| Metric | 11384506:btcusd:triple_med_gx:lsma45_80 | 11384506:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -3.85% | 168.36% |
| Max Drawdown | -32.29% | -67.18% |
| Sharpe | 0.03 | 0.41 |
| Sortino | 0.04 | 0.59 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 1.01 | 1.05 |
| CPC Index | 0.51 | 0.59 |
| Tail Ratio | 1.0 | 0.98 |
| Outlier Win Ratio | 38.86 | 3.53 |
| Outlier Loss Ratio | 4.07 | 3.43 |
| Volatility (ann.) | 10.56% | 26.51% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.04 | 0.5 |
| Skew | 1.72 | 0.19 |
| Kurtosis | 51.23 | 6.28 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.09% | 2.38% |
| Expected Yearly % | -0.98% | 27.99% |
| Kelly Criterion | -4.36% | 6.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.25% |
| Expected Shortfall (cVaR) | -0.91% | -2.25% |
| Year | 11384506:BTCUSD | 11384506:btcusd:triple_med_gx:lsma45_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -11.11 | 0.19 | + |
| 2023 | 155.54 | 2.53 | 0.02 | - |
| 2024 | 121.00 | 14.65 | 0.12 | - |
| 2025 | 17.02 | -7.98 | -0.47 | - |
| Metric | 11384506:btcusd:triple_med_gx:lsma45_80 | 11384506:BTCUSD |
|---|---|---|
| MTD | 4.35% | 4.4% |
| 3M | -0.87% | 31.76% |
| 6M | -9.6% | 12.25% |
| YTD | -7.98% | 17.02% |
| 1Y | -26.91% | 57.19% |
| 3Y (ann.) | 0.37% | 55.42% |
| 5Y (ann.) | -1.15% | 33.81% |
| Metric | 11384506:btcusd:triple_med_gx:lsma45_80 | 11384506:BTCUSD |
|---|---|---|
| Max Drawdown | -32.29% | -67.18% |
| Longest DD Days | 359.0 | 683.0 |
| Avg. Drawdown | -5.17% | -7.27% |
| Avg. Drawdown Days | 59.0 | 35.0 |
| Recovery Factor | -0.12 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-16 | 2025-06-11 | -32.29 | 359 |
| 2023-04-26 | 2024-03-11 | -21.88 | 319 |
| 2022-05-02 | 2023-04-26 | -21.60 | 359 |
| 2024-04-08 | 2024-05-15 | -4.94 | 37 |
| 2024-03-16 | 2024-03-24 | -4.65 | 8 |
| 2022-03-12 | 2022-03-14 | -3.53 | 2 |
| 2022-03-15 | 2022-05-01 | -2.56 | 47 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2024-03-11 | 2024-03-15 | -2.04 | 4 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| Metric | 11384506:btcusd:triple_med_gx:lsma45_80 | 11384506:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 18.7% | 35.75% |
| Worst Week | -7.54% | -29.64% |
| Best Month | 21.88% | 43.77% |
| Worst Month | -10.01% | -37.12% |
| Best Year | 14.65% | 155.54% |
| Worst Year | -11.11% | -59.39% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 3.32% | 6.81% |
| Avg. Down Week | -2.69% | -4.6% |
| Avg. Up Month | 4.98% | 14.54% |
| Avg. Down Month | -5.31% | -12.8% |
| Win Days % | 45.01% | 51.22% |
| Win Month % | 52.38% | 59.52% |
| Win Week % | 46.3% | 50.83% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |