| Metric | 11401485:btcusd:triple_med_gx:lsma70_135 | 11401485:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 27.48% | 195.83% |
| Max Drawdown | -18.31% | -67.18% |
| Sharpe | 0.25 | 0.44 |
| Sortino | 0.38 | 0.64 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.6 | 0.62 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 44.23 | 3.31 |
| Outlier Loss Ratio | 4.24 | 3.16 |
| Volatility (ann.) | 8.61% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.41 | 0.57 |
| Skew | 1.18 | 0.2 |
| Kurtosis | 60.37 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.68% |
| Expected Yearly % | 6.26% | 31.15% |
| Kelly Criterion | 0.87% | 8.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11401485:BTCUSD | 11401485:btcusd:triple_med_gx:lsma70_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 15.78 | -0.29 | + |
| 2023 | 155.54 | -4.03 | -0.03 | - |
| 2024 | 121.00 | 2.60 | 0.02 | - |
| 2025 | 16.76 | 11.82 | 0.71 | - |
| Metric | 11401485:btcusd:triple_med_gx:lsma70_135 | 11401485:BTCUSD |
|---|---|---|
| MTD | 4.46% | 4.16% |
| 3M | 2.83% | 31.46% |
| 6M | 11.79% | 12.77% |
| YTD | 11.82% | 16.76% |
| 1Y | 4.57% | 56.84% |
| 3Y (ann.) | 3.87% | 55.31% |
| 5Y (ann.) | 7.51% | 38.19% |
| Metric | 11401485:btcusd:triple_med_gx:lsma70_135 | 11401485:BTCUSD |
|---|---|---|
| Max Drawdown | -18.31% | -67.18% |
| Longest DD Days | 437.0 | 683.0 |
| Avg. Drawdown | -5.03% | -6.97% |
| Avg. Drawdown Days | 70.0 | 36.0 |
| Recovery Factor | 1.5 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-29 | 2025-06-09 | -18.31 | 437 |
| 2023-05-23 | 2024-02-28 | -13.49 | 281 |
| 2022-04-21 | 2022-08-13 | -9.97 | 113 |
| 2022-09-27 | 2023-03-14 | -7.21 | 168 |
| 2022-08-13 | 2022-09-27 | -6.36 | 44 |
| 2023-03-14 | 2023-05-17 | -4.78 | 64 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.87 | 2 |
| 2023-05-18 | 2023-05-23 | -3.33 | 4 |
| 2024-03-25 | 2024-03-28 | -2.93 | 3 |
| Metric | 11401485:btcusd:triple_med_gx:lsma70_135 | 11401485: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 | -13.42% | -37.12% |
| Best Year | 15.78% | 155.54% |
| Worst Year | -4.03% | -55.14% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 2.36% | 7.46% |
| Avg. Down Week | -1.46% | -3.19% |
| Avg. Up Month | 3.69% | 12.96% |
| Avg. Down Month | -2.89% | -12.86% |
| Win Days % | 47.25% | 51.32% |
| Win Month % | 51.28% | 60.98% |
| Win Week % | 43.42% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |