| Metric | 11393958:btcusd:triple_med_gx:lsma145_110 | 11393958:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -0.49% | 161.95% |
| Max Drawdown | -35.74% | -67.18% |
| Sharpe | 0.04 | 0.41 |
| Sortino | 0.06 | 0.59 |
| Payoff Ratio | 1.06 | 1.0 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 0.83 | 1.06 |
| CPC Index | 0.51 | 0.55 |
| Tail Ratio | 0.82 | 0.99 |
| Outlier Win Ratio | 50.71 | 3.34 |
| Outlier Loss Ratio | 3.59 | 3.28 |
| Volatility (ann.) | 9.31% | 26.29% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.0 | 0.5 |
| Skew | -0.32 | 0.18 |
| Kurtosis | 80.46 | 6.4 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.01% | 2.38% |
| Expected Yearly % | -0.12% | 27.22% |
| Kelly Criterion | -2.7% | 2.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.23% |
| Expected Shortfall (cVaR) | -0.8% | -2.23% |
| Year | 11393958:BTCUSD | 11393958:btcusd:triple_med_gx:lsma145_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -0.42 | 0.01 | + |
| 2023 | 155.54 | 20.80 | 0.13 | - |
| 2024 | 121.00 | -2.90 | -0.02 | - |
| 2025 | 16.76 | -14.80 | -0.88 | - |
| Metric | 11393958:btcusd:triple_med_gx:lsma145_110 | 11393958:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -10.72% | 31.46% |
| 6M | -14.8% | 12.77% |
| YTD | -14.8% | 16.76% |
| 1Y | -31.86% | 56.84% |
| 3Y (ann.) | 1.57% | 55.31% |
| 5Y (ann.) | -0.15% | 33.36% |
| Metric | 11393958:btcusd:triple_med_gx:lsma145_110 | 11393958:BTCUSD |
|---|---|---|
| Max Drawdown | -35.74% | -67.18% |
| Longest DD Days | 466.0 | 683.0 |
| Avg. Drawdown | -5.09% | -7.17% |
| Avg. Drawdown Days | 60.0 | 37.0 |
| Recovery Factor | -0.01 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -35.74 | 370 |
| 2022-07-30 | 2023-11-09 | -14.76 | 466 |
| 2022-04-08 | 2022-07-28 | -9.08 | 111 |
| 2022-02-18 | 2022-03-24 | -8.75 | 34 |
| 2024-04-15 | 2024-05-30 | -8.57 | 45 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2024-01-09 | 2024-03-04 | -4.11 | 55 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2024-01-07 | 2024-01-08 | -1.16 | 1 |
| Metric | 11393958:btcusd:triple_med_gx:lsma145_110 | 11393958:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -14.32% | -29.64% |
| Best Month | 12.38% | 43.77% |
| Worst Month | -18.46% | -37.12% |
| Best Year | 20.8% | 155.54% |
| Worst Year | -14.8% | -60.27% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.86% | -0.92% |
| Avg. Up Week | 4.21% | 5.86% |
| Avg. Down Week | -3.08% | -3.95% |
| Avg. Up Month | 5.44% | 12.57% |
| Avg. Down Month | -3.69% | -11.69% |
| Win Days % | 47.25% | 51.28% |
| Win Month % | 44.74% | 60.98% |
| Win Week % | 44.62% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |