| Metric | 11401269:btcusd:triple_med_gx:lsma85_135 | 11401269:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 24.61% | 195.83% |
| Max Drawdown | -23.96% | -67.18% |
| Sharpe | 0.25 | 0.44 |
| Sortino | 0.42 | 0.64 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 0.39 | 1.07 |
| CPC Index | 0.63 | 0.65 |
| Tail Ratio | 0.35 | 0.99 |
| Outlier Win Ratio | 56.6 | 3.14 |
| Outlier Loss Ratio | 4.31 | 3.04 |
| Volatility (ann.) | 7.7% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.28 | 0.57 |
| Skew | 5.28 | 0.2 |
| Kurtosis | 128.06 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.68% |
| Expected Yearly % | 5.65% | 31.15% |
| Kelly Criterion | 1.25% | 9.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11401269:BTCUSD | 11401269:btcusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 6.99 | -0.13 | + |
| 2023 | 155.54 | 22.87 | 0.15 | - |
| 2024 | 121.00 | -15.89 | -0.13 | - |
| 2025 | 16.76 | 12.70 | 0.76 | - |
| Metric | 11401269:btcusd:triple_med_gx:lsma85_135 | 11401269:BTCUSD |
|---|---|---|
| MTD | 3.54% | 4.16% |
| 3M | 10.08% | 31.46% |
| 6M | 12.19% | 12.77% |
| YTD | 12.7% | 16.76% |
| 1Y | 7.63% | 56.84% |
| 3Y (ann.) | 5.92% | 55.31% |
| 5Y (ann.) | 6.78% | 38.19% |
| Metric | 11401269:btcusd:triple_med_gx:lsma85_135 | 11401269:BTCUSD |
|---|---|---|
| Max Drawdown | -23.96% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -2.99% | -6.97% |
| Avg. Drawdown Days | 57.0 | 36.0 |
| Recovery Factor | 1.03 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2025-06-11 | -23.96 | 698 |
| 2022-04-20 | 2023-02-15 | -13.30 | 301 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-05 | 2022-04-18 | -4.19 | 44 |
| 2023-05-26 | 2023-07-13 | -2.60 | 48 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-05-20 | 2023-05-23 | -1.51 | 2 |
| 2023-05-04 | 2023-05-05 | -1.25 | 0 |
| 2023-05-01 | 2023-05-02 | -1.16 | 1 |
| 2023-04-11 | 2023-04-27 | -0.99 | 15 |
| Metric | 11401269:btcusd:triple_med_gx:lsma85_135 | 11401269:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.34% | 35.75% |
| Worst Week | -6.29% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -12.45% | -37.12% |
| Best Year | 22.87% | 155.54% |
| Worst Year | -15.89% | -55.14% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.68% | -0.73% |
| Avg. Up Week | 2.7% | 7.5% |
| Avg. Down Week | -2.13% | -2.9% |
| Avg. Up Month | 3.45% | 14.02% |
| Avg. Down Month | -3.2% | -13.49% |
| Win Days % | 45.45% | 51.32% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 46.97% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |