| Metric | 11396258:btcusd:triple_med_gx:lsma45_120 | 11396258:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -0.28% | 187.39% |
| Max Drawdown | -35.74% | -67.18% |
| Sharpe | 0.05 | 0.43 |
| Sortino | 0.08 | 0.62 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.07 | 1.06 |
| CPC Index | 0.52 | 0.6 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 34.07 | 3.55 |
| Outlier Loss Ratio | 4.19 | 3.42 |
| Volatility (ann.) | 11.26% | 26.35% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.0 | 0.55 |
| Skew | 1.86 | 0.2 |
| Kurtosis | 56.34 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.01% | 2.55% |
| Expected Yearly % | -0.07% | 30.2% |
| Kelly Criterion | -3.33% | 6.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.24% |
| Expected Shortfall (cVaR) | -0.97% | -2.24% |
| Year | 11396258:BTCUSD | 11396258:btcusd:triple_med_gx:lsma45_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 5.60 | -0.10 | + |
| 2023 | 155.54 | 6.48 | 0.04 | - |
| 2024 | 121.00 | 2.99 | 0.02 | - |
| 2025 | 16.76 | -13.89 | -0.83 | - |
| Metric | 11396258:btcusd:triple_med_gx:lsma45_120 | 11396258:BTCUSD |
|---|---|---|
| MTD | 3.33% | 4.16% |
| 3M | 2.41% | 31.46% |
| 6M | -18.89% | 12.77% |
| YTD | -13.89% | 16.76% |
| 1Y | -30.07% | 56.84% |
| 3Y (ann.) | -5.61% | 55.31% |
| 5Y (ann.) | -0.08% | 36.89% |
| Metric | 11396258:btcusd:triple_med_gx:lsma45_120 | 11396258:BTCUSD |
|---|---|---|
| Max Drawdown | -35.74% | -67.18% |
| Longest DD Days | 592.0 | 683.0 |
| Avg. Drawdown | -4.27% | -6.61% |
| Avg. Drawdown Days | 45.0 | 33.0 |
| Recovery Factor | -0.01 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -35.74 | 370 |
| 2022-08-11 | 2024-03-25 | -27.87 | 592 |
| 2022-05-16 | 2022-06-19 | -7.67 | 34 |
| 2022-03-14 | 2022-04-19 | -6.12 | 36 |
| 2022-06-21 | 2022-08-11 | -5.90 | 50 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2024-03-26 | 2024-04-19 | -2.94 | 23 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| Metric | 11396258:btcusd:triple_med_gx:lsma45_120 | 11396258:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 10.98% | 35.75% |
| Worst Week | -9.1% | -29.64% |
| Best Month | 11.5% | 43.77% |
| Worst Month | -9.39% | -37.12% |
| Best Year | 6.48% | 155.54% |
| Worst Year | -13.89% | -56.42% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 4.29% | 8.03% |
| Avg. Down Week | -2.72% | -4.23% |
| Avg. Up Month | 4.57% | 11.44% |
| Avg. Down Month | -6.1% | -8.51% |
| Win Days % | 44.82% | 51.28% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 39.05% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |