| Metric | 11401538:btcusd:triple_med_gx:lsma55_135 | 11401538:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 31.92% | 195.83% |
| Max Drawdown | -24.74% | -67.18% |
| Sharpe | 0.25 | 0.44 |
| Sortino | 0.38 | 0.64 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 33.68 | 3.41 |
| Outlier Loss Ratio | 4.25 | 3.33 |
| Volatility (ann.) | 10.62% | 26.35% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.35 | 0.57 |
| Skew | 1.96 | 0.2 |
| Kurtosis | 61.54 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.68% |
| Expected Yearly % | 7.17% | 31.15% |
| Kelly Criterion | 0.61% | 9.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.24% |
| Expected Shortfall (cVaR) | -0.91% | -2.24% |
| Year | 11401538:BTCUSD | 11401538:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -8.42 | 0.15 | + |
| 2023 | 155.54 | 16.33 | 0.11 | - |
| 2024 | 121.00 | 12.90 | 0.11 | - |
| 2025 | 16.76 | 9.68 | 0.58 | - |
| Metric | 11401538:btcusd:triple_med_gx:lsma55_135 | 11401538:BTCUSD |
|---|---|---|
| MTD | 3.69% | 4.16% |
| 3M | 4.78% | 31.46% |
| 6M | 9.08% | 12.77% |
| YTD | 9.68% | 16.76% |
| 1Y | 9.47% | 56.84% |
| 3Y (ann.) | 4.95% | 55.31% |
| 5Y (ann.) | 8.61% | 38.19% |
| Metric | 11401538:btcusd:triple_med_gx:lsma55_135 | 11401538:BTCUSD |
|---|---|---|
| Max Drawdown | -24.74% | -67.18% |
| Longest DD Days | 773.0 | 683.0 |
| Avg. Drawdown | -4.46% | -6.97% |
| Avg. Drawdown Days | 70.0 | 36.0 |
| Recovery Factor | 1.29 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-06-03 | -24.74 | 773 |
| 2024-06-07 | 2025-01-03 | -18.75 | 210 |
| 2025-03-06 | 2025-06-09 | -12.67 | 95 |
| 2022-02-27 | 2022-02-28 | -4.70 | 1 |
| 2022-03-14 | 2022-04-18 | -4.55 | 35 |
| 2025-02-11 | 2025-03-05 | -2.96 | 22 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2022-03-02 | 2022-03-14 | -1.04 | 12 |
| Metric | 11401538:btcusd:triple_med_gx:lsma55_135 | 11401538:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.56% | 35.75% |
| Worst Week | -14.54% | -29.64% |
| Best Month | 9.71% | 43.77% |
| Worst Month | -13.0% | -37.12% |
| Best Year | 16.33% | 155.54% |
| Worst Year | -8.42% | -55.14% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.0% | 6.52% |
| Avg. Down Week | -2.09% | -3.88% |
| Avg. Up Month | 4.83% | 14.01% |
| Avg. Down Month | -3.48% | -13.68% |
| Win Days % | 46.25% | 51.32% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 48.94% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |