| Metric | 11390156:btcusd:triple_med_gx:lsma45_100 | 11390156:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -19.45% | 195.42% |
| Max Drawdown | -46.08% | -67.18% |
| Sharpe | -0.09 | 0.44 |
| Sortino | -0.13 | 0.63 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 0.95 | 1.06 |
| CPC Index | 0.48 | 0.59 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 35.25 | 3.58 |
| Outlier Loss Ratio | 4.15 | 3.5 |
| Volatility (ann.) | 11.17% | 26.36% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.13 | 0.56 |
| Skew | 1.21 | 0.2 |
| Kurtosis | 48.78 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.51% | 2.61% |
| Expected Yearly % | -5.26% | 31.1% |
| Kelly Criterion | -5.59% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.24% |
| Expected Shortfall (cVaR) | -0.96% | -2.24% |
| Year | 11390156:BTCUSD | 11390156:btcusd:triple_med_gx:lsma45_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -12.63 | 0.23 | + |
| 2023 | 155.54 | -5.40 | -0.03 | - |
| 2024 | 121.00 | -6.93 | -0.06 | - |
| 2025 | 17.02 | 4.71 | 0.28 | - |
| Metric | 11390156:btcusd:triple_med_gx:lsma45_100 | 11390156:BTCUSD |
|---|---|---|
| MTD | 8.87% | 4.4% |
| 3M | 11.55% | 31.76% |
| 6M | 1.02% | 12.25% |
| YTD | 4.71% | 17.02% |
| 1Y | -28.2% | 57.19% |
| 3Y (ann.) | -8.53% | 55.42% |
| 5Y (ann.) | -6.21% | 37.84% |
| Metric | 11390156:btcusd:triple_med_gx:lsma45_100 | 11390156:BTCUSD |
|---|---|---|
| Max Drawdown | -46.08% | -67.18% |
| Longest DD Days | 1136.0 | 683.0 |
| Avg. Drawdown | -5.45% | -6.6% |
| Avg. Drawdown Days | 101.0 | 32.0 |
| Recovery Factor | -0.42 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-02 | 2025-06-11 | -46.08 | 1136 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-15 | 2022-04-18 | -4.42 | 34 |
| 2022-03-12 | 2022-03-14 | -3.53 | 2 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-01-27 | 2022-01-27 | -1.36 | 0 |
| 2022-04-19 | 2022-05-01 | -0.65 | 12 |
| 2022-01-30 | 2022-02-21 | -0.45 | 22 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| Metric | 11390156:btcusd:triple_med_gx:lsma45_100 | 11390156:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 20.82% | 35.75% |
| Worst Week | -7.54% | -29.64% |
| Best Month | 20.82% | 43.77% |
| Worst Month | -11.57% | -37.12% |
| Best Year | 4.71% | 155.54% |
| Worst Year | -12.63% | -55.3% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 3.12% | 6.36% |
| Avg. Down Week | -2.91% | -4.51% |
| Avg. Up Month | 6.0% | 15.29% |
| Avg. Down Month | -6.42% | -12.06% |
| Win Days % | 44.72% | 51.27% |
| Win Month % | 45.24% | 61.9% |
| Win Week % | 44.95% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 25.0% | 75.0% |