| Metric | 11401264:btcusd:triple_med_gx:lsma65_135 | 11401264:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 10.94% | 195.83% |
| Max Drawdown | -22.88% | -67.18% |
| Sharpe | 0.13 | 0.44 |
| Sortino | 0.21 | 0.64 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.0 | 1.07 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | 0.95 | 0.99 |
| Outlier Win Ratio | 43.24 | 3.28 |
| Outlier Loss Ratio | 4.26 | 3.21 |
| Volatility (ann.) | 9.11% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.14 | 0.57 |
| Skew | 3.25 | 0.2 |
| Kurtosis | 77.92 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.25% | 2.68% |
| Expected Yearly % | 2.63% | 31.15% |
| Kelly Criterion | -2.01% | 7.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.24% |
| Expected Shortfall (cVaR) | -0.78% | -2.24% |
| Year | 11401264:BTCUSD | 11401264:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -1.71 | 0.03 | + |
| 2023 | 155.54 | 12.93 | 0.08 | - |
| 2024 | 121.00 | -3.62 | -0.03 | - |
| 2025 | 16.76 | 3.70 | 0.22 | - |
| Metric | 11401264:btcusd:triple_med_gx:lsma65_135 | 11401264:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | 12.45% | 31.46% |
| 6M | 0.53% | 12.77% |
| YTD | 3.7% | 16.76% |
| 1Y | -12.0% | 56.84% |
| 3Y (ann.) | -0.53% | 55.31% |
| 5Y (ann.) | 3.14% | 38.19% |
| Metric | 11401264:btcusd:triple_med_gx:lsma65_135 | 11401264:BTCUSD |
|---|---|---|
| Max Drawdown | -22.88% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -3.99% | -6.97% |
| Avg. Drawdown Days | 62.0 | 36.0 |
| Recovery Factor | 0.48 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -22.88 | 356 |
| 2022-06-21 | 2024-03-25 | -21.61 | 642 |
| 2022-05-16 | 2022-06-21 | -5.14 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-20 | 2022-05-15 | -3.56 | 25 |
| 2024-04-01 | 2024-04-22 | -2.92 | 21 |
| 2024-03-26 | 2024-03-31 | -2.90 | 4 |
| 2024-04-22 | 2024-06-05 | -2.72 | 43 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11401264:btcusd:triple_med_gx:lsma65_135 | 11401264: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 | 11.79% | 43.77% |
| Worst Month | -18.58% | -37.12% |
| Best Year | 12.93% | 155.54% |
| Worst Year | -3.62% | -55.14% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.16% | 8.36% |
| Avg. Down Week | -2.05% | -2.97% |
| Avg. Up Month | 3.51% | 15.52% |
| Avg. Down Month | -4.08% | -9.53% |
| Win Days % | 45.4% | 51.32% |
| Win Month % | 51.28% | 60.98% |
| Win Week % | 44.05% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |