| Metric | 11391665:btcusd:triple_med_gx:lsma45_105 | 11391665:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -10.65% | 202.8% |
| Max Drawdown | -43.46% | -67.18% |
| Sharpe | -0.02 | 0.44 |
| Sortino | -0.03 | 0.64 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 1.02 | 1.07 |
| CPC Index | 0.5 | 0.6 |
| Tail Ratio | 1.02 | 0.99 |
| Outlier Win Ratio | 34.12 | 3.58 |
| Outlier Loss Ratio | 4.21 | 3.5 |
| Volatility (ann.) | 11.11% | 26.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.08 | 0.58 |
| Skew | 1.54 | 0.2 |
| Kurtosis | 46.31 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.27% | 2.67% |
| Expected Yearly % | -2.78% | 31.91% |
| Kelly Criterion | -4.4% | 6.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.24% |
| Expected Shortfall (cVaR) | -0.96% | -2.24% |
| Year | 11391665:BTCUSD | 11391665:btcusd:triple_med_gx:lsma45_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -0.00 | 0.00 | + |
| 2023 | 155.54 | -4.16 | -0.03 | - |
| 2024 | 121.00 | -8.87 | -0.07 | - |
| 2025 | 16.76 | 2.30 | 0.14 | - |
| Metric | 11391665:btcusd:triple_med_gx:lsma45_105 | 11391665:BTCUSD |
|---|---|---|
| MTD | 7.93% | 4.16% |
| 3M | 9.31% | 31.46% |
| 6M | 1.27% | 12.77% |
| YTD | 2.3% | 16.76% |
| 1Y | -29.71% | 56.84% |
| 3Y (ann.) | -8.68% | 55.31% |
| 5Y (ann.) | -3.28% | 38.89% |
| Metric | 11391665:btcusd:triple_med_gx:lsma45_105 | 11391665:BTCUSD |
|---|---|---|
| Max Drawdown | -43.46% | -67.18% |
| Longest DD Days | 720.0 | 683.0 |
| Avg. Drawdown | -4.29% | -6.06% |
| Avg. Drawdown Days | 52.0 | 30.0 |
| Recovery Factor | -0.25 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -43.46 | 369 |
| 2022-05-16 | 2024-05-05 | -26.98 | 720 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-15 | 2022-04-18 | -4.42 | 34 |
| 2022-03-12 | 2022-03-14 | -3.53 | 2 |
| 2022-05-07 | 2022-05-15 | -2.47 | 8 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-01-27 | 2022-01-27 | -1.36 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11391665:btcusd:triple_med_gx:lsma45_105 | 11391665:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 20.82% | 35.75% |
| Worst Week | -7.54% | -29.64% |
| Best Month | 20.82% | 43.77% |
| Worst Month | -11.63% | -37.12% |
| Best Year | 2.3% | 155.54% |
| Worst Year | -8.87% | -54.08% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 2.93% | 6.4% |
| Avg. Down Week | -2.92% | -4.41% |
| Avg. Up Month | 5.42% | 12.85% |
| Avg. Down Month | -6.27% | -11.72% |
| Win Days % | 44.77% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 47.27% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 25.0% | 75.0% |