| Metric | 11396199:btcusd:triple_med_gx:lsma45_120 | 11396199:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 13.26% | 187.39% |
| Max Drawdown | -26.76% | -67.18% |
| Sharpe | 0.14 | 0.43 |
| Sortino | 0.21 | 0.62 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.55 | 0.63 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 33.29 | 3.58 |
| Outlier Loss Ratio | 4.08 | 3.41 |
| Volatility (ann.) | 11.66% | 26.35% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.14 | 0.55 |
| Skew | 2.35 | 0.2 |
| Kurtosis | 62.3 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.55% |
| Expected Yearly % | 3.16% | 30.2% |
| Kelly Criterion | -1.6% | 8.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.24% |
| Expected Shortfall (cVaR) | -1.0% | -2.24% |
| Year | 11396199:BTCUSD | 11396199:btcusd:triple_med_gx:lsma45_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -11.72 | 0.21 | + |
| 2023 | 155.54 | 15.32 | 0.10 | - |
| 2024 | 121.00 | 4.19 | 0.03 | - |
| 2025 | 16.76 | 6.78 | 0.40 | - |
| Metric | 11396199:btcusd:triple_med_gx:lsma45_120 | 11396199:BTCUSD |
|---|---|---|
| MTD | 2.37% | 4.16% |
| 3M | 3.61% | 31.46% |
| 6M | 1.66% | 12.77% |
| YTD | 6.78% | 16.76% |
| 1Y | -7.6% | 56.84% |
| 3Y (ann.) | 2.48% | 55.31% |
| 5Y (ann.) | 3.77% | 36.89% |
| Metric | 11396199:btcusd:triple_med_gx:lsma45_120 | 11396199:BTCUSD |
|---|---|---|
| Max Drawdown | -26.76% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -4.79% | -6.61% |
| Avg. Drawdown Days | 66.0 | 33.0 |
| Recovery Factor | 0.5 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-03-25 | -26.76 | 679 |
| 2024-08-09 | 2025-06-11 | -21.38 | 306 |
| 2024-06-05 | 2024-08-08 | -10.70 | 64 |
| 2022-03-13 | 2022-05-14 | -9.47 | 62 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-04-19 | -2.45 | 23 |
| 2022-02-18 | 2022-02-25 | -1.85 | 7 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-04-21 | 2024-06-04 | -1.32 | 44 |
| Metric | 11396199:btcusd:triple_med_gx:lsma45_120 | 11396199:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.89% | 35.75% |
| Worst Week | -8.86% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -9.88% | -37.12% |
| Best Year | 15.32% | 155.54% |
| Worst Year | -11.72% | -56.42% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 3.85% | 7.61% |
| Avg. Down Week | -2.46% | -4.29% |
| Avg. Up Month | 4.69% | 15.83% |
| Avg. Down Month | -4.35% | -10.78% |
| Win Days % | 45.75% | 51.28% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 45.0% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |