| Metric | 11401318:btcusd:triple_med_gx:lsma60_135 | 11401318:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 24.35% | 222.02% |
| Max Drawdown | -31.68% | -67.18% |
| Sharpe | 0.21 | 0.46 |
| Sortino | 0.33 | 0.66 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.01 | 1.08 |
| CPC Index | 0.59 | 0.64 |
| Tail Ratio | 0.93 | 1.0 |
| Outlier Win Ratio | 38.74 | 3.38 |
| Outlier Loss Ratio | 4.25 | 3.32 |
| Volatility (ann.) | 9.94% | 26.12% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.21 | 0.6 |
| Skew | 2.94 | 0.2 |
| Kurtosis | 70.35 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.82% |
| Expected Yearly % | 5.6% | 33.96% |
| Kelly Criterion | 0.03% | 9.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11401318:BTCUSD | 11401318:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 18.67 | -0.34 | + |
| 2023 | 155.54 | 18.95 | 0.12 | - |
| 2024 | 121.00 | -7.28 | -0.06 | - |
| 2025 | 27.10 | -4.99 | -0.18 | - |
| Metric | 11401318:btcusd:triple_med_gx:lsma60_135 | 11401318:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.62% | 41.88% |
| 6M | -9.46% | 22.91% |
| YTD | -4.99% | 27.1% |
| 1Y | -18.64% | 82.29% |
| 3Y (ann.) | -1.02% | 77.48% |
| 5Y (ann.) | 6.52% | 40.36% |
| Metric | 11401318:btcusd:triple_med_gx:lsma60_135 | 11401318:BTCUSD |
|---|---|---|
| Max Drawdown | -31.68% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -3.45% | -6.76% |
| Avg. Drawdown Days | 31.0 | 35.0 |
| Recovery Factor | 0.77 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-07-17 | -31.68 | 391 |
| 2023-05-15 | 2023-11-10 | -12.42 | 178 |
| 2022-08-25 | 2023-03-13 | -12.29 | 200 |
| 2023-12-22 | 2024-02-27 | -9.73 | 67 |
| 2022-06-21 | 2022-08-25 | -5.90 | 64 |
| 2022-05-16 | 2022-06-19 | -5.10 | 34 |
| 2023-11-11 | 2023-12-22 | -4.95 | 41 |
| 2022-03-15 | 2022-04-19 | -4.90 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-04-26 | 2023-05-02 | -4.29 | 5 |
| Metric | 11401318:btcusd:triple_med_gx:lsma60_135 | 11401318:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.01% | 35.75% |
| Worst Week | -8.23% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -10.66% | -37.12% |
| Best Year | 18.95% | 155.54% |
| Worst Year | -7.28% | -55.14% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 3.17% | 7.4% |
| Avg. Down Week | -2.44% | -3.3% |
| Avg. Up Month | 3.75% | 12.41% |
| Avg. Down Month | -4.6% | -8.54% |
| Win Days % | 46.04% | 51.34% |
| Win Month % | 57.5% | 61.9% |
| Win Week % | 48.35% | 51.63% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |