| Metric | 11401319:btcusd:triple_med_gx:lsma70_135 | 11401319:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -9.69% | 195.83% |
| Max Drawdown | -29.39% | -67.18% |
| Sharpe | -0.04 | 0.44 |
| Sortino | -0.06 | 0.64 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | 0.9 | 1.07 |
| CPC Index | 0.48 | 0.59 |
| Tail Ratio | 0.92 | 0.99 |
| Outlier Win Ratio | 47.38 | 3.22 |
| Outlier Loss Ratio | 4.19 | 3.18 |
| Volatility (ann.) | 8.89% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.1 | 0.57 |
| Skew | 1.76 | 0.2 |
| Kurtosis | 81.97 | 6.45 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.25% | 2.68% |
| Expected Yearly % | -2.51% | 31.15% |
| Kelly Criterion | -5.97% | 5.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11401319:BTCUSD | 11401319:btcusd:triple_med_gx:lsma70_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -2.13 | 0.04 | + |
| 2023 | 155.54 | 0.81 | 0.01 | - |
| 2024 | 121.00 | -4.15 | -0.03 | - |
| 2025 | 16.76 | -4.49 | -0.27 | - |
| Metric | 11401319:btcusd:triple_med_gx:lsma70_135 | 11401319:BTCUSD |
|---|---|---|
| MTD | 4.09% | 4.16% |
| 3M | 0.02% | 31.46% |
| 6M | -6.06% | 12.77% |
| YTD | -4.49% | 16.76% |
| 1Y | -19.3% | 56.84% |
| 3Y (ann.) | -7.8% | 55.31% |
| 5Y (ann.) | -2.99% | 38.19% |
| Metric | 11401319:btcusd:triple_med_gx:lsma70_135 | 11401319:BTCUSD |
|---|---|---|
| Max Drawdown | -29.39% | -67.18% |
| Longest DD Days | 1122.0 | 683.0 |
| Avg. Drawdown | -5.46% | -6.97% |
| Avg. Drawdown Days | 144.0 | 36.0 |
| Recovery Factor | -0.33 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2025-06-11 | -29.39 | 1122 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-15 | 2022-04-18 | -4.15 | 3 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-04-24 | 2022-05-15 | -1.65 | 21 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11401319:btcusd:triple_med_gx:lsma70_135 | 11401319:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 11.01% | 35.75% |
| Worst Week | -8.04% | -29.64% |
| Best Month | 10.46% | 43.77% |
| Worst Month | -11.22% | -37.12% |
| Best Year | 0.81% | 155.54% |
| Worst Year | -4.49% | -55.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 2.54% | 8.02% |
| Avg. Down Week | -2.14% | -3.07% |
| Avg. Up Month | 3.97% | 10.29% |
| Avg. Down Month | -3.41% | -8.49% |
| Win Days % | 45.19% | 51.32% |
| Win Month % | 39.47% | 60.98% |
| Win Week % | 40.24% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |