| Metric | 11401210:btcusd:triple_med_gx:lsma75_135 | 11401210:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 0.86% | 195.83% |
| Max Drawdown | -30.06% | -67.18% |
| Sharpe | 0.05 | 0.44 |
| Sortino | 0.08 | 0.64 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 0.92 | 1.07 |
| CPC Index | 0.53 | 0.63 |
| Tail Ratio | 0.9 | 0.99 |
| Outlier Win Ratio | 48.74 | 3.24 |
| Outlier Loss Ratio | 4.29 | 3.15 |
| Volatility (ann.) | 8.68% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.01 | 0.57 |
| Skew | 3.82 | 0.2 |
| Kurtosis | 89.52 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.02% | 2.68% |
| Expected Yearly % | 0.21% | 31.15% |
| Kelly Criterion | -3.92% | 8.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11401210:BTCUSD | 11401210:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 5.95 | -0.11 | + |
| 2023 | 155.54 | 7.20 | 0.05 | - |
| 2024 | 121.00 | -15.68 | -0.13 | - |
| 2025 | 16.76 | 5.31 | 0.32 | - |
| Metric | 11401210:btcusd:triple_med_gx:lsma75_135 | 11401210:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 5.26% | 31.46% |
| 6M | -1.04% | 12.77% |
| YTD | 5.31% | 16.76% |
| 1Y | -12.67% | 56.84% |
| 3Y (ann.) | -6.1% | 55.31% |
| 5Y (ann.) | 0.26% | 38.19% |
| Metric | 11401210:btcusd:triple_med_gx:lsma75_135 | 11401210:BTCUSD |
|---|---|---|
| Max Drawdown | -30.06% | -67.18% |
| Longest DD Days | 727.0 | 683.0 |
| Avg. Drawdown | -5.06% | -6.97% |
| Avg. Drawdown Days | 77.0 | 36.0 |
| Recovery Factor | 0.03 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-14 | 2025-06-11 | -30.06 | 727 |
| 2022-06-21 | 2023-04-11 | -20.58 | 293 |
| 2022-05-16 | 2022-05-19 | -5.10 | 3 |
| 2023-04-11 | 2023-05-23 | -4.66 | 41 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-20 | 2022-05-15 | -2.73 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-05-23 | 2023-06-14 | -0.82 | 22 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| Metric | 11401210:btcusd:triple_med_gx:lsma75_135 | 11401210:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.31% | -9.32% |
| Best Week | 11.07% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 11.07% | 43.77% |
| Worst Month | -17.42% | -37.12% |
| Best Year | 7.2% | 155.54% |
| Worst Year | -15.68% | -55.14% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.8% | 7.99% |
| Avg. Down Week | -2.37% | -2.74% |
| Avg. Up Month | 3.46% | 14.37% |
| Avg. Down Month | -5.51% | -9.44% |
| Win Days % | 43.81% | 51.32% |
| Win Month % | 57.89% | 60.98% |
| Win Week % | 46.84% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |