| Metric | 11401819:btcusd:triple_med_gx:lsma60_135 | 11401819:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 26.02% | 195.83% |
| Max Drawdown | -52.35% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.28 | 0.64 |
| Payoff Ratio | 1.03 | 0.99 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 21.05 | 4.07 |
| Outlier Loss Ratio | 3.88 | 4.04 |
| Volatility (ann.) | 16.22% | 26.35% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.14 | 0.57 |
| Skew | 0.81 | 0.2 |
| Kurtosis | 31.26 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.68% |
| Expected Yearly % | 5.95% | 31.15% |
| Kelly Criterion | 0.58% | 2.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.24% |
| Expected Shortfall (cVaR) | -1.39% | -2.24% |
| Year | 11401819:BTCUSD | 11401819:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -37.83 | 0.69 | + |
| 2023 | 155.54 | 58.95 | 0.38 | - |
| 2024 | 121.00 | 29.25 | 0.24 | - |
| 2025 | 16.76 | -1.34 | -0.08 | - |
| Metric | 11401819:btcusd:triple_med_gx:lsma60_135 | 11401819:BTCUSD |
|---|---|---|
| MTD | 0.75% | 4.16% |
| 3M | 6.95% | 31.46% |
| 6M | -5.35% | 12.77% |
| YTD | -1.34% | 16.76% |
| 1Y | -6.52% | 56.84% |
| 3Y (ann.) | 7.49% | 55.31% |
| 5Y (ann.) | 7.14% | 38.19% |
| Metric | 11401819:btcusd:triple_med_gx:lsma60_135 | 11401819:BTCUSD |
|---|---|---|
| Max Drawdown | -52.35% | -67.18% |
| Longest DD Days | 739.0 | 683.0 |
| Avg. Drawdown | -5.62% | -6.97% |
| Avg. Drawdown Days | 52.0 | 36.0 |
| Recovery Factor | 0.5 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-17 | 2024-03-25 | -52.35 | 739 |
| 2024-06-05 | 2024-12-05 | -22.17 | 182 |
| 2024-12-05 | 2025-06-11 | -21.66 | 188 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-04-18 | -3.56 | 23 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-04-23 | 2024-05-04 | -1.16 | 11 |
| Metric | 11401819:btcusd:triple_med_gx:lsma60_135 | 11401819:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 21.11% | 43.77% |
| Worst Month | -27.99% | -37.12% |
| Best Year | 58.95% | 155.54% |
| Worst Year | -37.83% | -55.14% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.95% | -1.0% |
| Avg. Up Week | 4.24% | 6.9% |
| Avg. Down Week | -2.93% | -5.16% |
| Avg. Up Month | 6.77% | 14.6% |
| Avg. Down Month | -6.57% | -12.99% |
| Win Days % | 49.45% | 51.32% |
| Win Month % | 53.85% | 60.98% |
| Win Week % | 47.52% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |