| Metric | 11401372:btcusd:triple_med_gx:lsma65_135 | 11401372:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 12.11% | 195.83% |
| Max Drawdown | -17.5% | -67.18% |
| Sharpe | 0.14 | 0.44 |
| Sortino | 0.21 | 0.64 |
| Payoff Ratio | 1.09 | 0.99 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.55 | 0.54 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 45.04 | 3.25 |
| Outlier Loss Ratio | 4.19 | 3.18 |
| Volatility (ann.) | 8.66% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.2 | 0.57 |
| Skew | 1.01 | 0.2 |
| Kurtosis | 65.11 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.68% |
| Expected Yearly % | 2.9% | 31.15% |
| Kelly Criterion | -0.67% | 2.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11401372:BTCUSD | 11401372:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 10.84 | -0.20 | + |
| 2023 | 155.54 | 0.68 | 0.00 | - |
| 2024 | 121.00 | 0.62 | 0.01 | - |
| 2025 | 16.76 | -0.16 | -0.01 | - |
| Metric | 11401372:btcusd:triple_med_gx:lsma65_135 | 11401372:BTCUSD |
|---|---|---|
| MTD | 3.32% | 4.16% |
| 3M | -1.09% | 31.46% |
| 6M | -1.92% | 12.77% |
| YTD | -0.16% | 16.76% |
| 1Y | -10.72% | 56.84% |
| 3Y (ann.) | -1.4% | 55.31% |
| 5Y (ann.) | 3.47% | 38.19% |
| Metric | 11401372:btcusd:triple_med_gx:lsma65_135 | 11401372:BTCUSD |
|---|---|---|
| Max Drawdown | -17.5% | -67.18% |
| Longest DD Days | 750.0 | 683.0 |
| Avg. Drawdown | -3.77% | -6.97% |
| Avg. Drawdown Days | 88.0 | 36.0 |
| Recovery Factor | 0.69 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -17.50 | 370 |
| 2022-05-16 | 2024-06-04 | -15.63 | 750 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-15 | 2022-04-18 | -4.15 | 3 |
| 2022-04-21 | 2022-05-15 | -2.47 | 24 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-03-15 | 2022-03-16 | -0.20 | 0 |
| Metric | 11401372:btcusd:triple_med_gx:lsma65_135 | 11401372:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.01% | 35.75% |
| Worst Week | -6.3% | -29.64% |
| Best Month | 9.88% | 43.77% |
| Worst Month | -9.81% | -37.12% |
| Best Year | 10.84% | 155.54% |
| Worst Year | -0.16% | -55.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.71% | -0.8% |
| Avg. Up Week | 2.3% | 7.31% |
| Avg. Down Week | -1.77% | -2.16% |
| Avg. Up Month | 3.51% | 12.26% |
| Avg. Down Month | -3.37% | -8.6% |
| Win Days % | 47.44% | 51.32% |
| Win Month % | 52.5% | 60.98% |
| Win Week % | 46.99% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |