| Metric | 11385856:btcusd:triple_med_gx:lsma45_85 | 11385856:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -15.35% | 205.34% |
| Max Drawdown | -40.03% | -67.18% |
| Sharpe | -0.06 | 0.44 |
| Sortino | -0.09 | 0.65 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 0.98 | 1.08 |
| Common Sense Ratio | 0.92 | 1.06 |
| CPC Index | 0.47 | 0.57 |
| Tail Ratio | 0.94 | 0.99 |
| Outlier Win Ratio | 38.12 | 3.53 |
| Outlier Loss Ratio | 4.02 | 3.44 |
| Volatility (ann.) | 10.62% | 26.45% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.12 | 0.58 |
| Skew | 1.22 | 0.2 |
| Kurtosis | 47.42 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.4% | 2.69% |
| Expected Yearly % | -4.08% | 32.19% |
| Kelly Criterion | -5.59% | 4.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.25% |
| Expected Shortfall (cVaR) | -0.92% | -2.25% |
| Year | 11385856:BTCUSD | 11385856:btcusd:triple_med_gx:lsma45_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -13.32 | 0.25 | + |
| 2023 | 155.54 | 3.39 | 0.02 | - |
| 2024 | 121.00 | 0.92 | 0.01 | - |
| 2025 | 17.02 | -6.41 | -0.38 | - |
| Metric | 11385856:btcusd:triple_med_gx:lsma45_85 | 11385856:BTCUSD |
|---|---|---|
| MTD | 4.76% | 4.4% |
| 3M | -0.2% | 31.76% |
| 6M | -8.58% | 12.25% |
| YTD | -6.41% | 17.02% |
| 1Y | -33.51% | 57.19% |
| 3Y (ann.) | -3.41% | 55.42% |
| 5Y (ann.) | -4.8% | 39.05% |
| Metric | 11385856:btcusd:triple_med_gx:lsma45_85 | 11385856:BTCUSD |
|---|---|---|
| Max Drawdown | -40.03% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -4.35% | -6.27% |
| Avg. Drawdown Days | 56.0 | 29.0 |
| Recovery Factor | -0.38 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -40.03 | 370 |
| 2022-05-02 | 2024-03-11 | -24.27 | 679 |
| 2024-04-08 | 2024-05-15 | -4.94 | 37 |
| 2024-03-16 | 2024-03-24 | -4.65 | 8 |
| 2022-02-27 | 2022-03-14 | -4.07 | 15 |
| 2022-03-15 | 2022-05-02 | -2.56 | 48 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2024-03-11 | 2024-03-15 | -2.04 | 4 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-01-27 | 2022-01-27 | -1.36 | 0 |
| Metric | 11385856:btcusd:triple_med_gx:lsma45_85 | 11385856:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 20.79% | 35.75% |
| Worst Week | -7.54% | -29.64% |
| Best Month | 22.74% | 43.77% |
| Worst Month | -9.91% | -37.12% |
| Best Year | 3.39% | 155.54% |
| Worst Year | -13.32% | -53.8% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 3.28% | 6.53% |
| Avg. Down Week | -2.7% | -4.37% |
| Avg. Up Month | 4.61% | 14.55% |
| Avg. Down Month | -5.3% | -12.8% |
| Win Days % | 45.38% | 51.28% |
| Win Month % | 52.38% | 61.9% |
| Win Week % | 45.37% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |