| Metric | 11401423:btcusd:triple_med_gx:lsma40_135 | 11401423:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -2.38% | 195.83% |
| Max Drawdown | -32.21% | -67.18% |
| Sharpe | 0.04 | 0.44 |
| Sortino | 0.06 | 0.64 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.98 | 1.07 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | 0.97 | 0.99 |
| Outlier Win Ratio | 30.52 | 3.63 |
| Outlier Loss Ratio | 4.37 | 3.53 |
| Volatility (ann.) | 11.39% | 26.35% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.02 | 0.57 |
| Skew | 1.11 | 0.2 |
| Kurtosis | 41.05 | 6.45 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.06% | 2.68% |
| Expected Yearly % | -0.6% | 31.15% |
| Kelly Criterion | -3.97% | 5.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.24% |
| Expected Shortfall (cVaR) | -0.98% | -2.24% |
| Year | 11401423:BTCUSD | 11401423:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 5.92 | -0.11 | + |
| 2023 | 155.54 | -18.17 | -0.12 | - |
| 2024 | 121.00 | 18.70 | 0.15 | - |
| 2025 | 16.76 | -5.12 | -0.31 | - |
| Metric | 11401423:btcusd:triple_med_gx:lsma40_135 | 11401423:BTCUSD |
|---|---|---|
| MTD | 2.92% | 4.16% |
| 3M | 2.57% | 31.46% |
| 6M | -6.34% | 12.77% |
| YTD | -5.12% | 16.76% |
| 1Y | -20.91% | 56.84% |
| 3Y (ann.) | -1.1% | 55.31% |
| 5Y (ann.) | -0.72% | 38.19% |
| Metric | 11401423:btcusd:triple_med_gx:lsma40_135 | 11401423:BTCUSD |
|---|---|---|
| Max Drawdown | -32.21% | -67.18% |
| Longest DD Days | 687.0 | 683.0 |
| Avg. Drawdown | -7.55% | -6.97% |
| Avg. Drawdown Days | 85.0 | 36.0 |
| Recovery Factor | -0.07 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2024-07-01 | -32.21 | 687 |
| 2024-07-01 | 2025-06-11 | -30.57 | 344 |
| 2022-03-11 | 2022-06-19 | -11.04 | 100 |
| 2022-02-19 | 2022-02-28 | -6.85 | 9 |
| 2022-06-21 | 2022-07-30 | -5.90 | 38 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| Metric | 11401423:btcusd:triple_med_gx:lsma40_135 | 11401423:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 16.81% | 35.75% |
| Worst Week | -9.22% | -29.64% |
| Best Month | 16.81% | 43.77% |
| Worst Month | -9.27% | -37.12% |
| Best Year | 18.7% | 155.54% |
| Worst Year | -18.17% | -55.14% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.33% | 7.26% |
| Avg. Down Week | -2.31% | -3.97% |
| Avg. Up Month | 4.11% | 16.25% |
| Avg. Down Month | -3.71% | -10.7% |
| Win Days % | 46.02% | 51.32% |
| Win Month % | 46.34% | 60.98% |
| Win Week % | 41.23% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |