| Metric | 11392352:btcusd:triple_med_gx:lsma145_105 | 11392352:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -12.55% | 161.95% |
| Max Drawdown | -33.6% | -67.18% |
| Sharpe | -0.05 | 0.41 |
| Sortino | -0.06 | 0.59 |
| Payoff Ratio | 1.04 | 0.96 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | 1.15 | 1.06 |
| CPC Index | 0.47 | 0.53 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 45.01 | 3.42 |
| Outlier Loss Ratio | 3.54 | 3.36 |
| Volatility (ann.) | 10.31% | 26.29% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.12 | 0.5 |
| Skew | -0.19 | 0.18 |
| Kurtosis | 54.87 | 6.4 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.33% | 2.38% |
| Expected Yearly % | -3.3% | 27.22% |
| Kelly Criterion | -5.23% | 0.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.23% |
| Expected Shortfall (cVaR) | -0.89% | -2.23% |
| Year | 11392352:BTCUSD | 11392352:btcusd:triple_med_gx:lsma145_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -15.35 | 0.25 | + |
| 2023 | 155.54 | 40.73 | 0.26 | - |
| 2024 | 121.00 | -13.45 | -0.11 | - |
| 2025 | 16.76 | -15.18 | -0.91 | - |
| Metric | 11392352:btcusd:triple_med_gx:lsma145_105 | 11392352:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -14.51% | 31.46% |
| 6M | -15.18% | 12.77% |
| YTD | -15.18% | 16.76% |
| 1Y | -28.11% | 56.84% |
| 3Y (ann.) | 3.59% | 55.31% |
| 5Y (ann.) | -3.93% | 33.36% |
| Metric | 11392352:btcusd:triple_med_gx:lsma145_105 | 11392352:BTCUSD |
|---|---|---|
| Max Drawdown | -33.6% | -67.18% |
| Longest DD Days | 613.0 | 683.0 |
| Avg. Drawdown | -9.36% | -7.17% |
| Avg. Drawdown Days | 132.0 | 37.0 |
| Recovery Factor | -0.37 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-17 | 2023-10-23 | -33.60 | 613 |
| 2024-03-05 | 2025-06-11 | -31.03 | 463 |
| 2024-01-11 | 2024-03-04 | -10.52 | 52 |
| 2023-11-11 | 2023-12-18 | -2.97 | 37 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-12-20 | 2024-01-08 | -1.53 | 18 |
| 2023-11-07 | 2023-11-07 | -0.98 | 0 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2023-11-08 | 2023-11-08 | -0.40 | 0 |
| Metric | 11392352:btcusd:triple_med_gx:lsma145_105 | 11392352:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -14.57% | -29.64% |
| Best Month | 22.53% | 43.77% |
| Worst Month | -19.33% | -37.12% |
| Best Year | 40.73% | 155.54% |
| Worst Year | -15.35% | -60.27% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.91% | -0.99% |
| Avg. Up Week | 4.11% | 6.91% |
| Avg. Down Week | -3.41% | -5.34% |
| Avg. Up Month | 5.15% | 16.67% |
| Avg. Down Month | -5.89% | -14.45% |
| Win Days % | 46.41% | 51.28% |
| Win Month % | 53.85% | 60.98% |
| Win Week % | 41.33% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |