| Metric | 11397904:btcusd:triple_med_gx:lsma45_125 | 11397904:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 1.52% | 183.29% |
| Max Drawdown | -30.36% | -67.18% |
| Sharpe | 0.07 | 0.43 |
| Sortino | 0.1 | 0.62 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.06 | 1.06 |
| CPC Index | 0.53 | 0.62 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 33.51 | 3.56 |
| Outlier Loss Ratio | 4.15 | 3.4 |
| Volatility (ann.) | 11.25% | 26.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.01 | 0.54 |
| Skew | 1.99 | 0.2 |
| Kurtosis | 55.82 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.04% | 2.57% |
| Expected Yearly % | 0.38% | 29.73% |
| Kelly Criterion | -3.23% | 7.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.24% |
| Expected Shortfall (cVaR) | -0.97% | -2.24% |
| Year | 11397904:BTCUSD | 11397904:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 3.02 | -0.05 | + |
| 2023 | 155.54 | 4.44 | 0.03 | - |
| 2024 | 121.00 | 0.88 | 0.01 | - |
| 2025 | 16.76 | -6.46 | -0.39 | - |
| Metric | 11397904:btcusd:triple_med_gx:lsma45_125 | 11397904:BTCUSD |
|---|---|---|
| MTD | 3.33% | 4.16% |
| 3M | 5.56% | 31.46% |
| 6M | -12.4% | 12.77% |
| YTD | -6.46% | 16.76% |
| 1Y | -23.47% | 56.84% |
| 3Y (ann.) | -3.59% | 55.31% |
| 5Y (ann.) | 0.45% | 36.34% |
| Metric | 11397904:btcusd:triple_med_gx:lsma45_125 | 11397904:BTCUSD |
|---|---|---|
| Max Drawdown | -30.36% | -67.18% |
| Longest DD Days | 578.0 | 683.0 |
| Avg. Drawdown | -4.6% | -6.73% |
| Avg. Drawdown Days | 50.0 | 34.0 |
| Recovery Factor | 0.05 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -30.36 | 370 |
| 2022-08-25 | 2024-03-25 | -25.80 | 578 |
| 2022-05-16 | 2022-06-19 | -8.33 | 34 |
| 2022-06-21 | 2022-08-24 | -7.23 | 63 |
| 2022-03-14 | 2022-04-19 | -6.12 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-04-19 | -4.03 | 23 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-20 | 2022-05-14 | -3.20 | 24 |
| 2024-04-22 | 2024-06-05 | -2.86 | 43 |
| Metric | 11397904:btcusd:triple_med_gx:lsma45_125 | 11397904: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 | 10.93% | 43.77% |
| Worst Month | -9.92% | -37.12% |
| Best Year | 4.44% | 155.54% |
| Worst Year | -6.46% | -57.04% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.03% | 8.03% |
| Avg. Down Week | -2.95% | -4.52% |
| Avg. Up Month | 4.47% | 12.09% |
| Avg. Down Month | -5.06% | -8.51% |
| Win Days % | 44.98% | 51.3% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 43.27% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |