| Metric | 11371792:btcusd:triple_med_gx:lsma45_20 | 11371792:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -10.2% | 181.88% |
| Max Drawdown | -38.59% | -67.18% |
| Sharpe | -0.04 | 0.41 |
| Sortino | -0.06 | 0.6 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | 0.94 | 1.06 |
| CPC Index | 0.47 | 0.59 |
| Tail Ratio | 0.96 | 0.99 |
| Outlier Win Ratio | 48.38 | 3.3 |
| Outlier Loss Ratio | 4.14 | 3.27 |
| Volatility (ann.) | 9.19% | 26.31% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.08 | 0.51 |
| Skew | 1.59 | 0.18 |
| Kurtosis | 72.25 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.25% | 2.44% |
| Expected Yearly % | -2.65% | 29.57% |
| Kelly Criterion | -7.89% | 6.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11371792:BTCUSD | 11371792:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 5.92 | -0.10 | + |
| 2023 | 155.54 | 8.89 | 0.06 | - |
| 2024 | 121.00 | -18.84 | -0.16 | - |
| 2025 | 30.14 | -4.07 | -0.14 | - |
| Metric | 11371792:btcusd:triple_med_gx:lsma45_20 | 11371792:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 8.42% | 45.08% |
| 6M | -4.07% | 28.47% |
| YTD | -4.07% | 30.14% |
| 1Y | -19.18% | 105.13% |
| 3Y (ann.) | -7.14% | 81.7% |
| 5Y (ann.) | -3.03% | 34.54% |
| Metric | 11371792:btcusd:triple_med_gx:lsma45_20 | 11371792:BTCUSD |
|---|---|---|
| Max Drawdown | -38.59% | -67.18% |
| Longest DD Days | 1079.0 | 683.0 |
| Avg. Drawdown | -4.72% | -7.48% |
| Avg. Drawdown Days | 81.0 | 36.0 |
| Recovery Factor | -0.26 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2025-07-14 | -38.59 | 1079 |
| 2022-05-16 | 2022-06-21 | -6.73 | 36 |
| 2022-01-26 | 2022-02-27 | -5.71 | 32 |
| 2022-02-27 | 2022-03-27 | -4.73 | 28 |
| 2022-07-05 | 2022-07-06 | -4.01 | 1 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| Metric | 11371792:btcusd:triple_med_gx:lsma45_20 | 11371792:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 10.01% | 35.75% |
| Worst Week | -7.26% | -29.64% |
| Best Month | 10.77% | 43.77% |
| Worst Month | -9.32% | -37.12% |
| Best Year | 8.89% | 155.54% |
| Worst Year | -18.84% | -61.64% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 2.28% | 7.39% |
| Avg. Down Week | -2.2% | -3.77% |
| Avg. Up Month | 3.84% | 15.74% |
| Avg. Down Month | -3.4% | -8.48% |
| Win Days % | 43.21% | 51.25% |
| Win Month % | 47.62% | 60.47% |
| Win Week % | 46.61% | 51.61% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |