| Metric | 11401207:btcusd:triple_med_gx:lsma65_135 | 11401207:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 13.89% | 195.83% |
| Max Drawdown | -23.98% | -67.18% |
| Sharpe | 0.15 | 0.44 |
| Sortino | 0.24 | 0.64 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.91 | 1.07 |
| CPC Index | 0.57 | 0.64 |
| Tail Ratio | 0.86 | 0.99 |
| Outlier Win Ratio | 41.88 | 3.32 |
| Outlier Loss Ratio | 4.24 | 3.19 |
| Volatility (ann.) | 9.37% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.16 | 0.57 |
| Skew | 3.02 | 0.2 |
| Kurtosis | 70.45 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.68% |
| Expected Yearly % | 3.3% | 31.15% |
| Kelly Criterion | -1.87% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11401207:BTCUSD | 11401207:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 9.54 | -0.17 | + |
| 2023 | 155.54 | 8.79 | 0.06 | - |
| 2024 | 121.00 | -5.67 | -0.05 | - |
| 2025 | 16.76 | 1.31 | 0.08 | - |
| Metric | 11401207:btcusd:triple_med_gx:lsma65_135 | 11401207:BTCUSD |
|---|---|---|
| MTD | 2.5% | 4.16% |
| 3M | 4.35% | 31.46% |
| 6M | -4.74% | 12.77% |
| YTD | 1.31% | 16.76% |
| 1Y | -6.18% | 56.84% |
| 3Y (ann.) | -2.69% | 55.31% |
| 5Y (ann.) | 3.95% | 38.19% |
| Metric | 11401207:btcusd:triple_med_gx:lsma65_135 | 11401207:BTCUSD |
|---|---|---|
| Max Drawdown | -23.98% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -3.68% | -6.97% |
| Avg. Drawdown Days | 86.0 | 36.0 |
| Recovery Factor | 0.58 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -23.98 | 1085 |
| 2022-05-16 | 2022-05-19 | -5.10 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-20 | 2022-05-15 | -2.68 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-04-14 | 2022-04-15 | -0.27 | 0 |
| Metric | 11401207:btcusd:triple_med_gx:lsma65_135 | 11401207:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 11.5% | 43.77% |
| Worst Month | -14.18% | -37.12% |
| Best Year | 9.54% | 155.54% |
| Worst Year | -5.67% | -55.14% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.15% | 7.84% |
| Avg. Down Week | -2.39% | -2.99% |
| Avg. Up Month | 3.55% | 12.94% |
| Avg. Down Month | -4.49% | -9.01% |
| Win Days % | 44.55% | 51.32% |
| Win Month % | 56.41% | 60.98% |
| Win Week % | 45.78% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |