| Metric | 11372623:btcusd:triple_med_gx:lsma45_25 | 11372623:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -10.56% | 181.88% |
| Max Drawdown | -41.19% | -67.18% |
| Sharpe | -0.05 | 0.41 |
| Sortino | -0.07 | 0.6 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | 0.25 | 1.06 |
| CPC Index | 0.48 | 0.6 |
| Tail Ratio | 0.26 | 0.99 |
| Outlier Win Ratio | 53.98 | 3.25 |
| Outlier Loss Ratio | 3.99 | 3.21 |
| Volatility (ann.) | 8.84% | 26.31% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.08 | 0.51 |
| Skew | 2.01 | 0.18 |
| Kurtosis | 82.29 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.26% | 2.44% |
| Expected Yearly % | -2.75% | 29.57% |
| Kelly Criterion | -7.49% | 6.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11372623:BTCUSD | 11372623:btcusd:triple_med_gx:lsma45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 21.14 | -0.34 | + |
| 2023 | 155.54 | 6.75 | 0.04 | - |
| 2024 | 121.00 | -19.58 | -0.16 | - |
| 2025 | 30.14 | -14.00 | -0.46 | - |
| Metric | 11372623:btcusd:triple_med_gx:lsma45_25 | 11372623:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 5.03% | 45.08% |
| 6M | -14.0% | 28.47% |
| YTD | -14.0% | 30.14% |
| 1Y | -25.97% | 105.13% |
| 3Y (ann.) | -9.65% | 81.7% |
| 5Y (ann.) | -3.15% | 34.54% |
| Metric | 11372623:btcusd:triple_med_gx:lsma45_25 | 11372623:BTCUSD |
|---|---|---|
| Max Drawdown | -41.19% | -67.18% |
| Longest DD Days | 809.0 | 683.0 |
| Avg. Drawdown | -3.77% | -7.48% |
| Avg. Drawdown Days | 49.0 | 36.0 |
| Recovery Factor | -0.26 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2025-07-14 | -41.19 | 809 |
| 2022-07-30 | 2023-03-13 | -11.28 | 225 |
| 2022-05-16 | 2022-06-19 | -5.10 | 34 |
| 2022-02-27 | 2022-03-27 | -4.26 | 28 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-07-17 | 2022-07-18 | -3.24 | 0 |
| 2022-04-16 | 2022-05-15 | -3.20 | 29 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| Metric | 11372623:btcusd:triple_med_gx:lsma45_25 | 11372623:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 9.46% | 35.75% |
| Worst Week | -7.61% | -29.64% |
| Best Month | 13.54% | 43.77% |
| Worst Month | -11.17% | -37.12% |
| Best Year | 21.14% | 155.54% |
| Worst Year | -19.58% | -61.64% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.81% | -0.88% |
| Avg. Up Week | 2.42% | 7.61% |
| Avg. Down Week | -2.52% | -3.82% |
| Avg. Up Month | 3.99% | 17.43% |
| Avg. Down Month | -3.92% | -10.65% |
| Win Days % | 42.41% | 51.25% |
| Win Month % | 47.62% | 60.47% |
| Win Week % | 48.65% | 51.61% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |