| Metric | 11372421:btcusd:triple_med_gx:lsma45_25 | 11372421:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -23.06% | 184.32% |
| Max Drawdown | -36.59% | -67.18% |
| Sharpe | -0.14 | 0.42 |
| Sortino | -0.21 | 0.6 |
| Payoff Ratio | 1.32 | 1.2 |
| Profit Factor | 0.94 | 1.07 |
| Common Sense Ratio | 0.9 | 1.06 |
| CPC Index | 0.47 | 0.66 |
| Tail Ratio | 0.95 | 0.99 |
| Outlier Win Ratio | 43.54 | 3.38 |
| Outlier Loss Ratio | 4.82 | 3.32 |
| Volatility (ann.) | 9.71% | 26.3% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.2 | 0.52 |
| Skew | 0.81 | 0.18 |
| Kurtosis | 65.11 | 6.35 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.61% | 2.46% |
| Expected Yearly % | -6.34% | 29.85% |
| Kelly Criterion | -9.04% | 10.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.23% |
| Expected Shortfall (cVaR) | -0.84% | -2.23% |
| Year | 11372421:BTCUSD | 11372421:btcusd:triple_med_gx:lsma45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.31 | -15.72 | 0.26 | + |
| 2023 | 155.54 | 20.51 | 0.13 | - |
| 2024 | 121.00 | -6.08 | -0.05 | - |
| 2025 | 30.14 | -19.34 | -0.64 | - |
| Metric | 11372421:btcusd:triple_med_gx:lsma45_25 | 11372421:BTCUSD |
|---|---|---|
| MTD | 1.83% | 13.36% |
| 3M | -7.74% | 45.08% |
| 6M | -18.08% | 28.47% |
| YTD | -19.34% | 30.14% |
| 1Y | -22.45% | 105.13% |
| 3Y (ann.) | -10.02% | 81.7% |
| 5Y (ann.) | -7.21% | 34.74% |
| Metric | 11372421:btcusd:triple_med_gx:lsma45_25 | 11372421:BTCUSD |
|---|---|---|
| Max Drawdown | -36.59% | -67.18% |
| Longest DD Days | 1182.0 | 683.0 |
| Avg. Drawdown | -5.9% | -7.74% |
| Avg. Drawdown Days | 141.0 | 38.0 |
| Recovery Factor | -0.63 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-19 | 2025-07-14 | -36.59 | 1182 |
| 2022-01-30 | 2022-02-28 | -5.51 | 29 |
| 2022-03-01 | 2022-03-27 | -5.07 | 26 |
| 2022-03-30 | 2022-04-18 | -4.06 | 19 |
| 2022-01-15 | 2022-01-28 | -1.05 | 12 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2022-01-15 | 2022-01-15 | -0.20 | 0 |
| 2022-01-14 | 2022-01-14 | -0.18 | 0 |
| 2022-01-29 | 2022-01-29 | -0.16 | 0 |
| Metric | 11372421:btcusd:triple_med_gx:lsma45_25 | 11372421:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.19% | 35.75% |
| Worst Week | -10.11% | -29.64% |
| Best Month | 15.07% | 43.77% |
| Worst Month | -8.73% | -37.12% |
| Best Year | 20.51% | 155.54% |
| Worst Year | -19.34% | -61.31% |
| Avg. Up Day | 0.92% | 0.96% |
| Avg. Down Day | -0.7% | -0.8% |
| Avg. Up Week | 2.68% | 7.93% |
| Avg. Down Week | -1.81% | -4.58% |
| Avg. Up Month | 5.03% | 19.93% |
| Avg. Down Month | -4.92% | -9.89% |
| Win Days % | 38.02% | 51.25% |
| Win Month % | 39.53% | 60.47% |
| Win Week % | 37.58% | 51.87% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |