| Metric | 11391552:btcusd:triple_med_gx:lsma45_105 | 11391552:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -27.42% | 202.8% |
| Max Drawdown | -46.16% | -67.18% |
| Sharpe | -0.17 | 0.44 |
| Sortino | -0.24 | 0.64 |
| Payoff Ratio | 1.04 | 0.98 |
| Profit Factor | 0.94 | 1.08 |
| Common Sense Ratio | 0.84 | 1.07 |
| CPC Index | 0.44 | 0.54 |
| Tail Ratio | 0.9 | 0.99 |
| Outlier Win Ratio | 37.29 | 3.4 |
| Outlier Loss Ratio | 4.03 | 3.5 |
| Volatility (ann.) | 10.79% | 26.34% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.2 | 0.58 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 53.44 | 6.41 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.76% | 2.67% |
| Expected Yearly % | -7.7% | 31.91% |
| Kelly Criterion | -7.44% | 1.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.24% |
| Expected Shortfall (cVaR) | -0.93% | -2.24% |
| Year | 11391552:BTCUSD | 11391552:btcusd:triple_med_gx:lsma45_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 6.29 | -0.12 | + |
| 2023 | 155.54 | -8.64 | -0.06 | - |
| 2024 | 121.00 | -12.84 | -0.11 | - |
| 2025 | 16.76 | -14.25 | -0.85 | - |
| Metric | 11391552:btcusd:triple_med_gx:lsma45_105 | 11391552:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | -0.84% | 31.46% |
| 6M | -18.72% | 12.77% |
| YTD | -14.25% | 16.76% |
| 1Y | -38.53% | 56.84% |
| 3Y (ann.) | -12.19% | 55.31% |
| 5Y (ann.) | -9.07% | 38.89% |
| Metric | 11391552:btcusd:triple_med_gx:lsma45_105 | 11391552:BTCUSD |
|---|---|---|
| Max Drawdown | -46.16% | -67.18% |
| Longest DD Days | 1021.0 | 683.0 |
| Avg. Drawdown | -7.19% | -6.06% |
| Avg. Drawdown Days | 101.0 | 30.0 |
| Recovery Factor | -0.59 | 3.02 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2025-06-11 | -46.16 | 1021 |
| 2022-01-28 | 2022-02-28 | -8.31 | 31 |
| 2022-03-15 | 2022-05-15 | -7.58 | 61 |
| 2022-06-21 | 2022-08-25 | -7.39 | 64 |
| 2022-05-16 | 2022-06-19 | -5.69 | 34 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-03-10 | 2022-03-11 | -1.82 | 0 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| 2022-01-27 | 2022-01-27 | -1.18 | 0 |
| Metric | 11391552:btcusd:triple_med_gx:lsma45_105 | 11391552:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.25% | 35.75% |
| Worst Week | -9.5% | -29.64% |
| Best Month | 12.25% | 43.77% |
| Worst Month | -11.06% | -37.12% |
| Best Year | 6.29% | 155.54% |
| Worst Year | -14.25% | -54.08% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.83% | -0.9% |
| Avg. Up Week | 3.54% | 6.64% |
| Avg. Down Week | -2.93% | -4.46% |
| Avg. Up Month | 4.55% | 11.41% |
| Avg. Down Month | -4.69% | -10.0% |
| Win Days % | 45.17% | 51.27% |
| Win Month % | 45.24% | 61.9% |
| Win Week % | 42.72% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 25.0% | 75.0% |