| Metric | 11372650:btcusd:triple_med_gx:lsma45_25 | 11372650:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 0.75% | 188.02% |
| Max Drawdown | -25.87% | -67.18% |
| Sharpe | 0.05 | 0.42 |
| Sortino | 0.07 | 0.61 |
| Payoff Ratio | 1.17 | 1.2 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.51 | 0.66 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 63.39 | 3.11 |
| Outlier Loss Ratio | 3.81 | 3.09 |
| Volatility (ann.) | 7.67% | 26.33% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.01 | 0.53 |
| Skew | 2.52 | 0.18 |
| Kurtosis | 82.33 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.02% | 2.49% |
| Expected Yearly % | 0.19% | 30.27% |
| Kelly Criterion | -6.24% | 10.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11372650:BTCUSD | 11372650:btcusd:triple_med_gx:lsma45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -4.36 | 0.07 | + |
| 2023 | 155.54 | -1.10 | -0.01 | - |
| 2024 | 121.00 | 15.10 | 0.12 | - |
| 2025 | 30.14 | -7.47 | -0.25 | - |
| Metric | 11372650:btcusd:triple_med_gx:lsma45_25 | 11372650:BTCUSD |
|---|---|---|
| MTD | 0.75% | 13.36% |
| 3M | -0.86% | 45.08% |
| 6M | -7.47% | 28.47% |
| YTD | -7.47% | 30.14% |
| 1Y | -16.17% | 105.13% |
| 3Y (ann.) | -2.08% | 81.7% |
| 5Y (ann.) | 0.21% | 35.5% |
| Metric | 11372650:btcusd:triple_med_gx:lsma45_25 | 11372650:BTCUSD |
|---|---|---|
| Max Drawdown | -25.87% | -67.18% |
| Longest DD Days | 751.0 | 683.0 |
| Avg. Drawdown | -4.42% | -7.5% |
| Avg. Drawdown Days | 81.0 | 36.0 |
| Recovery Factor | 0.03 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-08-20 | -25.87 | 751 |
| 2024-08-20 | 2025-07-14 | -20.93 | 328 |
| 2022-02-27 | 2022-07-07 | -6.74 | 130 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-01-27 | 2022-01-27 | -1.36 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-02-26 | 2022-02-26 | -0.37 | 0 |
| Metric | 11372650:btcusd:triple_med_gx:lsma45_25 | 11372650:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -5.28% | -9.32% |
| Best Week | 10.75% | 35.75% |
| Worst Week | -6.32% | -29.64% |
| Best Month | 16.49% | 43.77% |
| Worst Month | -14.02% | -37.12% |
| Best Year | 15.1% | 155.54% |
| Worst Year | -7.47% | -60.81% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.83% | -0.83% |
| Avg. Up Week | 3.11% | 7.83% |
| Avg. Down Week | -2.14% | -3.61% |
| Avg. Up Month | 3.81% | 14.44% |
| Avg. Down Month | -3.33% | -11.55% |
| Win Days % | 42.63% | 51.26% |
| Win Month % | 50.0% | 60.47% |
| Win Week % | 43.42% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |