| Metric | 11401263:btcusd:triple_med_gx:lsma60_135 | 11401263:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -7.33% | 195.83% |
| Max Drawdown | -35.24% | -67.18% |
| Sharpe | -0.01 | 0.44 |
| Sortino | -0.02 | 0.64 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.85 | 1.07 |
| CPC Index | 0.5 | 0.61 |
| Tail Ratio | 0.85 | 0.99 |
| Outlier Win Ratio | 40.06 | 3.32 |
| Outlier Loss Ratio | 4.22 | 3.3 |
| Volatility (ann.) | 9.69% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.06 | 0.57 |
| Skew | 2.77 | 0.2 |
| Kurtosis | 66.48 | 6.45 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.19% | 2.68% |
| Expected Yearly % | -1.89% | 31.15% |
| Kelly Criterion | -4.86% | 7.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.24% |
| Expected Shortfall (cVaR) | -0.83% | -2.24% |
| Year | 11401263:BTCUSD | 11401263:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 0.83 | -0.02 | + |
| 2023 | 155.54 | 2.46 | 0.02 | - |
| 2024 | 121.00 | -12.13 | -0.10 | - |
| 2025 | 16.76 | 2.08 | 0.12 | - |
| Metric | 11401263:btcusd:triple_med_gx:lsma60_135 | 11401263:BTCUSD |
|---|---|---|
| MTD | 4.23% | 4.16% |
| 3M | 9.64% | 31.46% |
| 6M | -4.78% | 12.77% |
| YTD | 2.08% | 16.76% |
| 1Y | -21.08% | 56.84% |
| 3Y (ann.) | -6.29% | 55.31% |
| 5Y (ann.) | -2.24% | 38.19% |
| Metric | 11401263:btcusd:triple_med_gx:lsma60_135 | 11401263:BTCUSD |
|---|---|---|
| Max Drawdown | -35.24% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -5.22% | -6.97% |
| Avg. Drawdown Days | 99.0 | 36.0 |
| Recovery Factor | -0.21 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -35.24 | 1085 |
| 2022-03-01 | 2022-04-19 | -6.05 | 49 |
| 2022-05-16 | 2022-06-19 | -5.10 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-04-20 | 2022-05-15 | -1.84 | 24 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| Metric | 11401263:btcusd:triple_med_gx:lsma60_135 | 11401263:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.98% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -14.73% | -37.12% |
| Best Year | 2.46% | 155.54% |
| Worst Year | -12.13% | -55.14% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.63% | 8.85% |
| Avg. Down Week | -2.49% | -3.31% |
| Avg. Up Month | 4.02% | 15.17% |
| Avg. Down Month | -5.32% | -8.38% |
| Win Days % | 44.82% | 51.32% |
| Win Month % | 47.5% | 60.98% |
| Win Week % | 40.45% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |