| Metric | 11401541:btcusd:triple_med_gx:lsma70_135 | 11401541:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 49.3% | 195.83% |
| Max Drawdown | -17.02% | -67.18% |
| Sharpe | 0.38 | 0.44 |
| Sortino | 0.59 | 0.64 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.67 | 0.65 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 42.48 | 3.33 |
| Outlier Loss Ratio | 4.36 | 3.16 |
| Volatility (ann.) | 8.79% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.75 | 0.57 |
| Skew | 1.27 | 0.2 |
| Kurtosis | 59.68 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.68% |
| Expected Yearly % | 10.54% | 31.15% |
| Kelly Criterion | 3.88% | 10.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11401541:BTCUSD | 11401541:btcusd:triple_med_gx:lsma70_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 17.86 | -0.32 | + |
| 2023 | 155.54 | -10.10 | -0.06 | - |
| 2024 | 121.00 | 27.29 | 0.23 | - |
| 2025 | 16.76 | 10.71 | 0.64 | - |
| Metric | 11401541:btcusd:triple_med_gx:lsma70_135 | 11401541:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 7.36% | 31.46% |
| 6M | 13.44% | 12.77% |
| YTD | 10.71% | 16.76% |
| 1Y | 25.68% | 56.84% |
| 3Y (ann.) | 10.2% | 55.31% |
| 5Y (ann.) | 12.7% | 38.19% |
| Metric | 11401541:btcusd:triple_med_gx:lsma70_135 | 11401541:BTCUSD |
|---|---|---|
| Max Drawdown | -17.02% | -67.18% |
| Longest DD Days | 745.0 | 683.0 |
| Avg. Drawdown | -3.03% | -6.97% |
| Avg. Drawdown Days | 45.0 | 36.0 |
| Recovery Factor | 2.9 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2024-10-11 | -17.02 | 745 |
| 2022-04-21 | 2022-08-03 | -10.27 | 103 |
| 2024-12-05 | 2025-01-02 | -6.95 | 27 |
| 2025-03-06 | 2025-04-12 | -6.69 | 37 |
| 2022-08-13 | 2022-09-27 | -5.73 | 44 |
| 2022-03-02 | 2022-04-18 | -4.59 | 47 |
| 2022-02-27 | 2022-02-28 | -3.43 | 1 |
| 2025-01-05 | 2025-02-14 | -2.75 | 40 |
| 2022-08-05 | 2022-08-13 | -2.49 | 7 |
| 2022-08-04 | 2022-08-05 | -2.20 | 0 |
| Metric | 11401541:btcusd:triple_med_gx:lsma70_135 | 11401541: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 | 10.85% | 43.77% |
| Worst Month | -9.95% | -37.12% |
| Best Year | 27.29% | 155.54% |
| Worst Year | -10.1% | -55.14% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.68% | -0.71% |
| Avg. Up Week | 3.17% | 7.55% |
| Avg. Down Week | -1.24% | -2.81% |
| Avg. Up Month | 4.35% | 14.07% |
| Avg. Down Month | -2.16% | -8.84% |
| Win Days % | 47.25% | 51.32% |
| Win Month % | 51.28% | 60.98% |
| Win Week % | 43.75% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |