| Metric | 11401371:btcusd:triple_med_gx:lsma55_135 | 11401371:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 4.95% | 195.83% |
| Max Drawdown | -24.61% | -67.18% |
| Sharpe | 0.09 | 0.44 |
| Sortino | 0.13 | 0.64 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 0.99 | 1.07 |
| CPC Index | 0.53 | 0.6 |
| Tail Ratio | 0.95 | 0.99 |
| Outlier Win Ratio | 38.09 | 3.36 |
| Outlier Loss Ratio | 4.2 | 3.29 |
| Volatility (ann.) | 9.98% | 26.35% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.06 | 0.57 |
| Skew | 1.92 | 0.2 |
| Kurtosis | 64.19 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.12% | 2.68% |
| Expected Yearly % | 1.22% | 31.15% |
| Kelly Criterion | -2.4% | 6.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11401371:BTCUSD | 11401371:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 5.47 | -0.10 | + |
| 2023 | 155.54 | 0.99 | 0.01 | - |
| 2024 | 121.00 | 1.68 | 0.01 | - |
| 2025 | 16.76 | -3.09 | -0.18 | - |
| Metric | 11401371:btcusd:triple_med_gx:lsma55_135 | 11401371:BTCUSD |
|---|---|---|
| MTD | 3.05% | 4.16% |
| 3M | 6.31% | 31.46% |
| 6M | -7.1% | 12.77% |
| YTD | -3.09% | 16.76% |
| 1Y | -14.51% | 56.84% |
| 3Y (ann.) | -3.8% | 55.31% |
| 5Y (ann.) | 1.45% | 38.19% |
| Metric | 11401371:btcusd:triple_med_gx:lsma55_135 | 11401371:BTCUSD |
|---|---|---|
| Max Drawdown | -24.61% | -67.18% |
| Longest DD Days | 1021.0 | 683.0 |
| Avg. Drawdown | -3.4% | -6.97% |
| Avg. Drawdown Days | 77.0 | 36.0 |
| Recovery Factor | 0.2 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2025-06-11 | -24.61 | 1021 |
| 2022-05-16 | 2022-08-13 | -7.92 | 89 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-21 | 2022-05-15 | -3.27 | 24 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-08-13 | 2022-08-25 | -1.12 | 12 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| Metric | 11401371:btcusd:triple_med_gx:lsma55_135 | 11401371:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -6.38% | -29.64% |
| Best Month | 10.8% | 43.77% |
| Worst Month | -8.46% | -37.12% |
| Best Year | 5.47% | 155.54% |
| Worst Year | -3.09% | -55.14% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.14% | 7.73% |
| Avg. Down Week | -2.52% | -2.53% |
| Avg. Up Month | 3.47% | 13.41% |
| Avg. Down Month | -3.68% | -9.22% |
| Win Days % | 46.2% | 51.32% |
| Win Month % | 52.5% | 60.98% |
| Win Week % | 45.65% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |