| Metric | 11401373:btcusd:triple_med_gx:lsma60_135 | 11401373:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -1.06% | 195.83% |
| Max Drawdown | -27.08% | -67.18% |
| Sharpe | 0.04 | 0.44 |
| Sortino | 0.06 | 0.64 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 0.99 | 1.07 |
| CPC Index | 0.5 | 0.56 |
| Tail Ratio | 0.97 | 0.99 |
| Outlier Win Ratio | 41.14 | 3.31 |
| Outlier Loss Ratio | 4.15 | 3.29 |
| Volatility (ann.) | 9.44% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.01 | 0.57 |
| Skew | 0.98 | 0.2 |
| Kurtosis | 57.31 | 6.45 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.03% | 2.68% |
| Expected Yearly % | -0.27% | 31.15% |
| Kelly Criterion | -2.99% | 3.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11401373:BTCUSD | 11401373:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 11.32 | -0.21 | + |
| 2023 | 155.54 | -9.53 | -0.06 | - |
| 2024 | 121.00 | 5.65 | 0.05 | - |
| 2025 | 16.76 | -7.01 | -0.42 | - |
| Metric | 11401373:btcusd:triple_med_gx:lsma60_135 | 11401373:BTCUSD |
|---|---|---|
| MTD | 3.44% | 4.16% |
| 3M | 2.74% | 31.46% |
| 6M | -8.77% | 12.77% |
| YTD | -7.01% | 16.76% |
| 1Y | -15.98% | 56.84% |
| 3Y (ann.) | -5.5% | 55.31% |
| 5Y (ann.) | -0.32% | 38.19% |
| Metric | 11401373:btcusd:triple_med_gx:lsma60_135 | 11401373:BTCUSD |
|---|---|---|
| Max Drawdown | -27.08% | -67.18% |
| Longest DD Days | 1033.0 | 683.0 |
| Avg. Drawdown | -4.15% | -6.97% |
| Avg. Drawdown Days | 82.0 | 36.0 |
| Recovery Factor | -0.04 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2025-06-11 | -27.08 | 1033 |
| 2022-06-21 | 2022-08-11 | -5.90 | 50 |
| 2022-05-16 | 2022-06-21 | -5.78 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2022-04-21 | 2022-05-15 | -2.47 | 24 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| Metric | 11401373:btcusd:triple_med_gx:lsma60_135 | 11401373:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.01% | 35.75% |
| Worst Week | -6.99% | -29.64% |
| Best Month | 9.88% | 43.77% |
| Worst Month | -8.58% | -37.12% |
| Best Year | 11.32% | 155.54% |
| Worst Year | -9.53% | -55.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 2.39% | 7.49% |
| Avg. Down Week | -2.29% | -2.46% |
| Avg. Up Month | 2.86% | 14.23% |
| Avg. Down Month | -3.54% | -9.42% |
| Win Days % | 47.13% | 51.32% |
| Win Month % | 47.5% | 60.98% |
| Win Week % | 47.13% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |