| Metric | 11393108:btcusd:triple_med_gx:lsma45_110 | 11393108:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -24.61% | 198.98% |
| Max Drawdown | -45.35% | -67.18% |
| Sharpe | -0.14 | 0.44 |
| Sortino | -0.2 | 0.64 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 0.91 | 1.07 |
| CPC Index | 0.45 | 0.57 |
| Tail Ratio | 0.96 | 0.99 |
| Outlier Win Ratio | 36.5 | 3.4 |
| Outlier Loss Ratio | 4.11 | 3.5 |
| Volatility (ann.) | 10.83% | 26.34% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.18 | 0.57 |
| Skew | 0.93 | 0.2 |
| Kurtosis | 53.68 | 6.43 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.67% | 2.64% |
| Expected Yearly % | -6.82% | 31.5% |
| Kelly Criterion | -6.77% | 3.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.24% |
| Expected Shortfall (cVaR) | -0.94% | -2.24% |
| Year | 11393108:BTCUSD | 11393108:btcusd:triple_med_gx:lsma45_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 3.00 | -0.05 | + |
| 2023 | 155.54 | -7.60 | -0.05 | - |
| 2024 | 121.00 | -7.55 | -0.06 | - |
| 2025 | 16.76 | -14.32 | -0.85 | - |
| Metric | 11393108:btcusd:triple_med_gx:lsma45_110 | 11393108:BTCUSD |
|---|---|---|
| MTD | 3.63% | 4.16% |
| 3M | -2.0% | 31.46% |
| 6M | -18.78% | 12.77% |
| YTD | -14.32% | 16.76% |
| 1Y | -35.3% | 56.84% |
| 3Y (ann.) | -10.87% | 55.31% |
| 5Y (ann.) | -8.04% | 38.4% |
| Metric | 11393108:btcusd:triple_med_gx:lsma45_110 | 11393108:BTCUSD |
|---|---|---|
| Max Drawdown | -45.35% | -67.18% |
| Longest DD Days | 1021.0 | 683.0 |
| Avg. Drawdown | -7.83% | -6.29% |
| Avg. Drawdown Days | 109.0 | 31.0 |
| Recovery Factor | -0.54 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2025-06-11 | -45.35 | 1021 |
| 2022-03-10 | 2022-05-15 | -8.13 | 66 |
| 2022-02-17 | 2022-02-28 | -6.19 | 11 |
| 2022-05-16 | 2022-06-19 | -6.12 | 34 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| Metric | 11393108:btcusd:triple_med_gx:lsma45_110 | 11393108:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 13.47% | 35.75% |
| Worst Week | -9.5% | -29.64% |
| Best Month | 12.25% | 43.77% |
| Worst Month | -10.14% | -37.12% |
| Best Year | 3.0% | 155.54% |
| Worst Year | -14.32% | -54.66% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 3.75% | 7.87% |
| Avg. Down Week | -2.85% | -4.17% |
| Avg. Up Month | 4.93% | 12.71% |
| Avg. Down Month | -4.04% | -9.21% |
| Win Days % | 44.9% | 51.26% |
| Win Month % | 41.46% | 61.9% |
| Win Week % | 40.78% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 25.0% | 75.0% |