| Metric | 11395595:btcusd:triple_med_gx:lsma135_115 | 11395595:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 5.46% | 195.83% |
| Max Drawdown | -31.09% | -67.18% |
| Sharpe | 0.09 | 0.44 |
| Sortino | 0.14 | 0.64 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 57.48 | 3.13 |
| Outlier Loss Ratio | 3.54 | 3.12 |
| Volatility (ann.) | 8.84% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.05 | 0.57 |
| Skew | 3.33 | 0.2 |
| Kurtosis | 102.58 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.68% |
| Expected Yearly % | 1.34% | 31.15% |
| Kelly Criterion | -4.45% | 4.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11395595:BTCUSD | 11395595:btcusd:triple_med_gx:lsma135_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -1.99 | 0.04 | + |
| 2023 | 155.54 | 4.10 | 0.03 | - |
| 2024 | 121.00 | 6.51 | 0.05 | - |
| 2025 | 16.76 | -2.95 | -0.18 | - |
| Metric | 11395595:btcusd:triple_med_gx:lsma135_115 | 11395595:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.11% | 31.46% |
| 6M | 0.2% | 12.77% |
| YTD | -2.95% | 16.76% |
| 1Y | -8.33% | 56.84% |
| 3Y (ann.) | -2.02% | 55.31% |
| 5Y (ann.) | 1.6% | 38.19% |
| Metric | 11395595:btcusd:triple_med_gx:lsma135_115 | 11395595:BTCUSD |
|---|---|---|
| Max Drawdown | -31.09% | -67.18% |
| Longest DD Days | 760.0 | 683.0 |
| Avg. Drawdown | -7.27% | -6.97% |
| Avg. Drawdown Days | 130.0 | 36.0 |
| Recovery Factor | 0.18 | 2.92 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2024-03-20 | -31.09 | 760 |
| 2024-05-30 | 2025-06-11 | -21.31 | 376 |
| 2024-04-29 | 2024-05-15 | -7.06 | 16 |
| 2024-05-16 | 2024-05-30 | -2.41 | 14 |
| 2024-04-15 | 2024-04-16 | -1.67 | 1 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2022-02-05 | 2022-02-06 | -0.51 | 0 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| 2022-02-07 | 2022-02-07 | -0.19 | 0 |
| Metric | 11395595:btcusd:triple_med_gx:lsma135_115 | 11395595:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -7.21% | -29.64% |
| Best Month | 17.65% | 43.77% |
| Worst Month | -11.42% | -37.12% |
| Best Year | 6.51% | 155.54% |
| Worst Year | -2.95% | -55.14% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.89% | -0.96% |
| Avg. Up Week | 5.0% | 8.08% |
| Avg. Down Week | -2.3% | -5.1% |
| Avg. Up Month | 5.5% | 11.14% |
| Avg. Down Month | -4.86% | -13.16% |
| Win Days % | 44.93% | 51.32% |
| Win Month % | 48.65% | 60.98% |
| Win Week % | 36.62% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |