| Metric | 11401320:btcusd:triple_med_gx:lsma55_135 | 11401320:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 6.79% | 195.83% |
| Max Drawdown | -32.63% | -67.18% |
| Sharpe | 0.1 | 0.44 |
| Sortino | 0.16 | 0.64 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 0.93 | 1.07 |
| CPC Index | 0.54 | 0.64 |
| Tail Ratio | 0.9 | 0.99 |
| Outlier Win Ratio | 36.32 | 3.41 |
| Outlier Loss Ratio | 4.24 | 3.3 |
| Volatility (ann.) | 10.38% | 26.35% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.06 | 0.57 |
| Skew | 2.65 | 0.2 |
| Kurtosis | 62.08 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.68% |
| Expected Yearly % | 1.66% | 31.15% |
| Kelly Criterion | -2.48% | 9.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.24% |
| Expected Shortfall (cVaR) | -0.89% | -2.24% |
| Year | 11401320:BTCUSD | 11401320:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 2.37 | -0.04 | + |
| 2023 | 155.54 | 17.93 | 0.12 | - |
| 2024 | 121.00 | -1.75 | -0.01 | - |
| 2025 | 16.76 | -9.96 | -0.59 | - |
| Metric | 11401320:btcusd:triple_med_gx:lsma55_135 | 11401320:BTCUSD |
|---|---|---|
| MTD | 3.53% | 4.16% |
| 3M | 0.53% | 31.46% |
| 6M | -15.74% | 12.77% |
| YTD | -9.96% | 16.76% |
| 1Y | -24.76% | 56.84% |
| 3Y (ann.) | -3.8% | 55.31% |
| 5Y (ann.) | 1.98% | 38.19% |
| Metric | 11401320:btcusd:triple_med_gx:lsma55_135 | 11401320:BTCUSD |
|---|---|---|
| Max Drawdown | -32.63% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -3.28% | -6.97% |
| Avg. Drawdown Days | 39.0 | 36.0 |
| Recovery Factor | 0.21 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -32.63 | 370 |
| 2022-06-21 | 2024-03-25 | -24.09 | 642 |
| 2022-05-16 | 2022-06-19 | -5.10 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2024-03-26 | 2024-03-31 | -2.90 | 4 |
| 2022-03-15 | 2022-04-15 | -2.56 | 31 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11401320:btcusd:triple_med_gx:lsma55_135 | 11401320:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -8.52% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -9.65% | -37.12% |
| Best Year | 17.93% | 155.54% |
| Worst Year | -9.96% | -55.14% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 3.07% | 7.54% |
| Avg. Down Week | -2.69% | -3.91% |
| Avg. Up Month | 4.78% | 14.63% |
| Avg. Down Month | -4.58% | -7.9% |
| Win Days % | 44.71% | 51.32% |
| Win Month % | 42.5% | 60.98% |
| Win Week % | 48.39% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |