| Metric | 11376105:btcusd:triple_med_gx:lsma145_45 | 11376105:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -1.1% | 191.96% |
| Max Drawdown | -34.57% | -67.18% |
| Sharpe | 0.04 | 0.43 |
| Sortino | 0.06 | 0.62 |
| Payoff Ratio | 1.09 | 1.01 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.51 | 0.55 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 33.21 | 3.42 |
| Outlier Loss Ratio | 4.49 | 3.41 |
| Volatility (ann.) | 10.02% | 26.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.01 | 0.54 |
| Skew | 0.31 | 0.18 |
| Kurtosis | 33.19 | 6.48 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.03% | 2.58% |
| Expected Yearly % | -0.28% | 30.72% |
| Kelly Criterion | -3.18% | 2.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.21% |
| Expected Shortfall (cVaR) | -0.86% | -2.21% |
| Year | 11376105:BTCUSD | 11376105:btcusd:triple_med_gx:lsma145_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 0.88 | -0.01 | + |
| 2023 | 155.54 | -18.54 | -0.12 | - |
| 2024 | 121.00 | 31.93 | 0.26 | - |
| 2025 | 30.14 | -8.78 | -0.29 | - |
| Metric | 11376105:btcusd:triple_med_gx:lsma145_45 | 11376105:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 7.24% | 45.08% |
| 6M | -4.71% | 28.47% |
| YTD | -8.78% | 30.14% |
| 1Y | -6.88% | 105.13% |
| 3Y (ann.) | -3.63% | 81.7% |
| 5Y (ann.) | -0.32% | 36.6% |
| Metric | 11376105:btcusd:triple_med_gx:lsma145_45 | 11376105:BTCUSD |
|---|---|---|
| Max Drawdown | -34.57% | -67.18% |
| Longest DD Days | 1133.0 | 683.0 |
| Avg. Drawdown | -4.02% | -6.84% |
| Avg. Drawdown Days | 77.0 | 36.0 |
| Recovery Factor | -0.03 | 2.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2025-07-14 | -34.57 | 1133 |
| 2022-04-05 | 2022-05-22 | -5.56 | 47 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-02-10 | 2022-02-15 | -4.15 | 4 |
| 2022-02-16 | 2022-03-16 | -4.08 | 28 |
| 2022-03-25 | 2022-04-01 | -2.75 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-06-03 | 2022-06-04 | -1.03 | 1 |
| 2022-03-21 | 2022-03-22 | -0.80 | 0 |
| Metric | 11376105:btcusd:triple_med_gx:lsma145_45 | 11376105:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.67% | -29.64% |
| Best Month | 16.93% | 43.77% |
| Worst Month | -9.06% | -37.12% |
| Best Year | 31.93% | 155.54% |
| Worst Year | -18.54% | -60.27% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.71% | -0.79% |
| Avg. Up Week | 2.92% | 5.48% |
| Avg. Down Week | -2.68% | -5.18% |
| Avg. Up Month | 4.6% | 14.99% |
| Avg. Down Month | -3.77% | -11.69% |
| Win Days % | 46.14% | 51.32% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 46.36% | 51.37% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |