| Metric | 11385581:btcusd:triple_med_gx:lsma45_85 | 11385581:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -3.96% | 205.34% |
| Max Drawdown | -29.38% | -67.18% |
| Sharpe | 0.02 | 0.44 |
| Sortino | 0.04 | 0.65 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 39.93 | 3.44 |
| Outlier Loss Ratio | 4.03 | 3.31 |
| Volatility (ann.) | 10.53% | 26.45% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.04 | 0.58 |
| Skew | 1.37 | 0.2 |
| Kurtosis | 65.45 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.1% | 2.69% |
| Expected Yearly % | -1.01% | 32.19% |
| Kelly Criterion | -5.37% | 6.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.25% |
| Expected Shortfall (cVaR) | -0.91% | -2.25% |
| Year | 11385581:BTCUSD | 11385581:btcusd:triple_med_gx:lsma45_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -14.83 | 0.28 | + |
| 2023 | 155.54 | -4.29 | -0.03 | - |
| 2024 | 121.00 | 22.29 | 0.18 | - |
| 2025 | 17.02 | -3.66 | -0.21 | - |
| Metric | 11385581:btcusd:triple_med_gx:lsma45_85 | 11385581:BTCUSD |
|---|---|---|
| MTD | 1.0% | 4.4% |
| 3M | -5.06% | 31.76% |
| 6M | -5.19% | 12.25% |
| YTD | -3.66% | 17.02% |
| 1Y | -9.35% | 57.19% |
| 3Y (ann.) | 3.11% | 55.42% |
| 5Y (ann.) | -1.19% | 39.05% |
| Metric | 11385581:btcusd:triple_med_gx:lsma45_85 | 11385581:BTCUSD |
|---|---|---|
| Max Drawdown | -29.38% | -67.18% |
| Longest DD Days | 860.0 | 683.0 |
| Avg. Drawdown | -9.47% | -6.27% |
| Avg. Drawdown Days | 201.0 | 29.0 |
| Recovery Factor | -0.13 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-06-04 | -29.38 | 860 |
| 2024-09-03 | 2025-06-11 | -17.25 | 281 |
| 2024-06-04 | 2024-08-08 | -9.04 | 65 |
| 2022-01-25 | 2022-01-26 | -0.81 | 0 |
| 2022-01-25 | 2022-01-25 | -0.18 | 0 |
| 2024-09-02 | 2024-09-02 | -0.18 | 0 |
| Metric | 11385581:btcusd:triple_med_gx:lsma45_85 | 11385581:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.63% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 10.63% | 43.77% |
| Worst Month | -13.57% | -37.12% |
| Best Year | 22.29% | 155.54% |
| Worst Year | -14.83% | -53.8% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 3.35% | 6.87% |
| Avg. Down Week | -2.71% | -4.83% |
| Avg. Up Month | 3.78% | 12.33% |
| Avg. Down Month | -3.04% | -12.18% |
| Win Days % | 44.29% | 51.28% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 45.54% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |