| Metric | 11388406:btcusd:triple_med_gx:lsma45_95 | 11388406:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -10.34% | 208.61% |
| Max Drawdown | -31.8% | -67.18% |
| Sharpe | -0.02 | 0.45 |
| Sortino | -0.03 | 0.65 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 0.94 | 1.07 |
| CPC Index | 0.49 | 0.6 |
| Tail Ratio | 0.95 | 0.99 |
| Outlier Win Ratio | 38.1 | 3.44 |
| Outlier Loss Ratio | 3.98 | 3.36 |
| Volatility (ann.) | 10.76% | 26.38% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.1 | 0.59 |
| Skew | 1.36 | 0.2 |
| Kurtosis | 61.54 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.26% | 2.72% |
| Expected Yearly % | -2.69% | 32.54% |
| Kelly Criterion | -5.94% | 6.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.24% |
| Expected Shortfall (cVaR) | -0.93% | -2.24% |
| Year | 11388406:BTCUSD | 11388406:btcusd:triple_med_gx:lsma45_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -19.17 | 0.36 | + |
| 2023 | 155.54 | -1.06 | -0.01 | - |
| 2024 | 121.00 | 17.26 | 0.14 | - |
| 2025 | 17.02 | -4.39 | -0.26 | - |
| Metric | 11388406:btcusd:triple_med_gx:lsma45_95 | 11388406:BTCUSD |
|---|---|---|
| MTD | 1.62% | 4.4% |
| 3M | -6.2% | 31.76% |
| 6M | -8.08% | 12.25% |
| YTD | -4.39% | 17.02% |
| 1Y | -14.74% | 57.19% |
| 3Y (ann.) | 0.73% | 55.42% |
| 5Y (ann.) | -3.18% | 39.6% |
| Metric | 11388406:btcusd:triple_med_gx:lsma45_95 | 11388406:BTCUSD |
|---|---|---|
| Max Drawdown | -31.8% | -67.18% |
| Longest DD Days | 839.0 | 683.0 |
| Avg. Drawdown | -10.81% | -6.33% |
| Avg. Drawdown Days | 200.0 | 31.0 |
| Recovery Factor | -0.33 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-15 | 2024-06-04 | -31.80 | 839 |
| 2024-08-09 | 2025-06-11 | -22.63 | 306 |
| 2024-06-16 | 2024-08-08 | -9.38 | 53 |
| 2022-01-25 | 2022-01-26 | -0.81 | 0 |
| 2022-01-25 | 2022-01-25 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11388406:btcusd:triple_med_gx:lsma45_95 | 11388406:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 9.76% | 35.75% |
| Worst Week | -10.31% | -29.64% |
| Best Month | 9.76% | 43.77% |
| Worst Month | -13.38% | -37.12% |
| Best Year | 17.26% | 155.54% |
| Worst Year | -19.17% | -53.3% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 3.54% | 6.64% |
| Avg. Down Week | -3.03% | -4.82% |
| Avg. Up Month | 4.33% | 12.08% |
| Avg. Down Month | -4.04% | -14.59% |
| Win Days % | 44.49% | 51.28% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 46.53% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |