| Metric | 11401369:btcusd:triple_med_gx:lsma45_135 | 11401369:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 5.66% | 195.83% |
| Max Drawdown | -39.07% | -67.18% |
| Sharpe | 0.09 | 0.44 |
| Sortino | 0.14 | 0.64 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 33.74 | 3.53 |
| Outlier Loss Ratio | 4.09 | 3.38 |
| Volatility (ann.) | 11.0% | 26.35% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.04 | 0.57 |
| Skew | 1.22 | 0.2 |
| Kurtosis | 50.32 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.68% |
| Expected Yearly % | 1.39% | 31.15% |
| Kelly Criterion | -2.61% | 5.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.24% |
| Expected Shortfall (cVaR) | -0.94% | -2.24% |
| Year | 11401369:BTCUSD | 11401369:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 30.37 | -0.55 | + |
| 2023 | 155.54 | -6.83 | -0.04 | - |
| 2024 | 121.00 | -2.58 | -0.02 | - |
| 2025 | 16.76 | -10.71 | -0.64 | - |
| Metric | 11401369:btcusd:triple_med_gx:lsma45_135 | 11401369:BTCUSD |
|---|---|---|
| MTD | 3.05% | 4.16% |
| 3M | 3.46% | 31.46% |
| 6M | -13.88% | 12.77% |
| YTD | -10.71% | 16.76% |
| 1Y | -32.51% | 56.84% |
| 3Y (ann.) | -2.64% | 55.31% |
| 5Y (ann.) | 1.66% | 38.19% |
| Metric | 11401369:btcusd:triple_med_gx:lsma45_135 | 11401369:BTCUSD |
|---|---|---|
| Max Drawdown | -39.07% | -67.18% |
| Longest DD Days | 402.0 | 683.0 |
| Avg. Drawdown | -3.99% | -6.97% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 0.14 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -39.07 | 370 |
| 2023-02-16 | 2024-03-25 | -20.05 | 402 |
| 2022-08-25 | 2023-02-15 | -12.45 | 174 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| 2022-05-16 | 2022-06-19 | -5.74 | 34 |
| 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 |
| Metric | 11401369:btcusd:triple_med_gx:lsma45_135 | 11401369:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -9.0% | -29.64% |
| Best Month | 15.66% | 43.77% |
| Worst Month | -8.35% | -37.12% |
| Best Year | 30.37% | 155.54% |
| Worst Year | -10.71% | -55.14% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.43% | 7.19% |
| Avg. Down Week | -2.76% | -4.21% |
| Avg. Up Month | 4.63% | 13.92% |
| Avg. Down Month | -4.24% | -8.81% |
| Win Days % | 46.33% | 51.32% |
| Win Month % | 48.78% | 60.98% |
| Win Week % | 47.06% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |