| Metric | 11401321:btcusd:triple_med_gx:lsma75_135 | 11401321:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -7.74% | 195.83% |
| Max Drawdown | -26.94% | -67.18% |
| Sharpe | -0.03 | 0.44 |
| Sortino | -0.04 | 0.64 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 0.91 | 1.07 |
| CPC Index | 0.48 | 0.59 |
| Tail Ratio | 0.92 | 0.99 |
| Outlier Win Ratio | 50.4 | 3.17 |
| Outlier Loss Ratio | 4.08 | 3.15 |
| Volatility (ann.) | 8.67% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.09 | 0.57 |
| Skew | 1.86 | 0.2 |
| Kurtosis | 89.56 | 6.45 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.2% | 2.68% |
| Expected Yearly % | -1.99% | 31.15% |
| Kelly Criterion | -4.85% | 5.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11401321:BTCUSD | 11401321:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -4.77 | 0.09 | + |
| 2023 | 155.54 | 8.40 | 0.05 | - |
| 2024 | 121.00 | -10.73 | -0.09 | - |
| 2025 | 16.76 | 0.12 | 0.01 | - |
| Metric | 11401321:btcusd:triple_med_gx:lsma75_135 | 11401321:BTCUSD |
|---|---|---|
| MTD | 3.76% | 4.16% |
| 3M | 5.66% | 31.46% |
| 6M | -2.16% | 12.77% |
| YTD | 0.12% | 16.76% |
| 1Y | -16.78% | 56.84% |
| 3Y (ann.) | -7.25% | 55.31% |
| 5Y (ann.) | -2.37% | 38.19% |
| Metric | 11401321:btcusd:triple_med_gx:lsma75_135 | 11401321:BTCUSD |
|---|---|---|
| Max Drawdown | -26.94% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -4.68% | -6.97% |
| Avg. Drawdown Days | 114.0 | 36.0 |
| Recovery Factor | -0.29 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -26.94 | 1085 |
| 2022-05-16 | 2022-06-21 | -5.10 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.97 | 2 |
| 2022-04-24 | 2022-05-15 | -2.01 | 21 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-02-26 | 2022-02-26 | -0.37 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11401321:btcusd:triple_med_gx:lsma75_135 | 11401321:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 11.4% | 35.75% |
| Worst Week | -7.87% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -15.94% | -37.12% |
| Best Year | 8.4% | 155.54% |
| Worst Year | -10.73% | -55.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.74% | -0.74% |
| Avg. Up Week | 2.24% | 8.03% |
| Avg. Down Week | -2.88% | -2.93% |
| Avg. Up Month | 3.64% | 12.8% |
| Avg. Down Month | -4.56% | -8.63% |
| Win Days % | 46.16% | 51.32% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 52.0% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |