| Metric | 11401820:btcusd:triple_med_gx:lsma65_135 | 11401820:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 29.08% | 195.83% |
| Max Drawdown | -50.16% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.29 | 0.64 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 20.5 | 4.06 |
| Outlier Loss Ratio | 3.96 | 4.04 |
| Volatility (ann.) | 16.24% | 26.35% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.16 | 0.57 |
| Skew | 0.78 | 0.2 |
| Kurtosis | 30.94 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.62% | 2.68% |
| Expected Yearly % | 6.59% | 31.15% |
| Kelly Criterion | 0.6% | 2.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.24% |
| Expected Shortfall (cVaR) | -1.39% | -2.24% |
| Year | 11401820:BTCUSD | 11401820:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -32.81 | 0.60 | + |
| 2023 | 155.54 | 55.24 | 0.36 | - |
| 2024 | 121.00 | 25.19 | 0.21 | - |
| 2025 | 16.76 | -1.14 | -0.07 | - |
| Metric | 11401820:btcusd:triple_med_gx:lsma65_135 | 11401820:BTCUSD |
|---|---|---|
| MTD | 0.63% | 4.16% |
| 3M | 7.42% | 31.46% |
| 6M | -0.61% | 12.77% |
| YTD | -1.14% | 16.76% |
| 1Y | -7.19% | 56.84% |
| 3Y (ann.) | 7.28% | 55.31% |
| 5Y (ann.) | 7.91% | 38.19% |
| Metric | 11401820:btcusd:triple_med_gx:lsma65_135 | 11401820:BTCUSD |
|---|---|---|
| Max Drawdown | -50.16% | -67.18% |
| Longest DD Days | 710.0 | 683.0 |
| Avg. Drawdown | -5.61% | -6.97% |
| Avg. Drawdown Days | 59.0 | 36.0 |
| Recovery Factor | 0.58 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2024-03-17 | -50.16 | 710 |
| 2024-06-05 | 2025-06-11 | -24.14 | 370 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2024-04-23 | 2024-06-03 | -3.34 | 41 |
| 2024-03-26 | 2024-04-19 | -2.90 | 23 |
| 2022-02-26 | 2022-02-28 | -2.04 | 1 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| 2022-03-17 | 2022-04-07 | -0.88 | 21 |
| Metric | 11401820:btcusd:triple_med_gx:lsma65_135 | 11401820:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 18.98% | 43.77% |
| Worst Month | -25.92% | -37.12% |
| Best Year | 55.24% | 155.54% |
| Worst Year | -32.81% | -55.14% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.94% | -0.97% |
| Avg. Up Week | 4.3% | 6.26% |
| Avg. Down Week | -3.37% | -5.53% |
| Avg. Up Month | 8.07% | 15.54% |
| Avg. Down Month | -6.86% | -13.88% |
| Win Days % | 49.64% | 51.32% |
| Win Month % | 51.28% | 60.98% |
| Win Week % | 52.34% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |