| Metric | 11399649:btcusd:triple_med_gx:lsma45_130 | 11399649:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 0.87% | 182.99% |
| Max Drawdown | -38.61% | -67.18% |
| Sharpe | 0.06 | 0.43 |
| Sortino | 0.09 | 0.62 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.06 | 1.06 |
| CPC Index | 0.52 | 0.59 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 33.8 | 3.56 |
| Outlier Loss Ratio | 4.1 | 3.39 |
| Volatility (ann.) | 11.03% | 26.35% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.01 | 0.54 |
| Skew | 1.29 | 0.2 |
| Kurtosis | 48.63 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.02% | 2.57% |
| Expected Yearly % | 0.22% | 29.7% |
| Kelly Criterion | -3.09% | 6.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.24% |
| Expected Shortfall (cVaR) | -0.95% | -2.24% |
| Year | 11399649:BTCUSD | 11399649:btcusd:triple_med_gx:lsma45_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 18.06 | -0.32 | + |
| 2023 | 155.54 | -3.09 | -0.02 | - |
| 2024 | 121.00 | -4.00 | -0.03 | - |
| 2025 | 16.76 | -8.16 | -0.49 | - |
| Metric | 11399649:btcusd:triple_med_gx:lsma45_130 | 11399649:BTCUSD |
|---|---|---|
| MTD | 3.82% | 4.16% |
| 3M | 3.04% | 31.46% |
| 6M | -11.84% | 12.77% |
| YTD | -8.16% | 16.76% |
| 1Y | -31.23% | 56.84% |
| 3Y (ann.) | -4.55% | 55.31% |
| 5Y (ann.) | 0.26% | 36.34% |
| Metric | 11399649:btcusd:triple_med_gx:lsma45_130 | 11399649:BTCUSD |
|---|---|---|
| Max Drawdown | -38.61% | -67.18% |
| Longest DD Days | 590.0 | 683.0 |
| Avg. Drawdown | -3.69% | -6.9% |
| Avg. Drawdown Days | 35.0 | 35.0 |
| Recovery Factor | 0.02 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -38.61 | 370 |
| 2022-08-13 | 2024-03-25 | -19.83 | 590 |
| 2022-05-16 | 2022-06-19 | -7.65 | 34 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11399649:btcusd:triple_med_gx:lsma45_130 | 11399649:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 14.96% | 35.75% |
| Worst Week | -9.0% | -29.64% |
| Best Month | 12.25% | 43.77% |
| Worst Month | -8.79% | -37.12% |
| Best Year | 18.06% | 155.54% |
| Worst Year | -8.16% | -57.08% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.44% | 7.11% |
| Avg. Down Week | -2.72% | -4.85% |
| Avg. Up Month | 4.8% | 13.56% |
| Avg. Down Month | -4.51% | -8.38% |
| Win Days % | 45.92% | 51.31% |
| Win Month % | 48.78% | 60.98% |
| Win Week % | 46.23% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |