| Metric | 11401212:btcusd:triple_med_gx:lsma85_135 | 11401212:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 8.73% | 195.83% |
| Max Drawdown | -32.84% | -67.18% |
| Sharpe | 0.12 | 0.44 |
| Sortino | 0.19 | 0.64 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.43 | 1.07 |
| CPC Index | 0.56 | 0.66 |
| Tail Ratio | 0.4 | 0.99 |
| Outlier Win Ratio | 53.61 | 3.18 |
| Outlier Loss Ratio | 4.21 | 3.06 |
| Volatility (ann.) | 8.11% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.08 | 0.57 |
| Skew | 4.43 | 0.2 |
| Kurtosis | 105.92 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.68% |
| Expected Yearly % | 2.12% | 31.15% |
| Kelly Criterion | -2.33% | 10.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11401212:BTCUSD | 11401212:btcusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 10.46 | -0.19 | + |
| 2023 | 155.54 | 10.55 | 0.07 | - |
| 2024 | 121.00 | -17.77 | -0.15 | - |
| 2025 | 16.76 | 8.28 | 0.49 | - |
| Metric | 11401212:btcusd:triple_med_gx:lsma85_135 | 11401212:BTCUSD |
|---|---|---|
| MTD | 4.17% | 4.16% |
| 3M | 6.21% | 31.46% |
| 6M | 5.74% | 12.77% |
| YTD | 8.28% | 16.76% |
| 1Y | -1.35% | 56.84% |
| 3Y (ann.) | -3.65% | 55.31% |
| 5Y (ann.) | 2.53% | 38.19% |
| Metric | 11401212:btcusd:triple_med_gx:lsma85_135 | 11401212:BTCUSD |
|---|---|---|
| Max Drawdown | -32.84% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -3.83% | -6.97% |
| Avg. Drawdown Days | 53.0 | 36.0 |
| Recovery Factor | 0.27 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2025-06-11 | -32.84 | 698 |
| 2022-06-21 | 2023-03-13 | -16.10 | 264 |
| 2022-05-16 | 2022-05-19 | -5.10 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-20 | 2022-05-15 | -4.26 | 25 |
| 2022-03-05 | 2022-04-18 | -3.97 | 44 |
| 2023-05-26 | 2023-07-13 | -3.13 | 48 |
| 2023-05-01 | 2023-05-02 | -2.04 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-05-04 | 2023-05-19 | -1.58 | 14 |
| Metric | 11401212:btcusd:triple_med_gx:lsma85_135 | 11401212:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.4% | 35.75% |
| Worst Week | -7.12% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -13.28% | -37.12% |
| Best Year | 10.55% | 155.54% |
| Worst Year | -17.77% | -55.14% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 2.3% | 6.35% |
| Avg. Down Week | -2.04% | -2.67% |
| Avg. Up Month | 3.37% | 11.24% |
| Avg. Down Month | -4.69% | -9.6% |
| Win Days % | 43.69% | 51.32% |
| Win Month % | 56.76% | 60.98% |
| Win Week % | 47.95% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |