| Metric | 11379489:btcusd:triple_med_gx:lsma45_60 | 11379489:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -22.06% | 181.88% |
| Max Drawdown | -31.29% | -67.18% |
| Sharpe | -0.17 | 0.41 |
| Sortino | -0.24 | 0.6 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 0.92 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.42 | 0.58 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 56.99 | 3.18 |
| Outlier Loss Ratio | 4.08 | 3.21 |
| Volatility (ann.) | 8.36% | 26.31% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.22 | 0.51 |
| Skew | 0.34 | 0.18 |
| Kurtosis | 62.51 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.58% | 2.44% |
| Expected Yearly % | -6.04% | 29.57% |
| Kelly Criterion | -12.08% | 4.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.24% |
| Expected Shortfall (cVaR) | -0.72% | -2.24% |
| Year | 11379489:BTCUSD | 11379489:btcusd:triple_med_gx:lsma45_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -27.80 | 0.45 | + |
| 2023 | 155.54 | 7.51 | 0.05 | - |
| 2024 | 121.00 | 17.49 | 0.14 | - |
| 2025 | 30.14 | -14.54 | -0.48 | - |
| Metric | 11379489:btcusd:triple_med_gx:lsma45_60 | 11379489:BTCUSD |
|---|---|---|
| MTD | -0.78% | 13.36% |
| 3M | 2.34% | 45.08% |
| 6M | -14.54% | 28.47% |
| YTD | -14.54% | 30.14% |
| 1Y | -22.57% | 105.13% |
| 3Y (ann.) | -4.76% | 81.7% |
| 5Y (ann.) | -6.89% | 34.54% |
| Metric | 11379489:btcusd:triple_med_gx:lsma45_60 | 11379489:BTCUSD |
|---|---|---|
| Max Drawdown | -31.29% | -67.18% |
| Longest DD Days | 815.0 | 683.0 |
| Avg. Drawdown | -10.4% | -7.48% |
| Avg. Drawdown Days | 210.0 | 36.0 |
| Recovery Factor | -0.71 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2024-05-15 | -31.29 | 815 |
| 2024-05-16 | 2025-07-14 | -28.83 | 423 |
| 2022-01-27 | 2022-01-27 | -1.18 | 0 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2022-01-28 | 2022-02-19 | -0.25 | 22 |
| 2022-01-27 | 2022-01-27 | -0.18 | 0 |
| Metric | 11379489:btcusd:triple_med_gx:lsma45_60 | 11379489:BTCUSD |
|---|---|---|
| Best Day | 6.46% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 7.86% | 35.75% |
| Worst Week | -13.97% | -29.64% |
| Best Month | 9.41% | 43.77% |
| Worst Month | -14.77% | -37.12% |
| Best Year | 17.49% | 155.54% |
| Worst Year | -27.8% | -61.64% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.82% | -0.91% |
| Avg. Up Week | 2.38% | 6.16% |
| Avg. Down Week | -2.56% | -4.36% |
| Avg. Up Month | 4.16% | 15.58% |
| Avg. Down Month | -5.02% | -11.07% |
| Win Days % | 40.73% | 51.25% |
| Win Month % | 41.86% | 60.47% |
| Win Week % | 43.75% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |