| Metric | 11379428:btcusd:triple_med_gx:lsma45_60 | 11379428:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -10.97% | 181.88% |
| Max Drawdown | -25.15% | -67.18% |
| Sharpe | -0.07 | 0.41 |
| Sortino | -0.1 | 0.6 |
| Payoff Ratio | 1.22 | 1.09 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.48 | 0.6 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 60.66 | 3.14 |
| Outlier Loss Ratio | 4.18 | 3.12 |
| Volatility (ann.) | 7.93% | 26.31% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.13 | 0.51 |
| Skew | 1.61 | 0.18 |
| Kurtosis | 91.97 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.27% | 2.44% |
| Expected Yearly % | -2.86% | 29.57% |
| Kelly Criterion | -7.32% | 6.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.24% |
| Expected Shortfall (cVaR) | -0.68% | -2.24% |
| Year | 11379428:BTCUSD | 11379428:btcusd:triple_med_gx:lsma45_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -3.53 | 0.06 | + |
| 2023 | 155.54 | -6.87 | -0.04 | - |
| 2024 | 121.00 | 8.00 | 0.07 | - |
| 2025 | 30.14 | -8.25 | -0.27 | - |
| Metric | 11379428:btcusd:triple_med_gx:lsma45_60 | 11379428:BTCUSD |
|---|---|---|
| MTD | 0.18% | 13.36% |
| 3M | 3.95% | 45.08% |
| 6M | -8.25% | 28.47% |
| YTD | -8.25% | 30.14% |
| 1Y | -16.66% | 105.13% |
| 3Y (ann.) | -1.83% | 81.7% |
| 5Y (ann.) | -3.27% | 34.54% |
| Metric | 11379428:btcusd:triple_med_gx:lsma45_60 | 11379428:BTCUSD |
|---|---|---|
| Max Drawdown | -25.15% | -67.18% |
| Longest DD Days | 523.0 | 683.0 |
| Avg. Drawdown | -10.4% | -7.48% |
| Avg. Drawdown Days | 206.0 | 36.0 |
| Recovery Factor | -0.44 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2025-07-14 | -25.15 | 409 |
| 2022-09-21 | 2024-02-27 | -17.14 | 523 |
| 2022-01-26 | 2022-09-21 | -14.50 | 237 |
| 2024-03-10 | 2024-05-15 | -4.76 | 65 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-03-10 | 2024-03-10 | -0.18 | 0 |
| Metric | 11379428:btcusd:triple_med_gx:lsma45_60 | 11379428:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 10.54% | 35.75% |
| Worst Week | -9.17% | -29.64% |
| Best Month | 9.66% | 43.77% |
| Worst Month | -10.09% | -37.12% |
| Best Year | 8.0% | 155.54% |
| Worst Year | -8.25% | -61.64% |
| Avg. Up Day | 0.91% | 0.95% |
| Avg. Down Day | -0.74% | -0.86% |
| Avg. Up Week | 2.6% | 6.61% |
| Avg. Down Week | -2.41% | -5.1% |
| Avg. Up Month | 4.04% | 15.09% |
| Avg. Down Month | -4.12% | -10.1% |
| Win Days % | 40.99% | 51.25% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 43.52% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |