| Metric | 11391497:btcusd:triple_med_gx:lsma45_105 | 11391497:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -21.78% | 202.8% |
| Max Drawdown | -36.73% | -67.18% |
| Sharpe | -0.11 | 0.44 |
| Sortino | -0.16 | 0.64 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 0.96 | 1.08 |
| Common Sense Ratio | 0.9 | 1.07 |
| CPC Index | 0.47 | 0.6 |
| Tail Ratio | 0.94 | 0.99 |
| Outlier Win Ratio | 36.72 | 3.5 |
| Outlier Loss Ratio | 4.18 | 3.53 |
| Volatility (ann.) | 11.05% | 26.34% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.19 | 0.58 |
| Skew | 1.8 | 0.2 |
| Kurtosis | 56.9 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.58% | 2.67% |
| Expected Yearly % | -5.96% | 31.91% |
| Kelly Criterion | -6.51% | 6.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.24% |
| Expected Shortfall (cVaR) | -0.95% | -2.24% |
| Year | 11391497:BTCUSD | 11391497:btcusd:triple_med_gx:lsma45_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -7.22 | 0.13 | + |
| 2023 | 155.54 | 2.20 | 0.01 | - |
| 2024 | 121.00 | -9.34 | -0.08 | - |
| 2025 | 16.76 | -9.02 | -0.54 | - |
| Metric | 11391497:btcusd:triple_med_gx:lsma45_105 | 11391497:BTCUSD |
|---|---|---|
| MTD | 4.23% | 4.16% |
| 3M | 2.6% | 31.46% |
| 6M | -13.86% | 12.77% |
| YTD | -9.02% | 16.76% |
| 1Y | -30.08% | 56.84% |
| 3Y (ann.) | -6.75% | 55.31% |
| 5Y (ann.) | -7.02% | 38.89% |
| Metric | 11391497:btcusd:triple_med_gx:lsma45_105 | 11391497:BTCUSD |
|---|---|---|
| Max Drawdown | -36.73% | -67.18% |
| Longest DD Days | 604.0 | 683.0 |
| Avg. Drawdown | -7.93% | -6.06% |
| Avg. Drawdown Days | 100.0 | 30.0 |
| Recovery Factor | -0.59 | 3.02 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -36.73 | 370 |
| 2022-08-25 | 2024-04-20 | -22.54 | 604 |
| 2022-02-16 | 2022-05-15 | -10.26 | 88 |
| 2022-05-16 | 2022-06-19 | -9.49 | 34 |
| 2022-06-21 | 2022-08-11 | -6.39 | 50 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2024-04-20 | 2024-06-04 | -1.23 | 44 |
| 2022-08-11 | 2022-08-24 | -0.87 | 13 |
| Metric | 11391497:btcusd:triple_med_gx:lsma45_105 | 11391497:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 10.59% | 35.75% |
| Worst Week | -9.1% | -29.64% |
| Best Month | 10.81% | 43.77% |
| Worst Month | -11.7% | -37.12% |
| Best Year | 2.2% | 155.54% |
| Worst Year | -9.34% | -54.08% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.98% | 7.9% |
| Avg. Down Week | -3.2% | -4.48% |
| Avg. Up Month | 3.9% | 12.2% |
| Avg. Down Month | -4.94% | -10.81% |
| Win Days % | 43.48% | 51.27% |
| Win Month % | 45.24% | 61.9% |
| Win Week % | 37.14% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |