-18 | -4.17 | 34 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2024-04-01 | 2024-06-05 | -3.86 | 65 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-06-05 | 2024-06-20 | -1.46 | 14 |
| Metric | 11401317:btcusd:triple_med_gx:lsma65_135 | 11401317:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 11.01% | 35.75% |
| Worst Week | -6.29% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -10.06% | -37.12% |
| Best Year | 3.68% | 155.54% |
| Worst Year | -8.5% | -55.14% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 3.2% | 7.96% |
| Avg. Down Week | -2.08% | -3.04% |
| Avg. Up Month | 4.69% | 11.34% |
| Avg. Down Month | -3.67% | -8.49% |
| Win Days % | 46.07% | 51.32% |
| Win Month % | 38.46% | 60.98% |
| Win Week % | 39.29% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |