| Metric | 11398073:btcusd:triple_med_gx:lsma45_125 | 11398073:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -4.13% | 183.29% |
| Max Drawdown | -38.2% | -67.18% |
| Sharpe | 0.03 | 0.43 |
| Sortino | 0.04 | 0.62 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.99 | 1.06 |
| CPC Index | 0.51 | 0.58 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 31.75 | 3.61 |
| Outlier Loss Ratio | 4.14 | 3.5 |
| Volatility (ann.) | 11.52% | 26.34% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.03 | 0.54 |
| Skew | 1.41 | 0.2 |
| Kurtosis | 42.83 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.1% | 2.57% |
| Expected Yearly % | -1.05% | 29.73% |
| Kelly Criterion | -3.12% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.24% |
| Expected Shortfall (cVaR) | -0.99% | -2.24% |
| Year | 11398073:BTCUSD | 11398073:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -7.47 | 0.13 | + |
| 2023 | 155.54 | -5.58 | -0.04 | - |
| 2024 | 121.00 | 6.75 | 0.06 | - |
| 2025 | 16.76 | 2.79 | 0.17 | - |
| Metric | 11398073:btcusd:triple_med_gx:lsma45_125 | 11398073:BTCUSD |
|---|---|---|
| MTD | 7.34% | 4.16% |
| 3M | 9.85% | 31.46% |
| 6M | 3.18% | 12.77% |
| YTD | 2.79% | 16.76% |
| 1Y | -23.75% | 56.84% |
| 3Y (ann.) | -4.04% | 55.31% |
| 5Y (ann.) | -1.25% | 36.34% |
| Metric | 11398073:btcusd:triple_med_gx:lsma45_125 | 11398073:BTCUSD |
|---|---|---|
| Max Drawdown | -38.2% | -67.18% |
| Longest DD Days | 730.0 | 683.0 |
| Avg. Drawdown | -4.89% | -6.73% |
| Avg. Drawdown Days | 65.0 | 34.0 |
| Recovery Factor | -0.11 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -38.20 | 369 |
| 2022-05-16 | 2024-05-15 | -30.64 | 730 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-20 | 2022-05-15 | -4.09 | 25 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-03-12 | 2022-04-15 | -1.43 | 34 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11398073:btcusd:triple_med_gx:lsma45_125 | 11398073:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 20.79% | 35.75% |
| Worst Week | -6.58% | -29.64% |
| Best Month | 20.79% | 43.77% |
| Worst Month | -12.32% | -37.12% |
| Best Year | 6.75% | 155.54% |
| Worst Year | -7.47% | -57.04% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 3.17% | 6.39% |
| Avg. Down Week | -2.71% | -4.26% |
| Avg. Up Month | 6.09% | 15.23% |
| Avg. Down Month | -5.45% | -11.37% |
| Win Days % | 46.08% | 51.3% |
| Win Month % | 46.34% | 60.98% |
| Win Week % | 46.43% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |