| Metric | 11389876:btcusd:triple_med_gx:lsma45_100 | 11389876:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -1.24% | 195.42% |
| Max Drawdown | -25.25% | -67.18% |
| Sharpe | 0.05 | 0.44 |
| Sortino | 0.07 | 0.63 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.1 | 1.06 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 36.77 | 3.51 |
| Outlier Loss Ratio | 4.07 | 3.38 |
| Volatility (ann.) | 10.91% | 26.36% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.01 | 0.56 |
| Skew | 1.35 | 0.2 |
| Kurtosis | 58.73 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.03% | 2.61% |
| Expected Yearly % | -0.31% | 31.1% |
| Kelly Criterion | -4.99% | 5.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.24% |
| Expected Shortfall (cVaR) | -0.94% | -2.24% |
| Year | 11389876:BTCUSD | 11389876:btcusd:triple_med_gx:lsma45_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -9.81 | 0.18 | + |
| 2023 | 155.54 | -4.24 | -0.03 | - |
| 2024 | 121.00 | 16.87 | 0.14 | - |
| 2025 | 17.02 | -2.15 | -0.13 | - |
| Metric | 11389876:btcusd:triple_med_gx:lsma45_100 | 11389876:BTCUSD |
|---|---|---|
| MTD | 1.28% | 4.4% |
| 3M | -6.17% | 31.76% |
| 6M | -5.93% | 12.25% |
| YTD | -2.15% | 17.02% |
| 1Y | -10.97% | 57.19% |
| 3Y (ann.) | 3.63% | 55.42% |
| 5Y (ann.) | -0.37% | 37.84% |
| Metric | 11389876:btcusd:triple_med_gx:lsma45_100 | 11389876:BTCUSD |
|---|---|---|
| Max Drawdown | -25.25% | -67.18% |
| Longest DD Days | 768.0 | 683.0 |
| Avg. Drawdown | -4.74% | -6.6% |
| Avg. Drawdown Days | 89.0 | 32.0 |
| Recovery Factor | -0.05 | 2.91 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-15 | 2024-03-25 | -25.25 | 768 |
| 2024-08-09 | 2025-06-11 | -20.79 | 306 |
| 2024-06-05 | 2024-08-08 | -7.48 | 64 |
| 2024-04-11 | 2024-04-19 | -3.48 | 8 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2024-03-25 | 2024-04-10 | -1.36 | 16 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-05-03 | 2024-05-04 | -0.18 | 0 |
| 2024-05-31 | 2024-05-31 | -0.18 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11389876:btcusd:triple_med_gx:lsma45_100 | 11389876:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 9.76% | 35.75% |
| Worst Week | -9.98% | -29.64% |
| Best Month | 9.76% | 43.77% |
| Worst Month | -14.5% | -37.12% |
| Best Year | 16.87% | 155.54% |
| Worst Year | -9.81% | -55.3% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 3.8% | 6.55% |
| Avg. Down Week | -3.09% | -4.96% |
| Avg. Up Month | 3.79% | 11.28% |
| Avg. Down Month | -3.39% | -14.68% |
| Win Days % | 44.9% | 51.27% |
| Win Month % | 52.38% | 61.9% |
| Win Week % | 48.04% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |