| Metric | 11393218:btcusd:triple_med_gx:lsma45_110 | 11393218:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -9.94% | 198.98% |
| Max Drawdown | -40.25% | -67.18% |
| Sharpe | -0.01 | 0.44 |
| Sortino | -0.02 | 0.64 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 1.04 | 1.07 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 33.52 | 3.58 |
| Outlier Loss Ratio | 4.14 | 3.51 |
| Volatility (ann.) | 11.27% | 26.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.08 | 0.57 |
| Skew | 1.36 | 0.2 |
| Kurtosis | 45.78 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.25% | 2.64% |
| Expected Yearly % | -2.58% | 31.5% |
| Kelly Criterion | -3.85% | 5.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.24% |
| Expected Shortfall (cVaR) | -0.97% | -2.24% |
| Year | 11393218:BTCUSD | 11393218:btcusd:triple_med_gx:lsma45_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -6.86 | 0.13 | + |
| 2023 | 155.54 | -7.61 | -0.05 | - |
| 2024 | 121.00 | 2.22 | 0.02 | - |
| 2025 | 16.76 | 2.39 | 0.14 | - |
| Metric | 11393218:btcusd:triple_med_gx:lsma45_110 | 11393218:BTCUSD |
|---|---|---|
| MTD | 7.93% | 4.16% |
| 3M | 10.15% | 31.46% |
| 6M | 1.36% | 12.77% |
| YTD | 2.39% | 16.76% |
| 1Y | -26.09% | 56.84% |
| 3Y (ann.) | -7.85% | 55.31% |
| 5Y (ann.) | -3.06% | 38.4% |
| Metric | 11393218:btcusd:triple_med_gx:lsma45_110 | 11393218:BTCUSD |
|---|---|---|
| Max Drawdown | -40.25% | -67.18% |
| Longest DD Days | 751.0 | 683.0 |
| Avg. Drawdown | -7.2% | -6.29% |
| Avg. Drawdown Days | 91.0 | 31.0 |
| Recovery Factor | -0.25 | 2.96 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -40.25 | 369 |
| 2022-05-16 | 2024-06-05 | -34.00 | 751 |
| 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 |
| 2022-04-20 | 2022-05-15 | -2.75 | 25 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| Metric | 11393218:btcusd:triple_med_gx:lsma45_110 | 11393218:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 20.82% | 35.75% |
| Worst Week | -7.54% | -29.64% |
| Best Month | 20.82% | 43.77% |
| Worst Month | -12.32% | -37.12% |
| Best Year | 2.39% | 155.54% |
| Worst Year | -7.61% | -54.66% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 2.82% | 6.34% |
| Avg. Down Week | -2.8% | -4.43% |
| Avg. Up Month | 5.57% | 12.62% |
| Avg. Down Month | -6.2% | -12.07% |
| Win Days % | 45.45% | 51.26% |
| Win Month % | 47.62% | 61.9% |
| Win Week % | 47.71% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |