| Metric | 11381938:btcusd:triple_med_gx:lsma45_70 | 11381938:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -4.81% | 160.91% |
| Max Drawdown | -26.53% | -67.18% |
| Sharpe | 0.01 | 0.4 |
| Sortino | 0.02 | 0.58 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 1.17 | 1.05 |
| CPC Index | 0.5 | 0.6 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 42.49 | 3.41 |
| Outlier Loss Ratio | 4.11 | 3.4 |
| Volatility (ann.) | 9.92% | 26.54% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.05 | 0.49 |
| Skew | 2.12 | 0.18 |
| Kurtosis | 56.2 | 6.26 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.12% | 2.31% |
| Expected Yearly % | -1.22% | 27.09% |
| Kelly Criterion | -5.21% | 7.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.26% |
| Expected Shortfall (cVaR) | -0.85% | -2.26% |
| Year | 11381938:BTCUSD | 11381938:btcusd:triple_med_gx:lsma45_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -8.81 | 0.15 | + |
| 2023 | 155.54 | 0.68 | 0.00 | - |
| 2024 | 121.00 | 9.92 | 0.08 | - |
| 2025 | 17.02 | -5.67 | -0.33 | - |
| Metric | 11381938:btcusd:triple_med_gx:lsma45_70 | 11381938:BTCUSD |
|---|---|---|
| MTD | 3.84% | 4.4% |
| 3M | 1.4% | 31.76% |
| 6M | -5.14% | 12.25% |
| YTD | -5.67% | 17.02% |
| 1Y | -19.05% | 57.19% |
| 3Y (ann.) | -2.02% | 55.42% |
| 5Y (ann.) | -1.44% | 32.62% |
| Metric | 11381938:btcusd:triple_med_gx:lsma45_70 | 11381938:BTCUSD |
|---|---|---|
| Max Drawdown | -26.53% | -67.18% |
| Longest DD Days | 359.0 | 683.0 |
| Avg. Drawdown | -7.06% | -7.67% |
| Avg. Drawdown Days | 80.0 | 37.0 |
| Recovery Factor | -0.18 | 2.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-16 | 2025-06-11 | -26.53 | 359 |
| 2023-04-26 | 2024-04-08 | -22.09 | 347 |
| 2022-07-30 | 2023-04-01 | -20.13 | 244 |
| 2022-05-16 | 2022-07-30 | -13.14 | 75 |
| 2024-04-08 | 2024-05-15 | -5.61 | 37 |
| 2022-03-12 | 2022-05-01 | -3.53 | 50 |
| 2023-04-01 | 2023-04-26 | -3.47 | 25 |
| 2022-05-02 | 2022-05-15 | -3.32 | 13 |
| 2024-05-16 | 2024-06-03 | -2.32 | 17 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| Metric | 11381938:btcusd:triple_med_gx:lsma45_70 | 11381938:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 17.23% | 35.75% |
| Worst Week | -7.54% | -29.64% |
| Best Month | 12.08% | 43.77% |
| Worst Month | -8.95% | -37.12% |
| Best Year | 9.92% | 155.54% |
| Worst Year | -8.81% | -60.52% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 2.95% | 6.84% |
| Avg. Down Week | -2.68% | -4.64% |
| Avg. Up Month | 4.13% | 15.63% |
| Avg. Down Month | -4.23% | -11.97% |
| Win Days % | 43.98% | 51.24% |
| Win Month % | 52.38% | 59.52% |
| Win Week % | 47.22% | 50.83% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |