| Metric | 11401484:btcusd:triple_med_gx:lsma65_135 | 11401484:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 23.94% | 195.83% |
| Max Drawdown | -19.03% | -67.18% |
| Sharpe | 0.22 | 0.44 |
| Sortino | 0.33 | 0.64 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.58 | 0.61 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 40.55 | 3.32 |
| Outlier Loss Ratio | 4.27 | 3.26 |
| Volatility (ann.) | 9.12% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.35 | 0.57 |
| Skew | 1.16 | 0.2 |
| Kurtosis | 54.02 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.68% |
| Expected Yearly % | 5.51% | 31.15% |
| Kelly Criterion | 0.41% | 7.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.24% |
| Expected Shortfall (cVaR) | -0.78% | -2.24% |
| Year | 11401484:BTCUSD | 11401484:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 15.85 | -0.29 | + |
| 2023 | 155.54 | -3.25 | -0.02 | - |
| 2024 | 121.00 | 1.67 | 0.01 | - |
| 2025 | 16.76 | 8.76 | 0.52 | - |
| Metric | 11401484:btcusd:triple_med_gx:lsma65_135 | 11401484:BTCUSD |
|---|---|---|
| MTD | 5.27% | 4.16% |
| 3M | -1.7% | 31.46% |
| 6M | 6.03% | 12.77% |
| YTD | 8.76% | 16.76% |
| 1Y | -2.75% | 56.84% |
| 3Y (ann.) | 2.77% | 55.31% |
| 5Y (ann.) | 6.61% | 38.19% |
| Metric | 11401484:btcusd:triple_med_gx:lsma65_135 | 11401484:BTCUSD |
|---|---|---|
| Max Drawdown | -19.03% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -4.21% | -6.97% |
| Avg. Drawdown Days | 62.0 | 36.0 |
| Recovery Factor | 1.26 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -19.03 | 369 |
| 2023-03-14 | 2024-02-28 | -15.01 | 351 |
| 2022-04-21 | 2022-08-05 | -8.32 | 105 |
| 2022-08-13 | 2023-03-14 | -7.81 | 213 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.97 | 2 |
| 2022-08-05 | 2022-08-13 | -3.44 | 7 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-03-29 | 2024-04-22 | -1.92 | 24 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11401484:btcusd:triple_med_gx:lsma65_135 | 11401484:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.19% | 35.75% |
| Worst Week | -6.14% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -14.56% | -37.12% |
| Best Year | 15.85% | 155.54% |
| Worst Year | -3.25% | -55.14% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 2.61% | 7.2% |
| Avg. Down Week | -1.59% | -2.79% |
| Avg. Up Month | 4.25% | 10.38% |
| Avg. Down Month | -3.33% | -9.25% |
| Win Days % | 47.52% | 51.32% |
| Win Month % | 51.28% | 60.98% |
| Win Week % | 44.44% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |