| Metric | 11383090:btcusd:triple_med_gx:lsma45_75 | 11383090:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -14.48% | 159.0% |
| Max Drawdown | -30.27% | -67.18% |
| Sharpe | -0.06 | 0.4 |
| Sortino | -0.09 | 0.57 |
| Payoff Ratio | 1.08 | 1.01 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 1.2 | 1.05 |
| CPC Index | 0.47 | 0.55 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 43.64 | 3.49 |
| Outlier Loss Ratio | 3.87 | 3.36 |
| Volatility (ann.) | 10.14% | 26.55% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.15 | 0.48 |
| Skew | 0.85 | 0.18 |
| Kurtosis | 53.12 | 6.26 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.37% | 2.29% |
| Expected Yearly % | -3.83% | 26.86% |
| Kelly Criterion | -6.74% | 2.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.26% |
| Expected Shortfall (cVaR) | -0.87% | -2.26% |
| Year | 11383090:BTCUSD | 11383090:btcusd:triple_med_gx:lsma45_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 2.11 | -0.03 | + |
| 2023 | 155.54 | -11.09 | -0.07 | - |
| 2024 | 121.00 | 6.70 | 0.06 | - |
| 2025 | 17.02 | -11.71 | -0.69 | - |
| Metric | 11383090:btcusd:triple_med_gx:lsma45_75 | 11383090:BTCUSD |
|---|---|---|
| MTD | -0.52% | 4.4% |
| 3M | -0.77% | 31.76% |
| 6M | -14.08% | 12.25% |
| YTD | -11.71% | 17.02% |
| 1Y | -23.49% | 57.19% |
| 3Y (ann.) | -2.88% | 55.42% |
| 5Y (ann.) | -4.51% | 32.39% |
| Metric | 11383090:btcusd:triple_med_gx:lsma45_75 | 11383090:BTCUSD |
|---|---|---|
| Max Drawdown | -30.27% | -67.18% |
| Longest DD Days | 993.0 | 683.0 |
| Avg. Drawdown | -5.05% | -7.87% |
| Avg. Drawdown Days | 93.0 | 38.0 |
| Recovery Factor | -0.48 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-21 | 2025-06-11 | -30.27 | 993 |
| 2022-01-28 | 2022-06-19 | -9.84 | 142 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-06-20 | 2022-07-17 | -5.01 | 26 |
| 2022-07-30 | 2022-08-08 | -3.85 | 8 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-08-25 | 2022-09-21 | -1.80 | 26 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| Metric | 11383090:btcusd:triple_med_gx:lsma45_75 | 11383090:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 13.05% | 35.75% |
| Worst Week | -13.22% | -29.64% |
| Best Month | 10.08% | 43.77% |
| Worst Month | -11.88% | -37.12% |
| Best Year | 6.7% | 155.54% |
| Worst Year | -11.71% | -60.81% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.86% | -0.94% |
| Avg. Up Week | 3.43% | 6.41% |
| Avg. Down Week | -3.24% | -5.18% |
| Avg. Up Month | 3.88% | 12.45% |
| Avg. Down Month | -5.37% | -10.35% |
| Win Days % | 44.5% | 51.23% |
| Win Month % | 52.38% | 59.52% |
| Win Week % | 46.67% | 50.83% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |