| Metric | 11375403:btcusd:triple_med_gx:lsma45_40 | 11375403:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -6.47% | 181.88% |
| Max Drawdown | -24.27% | -67.18% |
| Sharpe | -0.06 | 0.41 |
| Sortino | -0.1 | 0.6 |
| Payoff Ratio | 1.44 | 1.36 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.46 | 0.74 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 129.3 | 2.62 |
| Outlier Loss Ratio | 4.43 | 2.67 |
| Volatility (ann.) | 5.46% | 26.31% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.08 | 0.51 |
| Skew | 9.08 | 0.18 |
| Kurtosis | 344.46 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.16% | 2.44% |
| Expected Yearly % | -1.66% | 29.57% |
| Kelly Criterion | -12.91% | 15.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.24% |
| Expected Shortfall (cVaR) | -0.47% | -2.24% |
| Year | 11375403:BTCUSD | 11375403:btcusd:triple_med_gx:lsma45_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 3.19 | -0.05 | + |
| 2023 | 155.54 | 15.06 | 0.10 | - |
| 2024 | 121.00 | -15.59 | -0.13 | - |
| 2025 | 30.14 | -6.68 | -0.22 | - |
| Metric | 11375403:btcusd:triple_med_gx:lsma45_40 | 11375403:BTCUSD |
|---|---|---|
| MTD | 1.56% | 13.36% |
| 3M | -0.04% | 45.08% |
| 6M | -6.68% | 28.47% |
| YTD | -6.68% | 30.14% |
| 1Y | -14.1% | 105.13% |
| 3Y (ann.) | -2.69% | 81.7% |
| 5Y (ann.) | -1.9% | 34.54% |
| Metric | 11375403:btcusd:triple_med_gx:lsma45_40 | 11375403:BTCUSD |
|---|---|---|
| Max Drawdown | -24.27% | -67.18% |
| Longest DD Days | 760.0 | 683.0 |
| Avg. Drawdown | -3.74% | -7.48% |
| Avg. Drawdown Days | 109.0 | 36.0 |
| Recovery Factor | -0.27 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-14 | 2025-07-14 | -24.27 | 760 |
| 2022-07-19 | 2023-02-15 | -5.63 | 211 |
| 2022-02-27 | 2022-07-19 | -5.54 | 142 |
| 2023-04-02 | 2023-05-28 | -2.55 | 56 |
| 2022-02-05 | 2022-02-27 | -1.50 | 21 |
| 2023-03-03 | 2023-03-13 | -0.56 | 9 |
| 2023-06-14 | 2023-06-14 | -0.33 | 0 |
| 2022-01-28 | 2022-01-28 | -0.18 | 0 |
| 2022-02-05 | 2022-02-05 | -0.18 | 0 |
| 2023-06-13 | 2023-06-13 | -0.18 | 0 |
| Metric | 11375403:btcusd:triple_med_gx:lsma45_40 | 11375403:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -7.09% | -29.64% |
| Best Month | 8.18% | 43.77% |
| Worst Month | -9.18% | -37.12% |
| Best Year | 15.06% | 155.54% |
| Worst Year | -15.59% | -61.64% |
| Avg. Up Day | 0.99% | 1.08% |
| Avg. Down Day | -0.69% | -0.79% |
| Avg. Up Week | 1.52% | 7.13% |
| Avg. Down Week | -1.52% | -2.27% |
| Avg. Up Month | 2.76% | 11.93% |
| Avg. Down Month | -1.5% | -12.36% |
| Win Days % | 33.46% | 51.25% |
| Win Month % | 41.86% | 60.47% |
| Win Week % | 44.57% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |