| Metric | 11380718:btcusd:triple_med_gx:lsma45_65 | 11380718:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -8.51% | 184.67% |
| Max Drawdown | -28.88% | -67.18% |
| Sharpe | -0.02 | 0.42 |
| Sortino | -0.03 | 0.6 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 0.93 | 1.06 |
| CPC Index | 0.49 | 0.6 |
| Tail Ratio | 0.94 | 0.99 |
| Outlier Win Ratio | 46.96 | 3.35 |
| Outlier Loss Ratio | 4.09 | 3.31 |
| Volatility (ann.) | 9.29% | 26.32% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.09 | 0.52 |
| Skew | 2.13 | 0.18 |
| Kurtosis | 63.99 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.21% | 2.46% |
| Expected Yearly % | -2.2% | 29.89% |
| Kelly Criterion | -6.48% | 6.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11380718:BTCUSD | 11380718:btcusd:triple_med_gx:lsma45_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -9.63 | 0.16 | + |
| 2023 | 155.54 | 0.32 | 0.00 | - |
| 2024 | 121.00 | 12.90 | 0.11 | - |
| 2025 | 30.14 | -10.61 | -0.35 | - |
| Metric | 11380718:btcusd:triple_med_gx:lsma45_65 | 11380718:BTCUSD |
|---|---|---|
| MTD | 1.38% | 13.36% |
| 3M | 5.88% | 45.08% |
| 6M | -10.61% | 28.47% |
| YTD | -10.61% | 30.14% |
| 1Y | -21.58% | 105.13% |
| 3Y (ann.) | -1.6% | 81.7% |
| 5Y (ann.) | -2.52% | 34.95% |
| Metric | 11380718:btcusd:triple_med_gx:lsma45_65 | 11380718:BTCUSD |
|---|---|---|
| Max Drawdown | -28.88% | -67.18% |
| Longest DD Days | 367.0 | 683.0 |
| Avg. Drawdown | -5.91% | -7.55% |
| Avg. Drawdown Days | 76.0 | 36.0 |
| Recovery Factor | -0.29 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-07-14 | -28.88 | 367 |
| 2022-05-16 | 2023-04-11 | -22.15 | 330 |
| 2023-04-26 | 2024-04-08 | -20.75 | 347 |
| 2024-06-04 | 2024-07-11 | -4.03 | 36 |
| 2022-03-12 | 2022-04-15 | -3.53 | 34 |
| 2022-05-02 | 2022-05-15 | -3.32 | 13 |
| 2024-04-08 | 2024-05-15 | -3.03 | 37 |
| 2024-05-16 | 2024-06-02 | -2.32 | 16 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-01-27 | 2022-01-27 | -1.36 | 0 |
| Metric | 11380718:btcusd:triple_med_gx:lsma45_65 | 11380718:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 16.92% | 35.75% |
| Worst Week | -7.54% | -29.64% |
| Best Month | 12.0% | 43.77% |
| Worst Month | -9.09% | -37.12% |
| Best Year | 12.9% | 155.54% |
| Worst Year | -10.61% | -61.27% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 2.64% | 6.74% |
| Avg. Down Week | -2.53% | -4.56% |
| Avg. Up Month | 3.6% | 14.58% |
| Avg. Down Month | -4.42% | -12.44% |
| Win Days % | 43.3% | 51.26% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 47.79% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |