| Metric | 11390044:btcusd:triple_med_gx:lsma45_100 | 11390044:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -35.06% | 195.42% |
| Max Drawdown | -47.14% | -67.18% |
| Sharpe | -0.25 | 0.44 |
| Sortino | -0.35 | 0.63 |
| Payoff Ratio | 1.01 | 0.95 |
| Profit Factor | 0.91 | 1.07 |
| Common Sense Ratio | 0.8 | 1.06 |
| CPC Index | 0.41 | 0.52 |
| Tail Ratio | 0.88 | 0.99 |
| Outlier Win Ratio | 38.11 | 3.39 |
| Outlier Loss Ratio | 3.95 | 3.5 |
| Volatility (ann.) | 10.63% | 26.36% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.25 | 0.56 |
| Skew | 0.33 | 0.2 |
| Kurtosis | 48.92 | 6.39 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -1.02% | 2.61% |
| Expected Yearly % | -10.23% | 31.1% |
| Kelly Criterion | -9.64% | -0.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.24% |
| Expected Shortfall (cVaR) | -0.92% | -2.24% |
| Year | 11390044:BTCUSD | 11390044:btcusd:triple_med_gx:lsma45_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -7.04 | 0.13 | + |
| 2023 | 155.54 | -5.93 | -0.04 | - |
| 2024 | 121.00 | -10.46 | -0.09 | - |
| 2025 | 17.02 | -17.06 | -1.00 | - |
| Metric | 11390044:btcusd:triple_med_gx:lsma45_100 | 11390044:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.4% |
| 3M | -2.12% | 31.76% |
| 6M | -24.27% | 12.25% |
| YTD | -17.06% | 17.02% |
| 1Y | -41.31% | 57.19% |
| 3Y (ann.) | -10.5% | 55.42% |
| 5Y (ann.) | -12.01% | 37.84% |
| Metric | 11390044:btcusd:triple_med_gx:lsma45_100 | 11390044:BTCUSD |
|---|---|---|
| Max Drawdown | -47.14% | -67.18% |
| Longest DD Days | 565.0 | 683.0 |
| Avg. Drawdown | -7.73% | -6.6% |
| Avg. Drawdown Days | 80.0 | 32.0 |
| Recovery Factor | -0.74 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -47.14 | 370 |
| 2022-08-25 | 2024-03-13 | -22.82 | 565 |
| 2022-01-28 | 2022-06-20 | -12.65 | 143 |
| 2024-03-14 | 2024-04-08 | -11.75 | 25 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-06-21 | 2022-08-08 | -4.08 | 47 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2024-04-21 | 2024-06-04 | -2.17 | 44 |
| 2024-04-19 | 2024-04-20 | -1.64 | 1 |
| Metric | 11390044:btcusd:triple_med_gx:lsma45_100 | 11390044:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.75% | 35.75% |
| Worst Week | -9.71% | -29.64% |
| Best Month | 12.25% | 43.77% |
| Worst Month | -11.34% | -37.12% |
| Best Year | -5.93% | 155.54% |
| Worst Year | -17.06% | -55.3% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.86% | -0.93% |
| Avg. Up Week | 4.0% | 6.79% |
| Avg. Down Week | -3.08% | -4.63% |
| Avg. Up Month | 4.96% | 11.76% |
| Avg. Down Month | -4.92% | -10.86% |
| Win Days % | 44.85% | 51.27% |
| Win Month % | 40.48% | 61.9% |
| Win Week % | 40.2% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 0.0% | 75.0% |