| Metric | 11401539:btcusd:triple_med_gx:lsma60_135 | 11401539:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 28.19% | 195.83% |
| Max Drawdown | -21.82% | -67.18% |
| Sharpe | 0.24 | 0.44 |
| Sortino | 0.37 | 0.64 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 36.48 | 3.37 |
| Outlier Loss Ratio | 4.34 | 3.29 |
| Volatility (ann.) | 9.76% | 26.35% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.35 | 0.57 |
| Skew | 1.79 | 0.2 |
| Kurtosis | 54.6 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.68% |
| Expected Yearly % | 6.41% | 31.15% |
| Kelly Criterion | 0.32% | 8.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.24% |
| Expected Shortfall (cVaR) | -0.83% | -2.24% |
| Year | 11401539:BTCUSD | 11401539:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 6.36 | -0.12 | + |
| 2023 | 155.54 | -6.95 | -0.04 | - |
| 2024 | 121.00 | 22.86 | 0.19 | - |
| 2025 | 16.76 | 5.42 | 0.32 | - |
| Metric | 11401539:btcusd:triple_med_gx:lsma60_135 | 11401539:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 3.19% | 31.46% |
| 6M | 4.06% | 12.77% |
| YTD | 5.42% | 16.76% |
| 1Y | 10.63% | 56.84% |
| 3Y (ann.) | 4.38% | 55.31% |
| 5Y (ann.) | 7.69% | 38.19% |
| Metric | 11401539:btcusd:triple_med_gx:lsma60_135 | 11401539:BTCUSD |
|---|---|---|
| Max Drawdown | -21.82% | -67.18% |
| Longest DD Days | 775.0 | 683.0 |
| Avg. Drawdown | -4.45% | -6.97% |
| Avg. Drawdown Days | 73.0 | 36.0 |
| Recovery Factor | 1.29 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-06-04 | -21.82 | 775 |
| 2024-06-07 | 2024-10-11 | -16.23 | 126 |
| 2024-12-05 | 2025-04-09 | -7.79 | 125 |
| 2025-04-10 | 2025-06-11 | -6.07 | 62 |
| 2022-03-02 | 2022-04-19 | -5.44 | 48 |
| 2024-11-04 | 2024-12-05 | -4.15 | 30 |
| 2022-02-27 | 2022-02-28 | -3.43 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11401539:btcusd:triple_med_gx:lsma60_135 | 11401539:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.8% | 35.75% |
| Worst Week | -5.0% | -29.64% |
| Best Month | 11.97% | 43.77% |
| Worst Month | -9.87% | -37.12% |
| Best Year | 22.86% | 155.54% |
| Worst Year | -6.95% | -55.14% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.98% | 7.41% |
| Avg. Down Week | -1.68% | -3.3% |
| Avg. Up Month | 4.78% | 14.42% |
| Avg. Down Month | -2.66% | -8.13% |
| Win Days % | 46.52% | 51.32% |
| Win Month % | 48.72% | 60.98% |
| Win Week % | 45.98% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |