| Metric | 11383204:btcusd:triple_med_gx:lsma45_75 | 11383204:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -3.78% | 159.0% |
| Max Drawdown | -29.47% | -67.18% |
| Sharpe | 0.02 | 0.4 |
| Sortino | 0.04 | 0.57 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 1.02 | 1.05 |
| CPC Index | 0.51 | 0.6 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 40.46 | 3.51 |
| Outlier Loss Ratio | 4.04 | 3.41 |
| Volatility (ann.) | 10.27% | 26.55% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.04 | 0.48 |
| Skew | 2.02 | 0.18 |
| Kurtosis | 50.88 | 6.26 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.09% | 2.29% |
| Expected Yearly % | -0.96% | 26.86% |
| Kelly Criterion | -4.41% | 6.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.26% |
| Expected Shortfall (cVaR) | -0.88% | -2.26% |
| Year | 11383204:BTCUSD | 11383204:btcusd:triple_med_gx:lsma45_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -6.36 | 0.10 | + |
| 2023 | 155.54 | 0.18 | 0.00 | - |
| 2024 | 121.00 | 9.31 | 0.08 | - |
| 2025 | 17.02 | -6.16 | -0.36 | - |
| Metric | 11383204:btcusd:triple_med_gx:lsma45_75 | 11383204:BTCUSD |
|---|---|---|
| MTD | 4.09% | 4.4% |
| 3M | 0.95% | 31.76% |
| 6M | -5.98% | 12.25% |
| YTD | -6.16% | 17.02% |
| 1Y | -22.44% | 57.19% |
| 3Y (ann.) | -2.9% | 55.42% |
| 5Y (ann.) | -1.13% | 32.39% |
| Metric | 11383204:btcusd:triple_med_gx:lsma45_75 | 11383204:BTCUSD |
|---|---|---|
| Max Drawdown | -29.47% | -67.18% |
| Longest DD Days | 384.0 | 683.0 |
| Avg. Drawdown | -5.62% | -7.87% |
| Avg. Drawdown Days | 59.0 | 38.0 |
| Recovery Factor | -0.13 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -29.47 | 371 |
| 2023-04-26 | 2024-05-15 | -25.18 | 384 |
| 2022-07-30 | 2023-04-26 | -23.39 | 269 |
| 2022-06-10 | 2022-07-18 | -9.73 | 38 |
| 2022-05-16 | 2022-05-30 | -5.10 | 14 |
| 2022-02-25 | 2022-03-14 | -4.51 | 17 |
| 2022-05-02 | 2022-05-15 | -3.32 | 13 |
| 2022-03-15 | 2022-04-15 | -2.56 | 31 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11383204:btcusd:triple_med_gx:lsma45_75 | 11383204:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 17.23% | 35.75% |
| Worst Week | -7.54% | -29.64% |
| Best Month | 15.76% | 43.77% |
| Worst Month | -9.17% | -37.12% |
| Best Year | 9.31% | 155.54% |
| Worst Year | -6.36% | -60.81% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 3.17% | 6.93% |
| Avg. Down Week | -2.79% | -4.8% |
| Avg. Up Month | 4.71% | 14.99% |
| Avg. Down Month | -5.12% | -11.97% |
| Win Days % | 44.76% | 51.23% |
| Win Month % | 54.76% | 59.52% |
| Win Week % | 48.57% | 50.83% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |