| Metric | 11384397:btcusd:triple_med_gx:lsma45_80 | 11384397:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -36.46% | 168.36% |
| Max Drawdown | -46.28% | -67.18% |
| Sharpe | -0.28 | 0.41 |
| Sortino | -0.39 | 0.59 |
| Payoff Ratio | 1.02 | 0.97 |
| Profit Factor | 0.89 | 1.07 |
| Common Sense Ratio | 0.79 | 1.05 |
| CPC Index | 0.4 | 0.53 |
| Tail Ratio | 0.89 | 0.98 |
| Outlier Win Ratio | 43.11 | 3.37 |
| Outlier Loss Ratio | 3.91 | 3.42 |
| Volatility (ann.) | 10.12% | 26.51% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.27 | 0.5 |
| Skew | 0.37 | 0.19 |
| Kurtosis | 52.97 | 6.28 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -1.07% | 2.38% |
| Expected Yearly % | -10.72% | 27.99% |
| Kelly Criterion | -10.99% | 0.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.25% |
| Expected Shortfall (cVaR) | -0.88% | -2.25% |
| Year | 11384397:BTCUSD | 11384397:btcusd:triple_med_gx:lsma45_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -3.99 | 0.07 | + |
| 2023 | 155.54 | -2.73 | -0.02 | - |
| 2024 | 121.00 | -13.62 | -0.11 | - |
| 2025 | 17.02 | -21.23 | -1.25 | - |
| Metric | 11384397:btcusd:triple_med_gx:lsma45_80 | 11384397:BTCUSD |
|---|---|---|
| MTD | 0.09% | 4.4% |
| 3M | -6.66% | 31.76% |
| 6M | -24.77% | 12.25% |
| YTD | -21.23% | 17.02% |
| 1Y | -41.35% | 57.19% |
| 3Y (ann.) | -10.71% | 55.42% |
| 5Y (ann.) | -12.52% | 33.81% |
| Metric | 11384397:btcusd:triple_med_gx:lsma45_80 | 11384397:BTCUSD |
|---|---|---|
| Max Drawdown | -46.28% | -67.18% |
| Longest DD Days | 993.0 | 683.0 |
| Avg. Drawdown | -8.32% | -7.27% |
| Avg. Drawdown Days | 134.0 | 35.0 |
| Recovery Factor | -0.79 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-21 | 2025-06-11 | -46.28 | 993 |
| 2022-01-28 | 2022-07-06 | -13.87 | 159 |
| 2022-08-25 | 2022-09-21 | -4.97 | 27 |
| 2022-07-17 | 2022-08-08 | -3.42 | 21 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2022-08-08 | 2022-08-10 | -2.26 | 2 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2022-08-24 | 2022-08-24 | -0.18 | 0 |
| 2022-07-17 | 2022-07-17 | -0.18 | 0 |
| Metric | 11384397:btcusd:triple_med_gx:lsma45_80 | 11384397:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 14.87% | 35.75% |
| Worst Week | -13.22% | -29.64% |
| Best Month | 9.69% | 43.77% |
| Worst Month | -12.99% | -37.12% |
| Best Year | -2.73% | 155.54% |
| Worst Year | -21.23% | -59.39% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.86% | -0.93% |
| Avg. Up Week | 3.44% | 6.78% |
| Avg. Down Week | -3.09% | -4.91% |
| Avg. Up Month | 3.79% | 11.92% |
| Avg. Down Month | -4.81% | -8.6% |
| Win Days % | 43.87% | 51.22% |
| Win Month % | 45.24% | 59.52% |
| Win Week % | 42.45% | 50.83% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 75.0% |