| Metric | 11375578:btcusd:triple_med_gx:lsma45_40 | 11375578:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 1.57% | 220.31% |
| Max Drawdown | -9.11% | -67.18% |
| Sharpe | 0.05 | 0.45 |
| Sortino | 0.09 | 0.66 |
| Payoff Ratio | 1.74 | 1.55 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.57 | 0.86 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 242.3 | 2.39 |
| Outlier Loss Ratio | 5.08 | 2.48 |
| Volatility (ann.) | 3.04% | 26.14% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.05 | 0.6 |
| Skew | 6.93 | 0.2 |
| Kurtosis | 259.62 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.04% | 2.74% |
| Expected Yearly % | 0.39% | 33.78% |
| Kelly Criterion | -8.44% | 19.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.26% | -2.22% |
| Expected Shortfall (cVaR) | -0.26% | -2.22% |
| Year | 11375578:BTCUSD | 11375578:btcusd:triple_med_gx:lsma45_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 6.98 | -0.12 | + |
| 2023 | 155.54 | -2.74 | -0.02 | - |
| 2024 | 121.00 | 7.28 | 0.06 | - |
| 2025 | 30.14 | -9.01 | -0.30 | - |
| Metric | 11375578:btcusd:triple_med_gx:lsma45_40 | 11375578:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -2.37% | 45.08% |
| 6M | -9.01% | 28.47% |
| YTD | -9.01% | 30.14% |
| 1Y | -0.6% | 105.13% |
| 3Y (ann.) | -1.64% | 81.7% |
| 5Y (ann.) | 0.45% | 40.11% |
| Metric | 11375578:btcusd:triple_med_gx:lsma45_40 | 11375578:BTCUSD |
|---|---|---|
| Max Drawdown | -9.11% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -2.69% | -6.34% |
| Avg. Drawdown Days | 106.0 | 32.0 |
| Recovery Factor | 0.17 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -9.11 | 179 |
| 2023-05-10 | 2024-11-24 | -7.84 | 564 |
| 2022-06-24 | 2023-02-17 | -4.99 | 238 |
| 2022-03-15 | 2022-04-21 | -2.56 | 37 |
| 2023-04-12 | 2023-04-30 | -1.12 | 18 |
| 2022-03-14 | 2022-03-14 | -0.43 | 0 |
| 2024-11-25 | 2024-12-15 | -0.27 | 20 |
| 2022-03-14 | 2022-03-14 | -0.18 | 0 |
| 2022-05-18 | 2022-05-19 | -0.18 | 0 |
| 2022-03-01 | 2022-03-01 | -0.18 | 0 |
| Metric | 11375578:btcusd:triple_med_gx:lsma45_40 | 11375578:BTCUSD |
|---|---|---|
| Best Day | 4.06% | 9.33% |
| Worst Day | -3.01% | -9.32% |
| Best Week | 3.69% | 35.75% |
| Worst Week | -3.77% | -29.64% |
| Best Month | 3.69% | 43.77% |
| Worst Month | -3.77% | -37.12% |
| Best Year | 7.28% | 155.54% |
| Worst Year | -9.01% | -56.42% |
| Avg. Up Day | 0.98% | 1.06% |
| Avg. Down Day | -0.56% | -0.69% |
| Avg. Up Week | 1.28% | 6.15% |
| Avg. Down Week | -0.9% | -3.99% |
| Avg. Up Month | 2.13% | 9.92% |
| Avg. Down Month | -1.68% | -13.41% |
| Win Days % | 31.21% | 51.32% |
| Win Month % | 34.38% | 62.79% |
| Win Week % | 39.58% | 51.63% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 50.0% | 75.0% |