| Metric | 11388461:btcusd:triple_med_gx:lsma45_95 | 11388461:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -9.22% | 208.61% |
| Max Drawdown | -25.87% | -67.18% |
| Sharpe | -0.01 | 0.45 |
| Sortino | -0.02 | 0.65 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 1.1 | 1.07 |
| CPC Index | 0.49 | 0.59 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 37.01 | 3.36 |
| Outlier Loss Ratio | 3.93 | 3.37 |
| Volatility (ann.) | 10.75% | 26.38% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.11 | 0.59 |
| Skew | 1.11 | 0.2 |
| Kurtosis | 60.02 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.23% | 2.72% |
| Expected Yearly % | -2.39% | 32.54% |
| Kelly Criterion | -5.1% | 5.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.24% |
| Expected Shortfall (cVaR) | -0.93% | -2.24% |
| Year | 11388461:BTCUSD | 11388461:btcusd:triple_med_gx:lsma45_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 1.45 | -0.03 | + |
| 2023 | 155.54 | -2.92 | -0.02 | - |
| 2024 | 121.00 | -7.26 | -0.06 | - |
| 2025 | 17.02 | -0.61 | -0.04 | - |
| Metric | 11388461:btcusd:triple_med_gx:lsma45_95 | 11388461:BTCUSD |
|---|---|---|
| MTD | -0.44% | 4.4% |
| 3M | -5.42% | 31.76% |
| 6M | -4.71% | 12.25% |
| YTD | -0.61% | 17.02% |
| 1Y | -20.47% | 57.19% |
| 3Y (ann.) | -1.41% | 55.42% |
| 5Y (ann.) | -2.82% | 39.6% |
| Metric | 11388461:btcusd:triple_med_gx:lsma45_95 | 11388461:BTCUSD |
|---|---|---|
| Max Drawdown | -25.87% | -67.18% |
| Longest DD Days | 362.0 | 683.0 |
| Avg. Drawdown | -6.29% | -6.33% |
| Avg. Drawdown Days | 80.0 | 31.0 |
| Recovery Factor | -0.36 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -25.87 | 359 |
| 2022-01-26 | 2022-08-10 | -18.62 | 196 |
| 2023-03-01 | 2024-02-27 | -18.16 | 362 |
| 2022-08-25 | 2023-03-01 | -12.44 | 187 |
| 2024-03-13 | 2024-04-18 | -11.10 | 36 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2024-04-20 | 2024-06-04 | -1.27 | 44 |
| 2022-08-24 | 2022-08-24 | -0.50 | 0 |
| Metric | 11388461:btcusd:triple_med_gx:lsma45_95 | 11388461:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 10.3% | 35.75% |
| Worst Week | -9.74% | -29.64% |
| Best Month | 10.3% | 43.77% |
| Worst Month | -13.36% | -37.12% |
| Best Year | 1.45% | 155.54% |
| Worst Year | -7.26% | -53.3% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 3.82% | 6.44% |
| Avg. Down Week | -2.81% | -5.02% |
| Avg. Up Month | 4.44% | 14.1% |
| Avg. Down Month | -2.36% | -13.08% |
| Win Days % | 45.12% | 51.28% |
| Win Month % | 40.48% | 61.9% |
| Win Week % | 44.33% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |