| Metric | 11371644:btcusd:triple_med_gx:lsma45_20 | 11371644:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -5.92% | 184.32% |
| Max Drawdown | -28.05% | -67.18% |
| Sharpe | 0.01 | 0.42 |
| Sortino | 0.02 | 0.6 |
| Payoff Ratio | 1.38 | 1.24 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.54 | 0.68 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 34.83 | 3.57 |
| Outlier Loss Ratio | 4.98 | 3.39 |
| Volatility (ann.) | 10.8% | 26.3% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.06 | 0.52 |
| Skew | 1.97 | 0.18 |
| Kurtosis | 54.79 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.14% | 2.46% |
| Expected Yearly % | -1.51% | 29.85% |
| Kelly Criterion | -5.01% | 11.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.23% |
| Expected Shortfall (cVaR) | -0.93% | -2.23% |
| Year | 11371644:BTCUSD | 11371644:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.31 | 6.17 | -0.10 | + |
| 2023 | 155.54 | 8.55 | 0.05 | - |
| 2024 | 121.00 | -8.61 | -0.07 | - |
| 2025 | 30.14 | -10.68 | -0.35 | - |
| Metric | 11371644:btcusd:triple_med_gx:lsma45_20 | 11371644:BTCUSD |
|---|---|---|
| MTD | 2.32% | 13.36% |
| 3M | -6.07% | 45.08% |
| 6M | -13.72% | 28.47% |
| YTD | -10.68% | 30.14% |
| 1Y | -17.26% | 105.13% |
| 3Y (ann.) | -5.29% | 81.7% |
| 5Y (ann.) | -1.73% | 34.74% |
| Metric | 11371644:btcusd:triple_med_gx:lsma45_20 | 11371644:BTCUSD |
|---|---|---|
| Max Drawdown | -28.05% | -67.18% |
| Longest DD Days | 606.0 | 683.0 |
| Avg. Drawdown | -7.18% | -7.74% |
| Avg. Drawdown Days | 106.0 | 38.0 |
| Recovery Factor | -0.21 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-11 | 2025-07-14 | -28.05 | 459 |
| 2022-08-11 | 2024-04-08 | -25.70 | 606 |
| 2022-03-03 | 2022-08-11 | -20.65 | 160 |
| 2022-02-08 | 2022-02-28 | -4.29 | 20 |
| 2022-01-15 | 2022-01-28 | -3.11 | 13 |
| 2022-02-01 | 2022-02-08 | -1.66 | 6 |
| 2024-04-08 | 2024-04-10 | -1.36 | 2 |
| 2022-01-30 | 2022-02-01 | -0.60 | 2 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2022-01-15 | 2022-01-15 | -0.20 | 0 |
| Metric | 11371644:btcusd:triple_med_gx:lsma45_20 | 11371644:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.33% | 35.75% |
| Worst Week | -7.94% | -29.64% |
| Best Month | 18.96% | 43.77% |
| Worst Month | -12.63% | -37.12% |
| Best Year | 8.55% | 155.54% |
| Worst Year | -10.68% | -61.31% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.68% | -0.78% |
| Avg. Up Week | 3.11% | 7.99% |
| Avg. Down Week | -2.11% | -4.53% |
| Avg. Up Month | 5.39% | 19.33% |
| Avg. Down Month | -5.69% | -10.99% |
| Win Days % | 39.13% | 51.25% |
| Win Month % | 41.86% | 60.47% |
| Win Week % | 38.61% | 51.87% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |